AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 530 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.18
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.09
Historical price for 530 PE is as follows
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
