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[--[65.84.65.76]--]
AUBANK
Au Small Finance Bank Ltd

593.9 2.90 (0.49%)

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Historical option data for AUBANK

21 Nov 2024 04:10 PM IST
AUBANK 28NOV2024 530 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 593.90 55 13.00 - 1 0 2
20 Nov 591.00 42 0.00 0.00 0 0 0
19 Nov 591.00 42 0.00 0.00 0 0 0
18 Nov 579.00 42 0.00 0.00 0 0 0
14 Nov 573.90 42 4.10 - 1 0 2
13 Nov 560.80 37.9 -175.10 28.21 2 0 0
12 Nov 579.25 213 0.00 - 0 0 0
11 Nov 576.05 213 0.00 - 0 0 0
8 Nov 580.65 213 0.00 - 0 0 0
7 Nov 602.30 213 0.00 0.00 0 0 0
6 Nov 609.80 213 0.00 0.00 0 0 0
5 Nov 613.80 213 0.00 - 0 0 0
4 Nov 625.45 213 - 0 0 0


For Au Small Finance Bank Ltd - strike price 530 expiring on 28NOV2024

Delta for 530 CE is -

Historical price for 530 CE is as follows

On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 55, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 42, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 42, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 42, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 42, which was 4.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 37.9, which was -175.10 lower than the previous day. The implied volatity was 28.21, the open interest changed by 0 which decreased total open position to 0


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 213, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 213, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 213, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 213, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 213, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 213, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 213, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


AUBANK 28NOV2024 530 PE
Delta: -0.03
Vega: 0.06
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 593.90 0.55 -0.05 47.56 39 -11 170
20 Nov 591.00 0.6 0.00 39.09 231 -85 181
19 Nov 591.00 0.6 -0.20 39.09 231 -85 181
18 Nov 579.00 0.8 -0.70 34.71 164 -33 267
14 Nov 573.90 1.5 -0.50 32.22 434 -31 300
13 Nov 560.80 2 0.90 28.54 321 67 332
12 Nov 579.25 1.1 -0.55 30.19 123 25 265
11 Nov 576.05 1.65 -0.30 30.90 271 119 240
8 Nov 580.65 1.95 1.05 32.36 156 33 121
7 Nov 602.30 0.9 0.10 33.35 46 38 88
6 Nov 609.80 0.8 -0.45 34.51 41 -1 50
5 Nov 613.80 1.25 -0.05 38.10 81 48 50
4 Nov 625.45 1.3 40.99 4 1 2


For Au Small Finance Bank Ltd - strike price 530 expiring on 28NOV2024

Delta for 530 PE is -0.03

Historical price for 530 PE is as follows

On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 47.56, the open interest changed by -11 which decreased total open position to 170


On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 39.09, the open interest changed by -85 which decreased total open position to 181


On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 39.09, the open interest changed by -85 which decreased total open position to 181


On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 0.8, which was -0.70 lower than the previous day. The implied volatity was 34.71, the open interest changed by -33 which decreased total open position to 267


On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 32.22, the open interest changed by -31 which decreased total open position to 300


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 2, which was 0.90 higher than the previous day. The implied volatity was 28.54, the open interest changed by 67 which increased total open position to 332


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 30.19, the open interest changed by 25 which increased total open position to 265


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 30.90, the open interest changed by 119 which increased total open position to 240


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 1.95, which was 1.05 higher than the previous day. The implied volatity was 32.36, the open interest changed by 33 which increased total open position to 121


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 33.35, the open interest changed by 38 which increased total open position to 88


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 34.51, the open interest changed by -1 which decreased total open position to 50


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 38.10, the open interest changed by 48 which increased total open position to 50


On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was 40.99, the open interest changed by 1 which increased total open position to 2