AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
20 Dec 2024 04:10 PM IST
| AUBANK 26DEC2024 540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.28
Theta: -0.72
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 537.60 | 8 | -6.25 | 28.30 | 978 | 65 | 192 | |||
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| 19 Dec | 548.70 | 14.25 | -8.35 | 25.97 | 896 | 103 | 128 | |||
| 18 Dec | 558.35 | 22.6 | -3.30 | 28.90 | 19 | 7 | 24 | |||
| 17 Dec | 563.15 | 25.9 | -13.90 | 25.86 | 15 | 3 | 18 | |||
| 16 Dec | 578.15 | 39.8 | -3.80 | 31.92 | 10 | 2 | 14 | |||
| 13 Dec | 584.55 | 43.6 | -3.20 | - | 10 | -3 | 12 | |||
| 12 Dec | 591.05 | 46.8 | -3.80 | - | 1 | 0 | 14 | |||
| 11 Dec | 590.10 | 50.6 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 10 Dec | 591.30 | 50.6 | 1.40 | - | 9 | 7 | 15 | |||
| 9 Dec | 581.20 | 49.2 | -5.80 | 42.63 | 5 | 1 | 8 | |||
| 6 Dec | 587.40 | 55 | -4.95 | 38.11 | 5 | 0 | 6 | |||
| 5 Dec | 597.75 | 59.95 | 6.35 | - | 1 | 0 | 5 | |||
| 4 Dec | 595.65 | 53.6 | -1.85 | - | 2 | -1 | 5 | |||
| 3 Dec | 594.85 | 55.45 | 9.30 | - | 8 | 3 | 4 | |||
| 2 Dec | 581.60 | 46.15 | -161.20 | - | 1 | 0 | 0 | |||
| 29 Nov | 583.35 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 585.80 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 589.80 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 591.60 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 596.30 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 595.70 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 593.90 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 591.00 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 591.00 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 573.90 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 560.80 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 579.25 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 576.05 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 580.65 | 207.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 602.30 | 207.35 | 207.35 | - | 0 | 0 | 0 | |||
| 31 Oct | 612.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 609.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 621.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 620.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 604.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 638.50 | 0 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 540 expiring on 26DEC2024
Delta for 540 CE is 0.52
Historical price for 540 CE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 8, which was -6.25 lower than the previous day. The implied volatity was 28.30, the open interest changed by 65 which increased total open position to 192
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 14.25, which was -8.35 lower than the previous day. The implied volatity was 25.97, the open interest changed by 103 which increased total open position to 128
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 22.6, which was -3.30 lower than the previous day. The implied volatity was 28.90, the open interest changed by 7 which increased total open position to 24
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 25.9, which was -13.90 lower than the previous day. The implied volatity was 25.86, the open interest changed by 3 which increased total open position to 18
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 39.8, which was -3.80 lower than the previous day. The implied volatity was 31.92, the open interest changed by 2 which increased total open position to 14
On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 43.6, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 12
On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 46.8, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 50.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 50.6, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 15
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 49.2, which was -5.80 lower than the previous day. The implied volatity was 42.63, the open interest changed by 1 which increased total open position to 8
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 55, which was -4.95 lower than the previous day. The implied volatity was 38.11, the open interest changed by 0 which decreased total open position to 6
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 59.95, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 53.6, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 55.45, which was 9.30 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 46.15, which was -161.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 207.35, 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 28 Nov AUBANK was trading at 585.80. The strike last trading price was 207.35, 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 27 Nov AUBANK was trading at 589.80. The strike last trading price was 207.35, 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 26 Nov AUBANK was trading at 591.60. The strike last trading price was 207.35, 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 25 Nov AUBANK was trading at 596.30. The strike last trading price was 207.35, 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 22 Nov AUBANK was trading at 595.70. The strike last trading price was 207.35, 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 21 Nov AUBANK was trading at 593.90. The strike last trading price was 207.35, 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 20 Nov AUBANK was trading at 591.00. The strike last trading price was 207.35, 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 19 Nov AUBANK was trading at 591.00. The strike last trading price was 207.35, 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 14 Nov AUBANK was trading at 573.90. The strike last trading price was 207.35, 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 13 Nov AUBANK was trading at 560.80. The strike last trading price was 207.35, 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 12 Nov AUBANK was trading at 579.25. The strike last trading price was 207.35, 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 207.35, 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 207.35, 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 207.35, which was 207.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AUBANK was trading at 609.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AUBANK was trading at 621.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AUBANK was trading at 620.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AUBANK was trading at 604.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AUBANK was trading at 638.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUBANK 26DEC2024 540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.28
Theta: -0.43
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 537.60 | 5.9 | 1.65 | 22.08 | 2,447 | -76 | 488 |
| 19 Dec | 548.70 | 4.25 | 2.20 | 28.38 | 2,872 | 164 | 564 |
| 18 Dec | 558.35 | 2.05 | -0.55 | 26.53 | 678 | 64 | 401 |
| 17 Dec | 563.15 | 2.6 | 1.75 | 30.76 | 526 | 37 | 344 |
| 16 Dec | 578.15 | 0.85 | 0.10 | 28.60 | 191 | 0 | 307 |
| 13 Dec | 584.55 | 0.75 | 0.00 | 29.46 | 641 | -33 | 306 |
| 12 Dec | 591.05 | 0.75 | -0.25 | 29.57 | 235 | -3 | 337 |
| 11 Dec | 590.10 | 1 | -0.20 | 30.70 | 150 | -46 | 340 |
| 10 Dec | 591.30 | 1.2 | -1.05 | 31.49 | 203 | -22 | 387 |
| 9 Dec | 581.20 | 2.25 | 0.30 | 30.96 | 210 | 68 | 407 |
| 6 Dec | 587.40 | 1.95 | 0.50 | 30.51 | 174 | 9 | 338 |
| 5 Dec | 597.75 | 1.45 | -0.35 | 31.66 | 211 | -3 | 328 |
| 4 Dec | 595.65 | 1.8 | -0.30 | 31.66 | 260 | 11 | 331 |
| 3 Dec | 594.85 | 2.1 | -0.80 | 32.00 | 458 | -40 | 332 |
| 2 Dec | 581.60 | 2.9 | -0.10 | 29.45 | 235 | 31 | 372 |
| 29 Nov | 583.35 | 3 | -0.30 | 28.88 | 490 | 205 | 343 |
| 28 Nov | 585.80 | 3.3 | -0.45 | 30.36 | 132 | 35 | 138 |
| 27 Nov | 589.80 | 3.75 | 0.60 | 32.43 | 35 | 12 | 102 |
| 26 Nov | 591.60 | 3.15 | -0.85 | 30.87 | 124 | -9 | 90 |
| 25 Nov | 596.30 | 4 | -0.15 | 34.76 | 256 | 38 | 99 |
| 22 Nov | 595.70 | 4.15 | 0.05 | 33.17 | 18 | 2 | 63 |
| 21 Nov | 593.90 | 4.1 | -1.00 | 32.17 | 19 | -1 | 61 |
| 20 Nov | 591.00 | 5.1 | 0.00 | 31.21 | 30 | -3 | 62 |
| 19 Nov | 591.00 | 5.1 | -3.90 | 31.21 | 30 | -3 | 62 |
| 14 Nov | 573.90 | 9 | -3.00 | 31.94 | 9 | -4 | 65 |
| 13 Nov | 560.80 | 12 | 5.20 | 32.14 | 68 | 45 | 70 |
| 12 Nov | 579.25 | 6.8 | -1.70 | 29.40 | 6 | 4 | 25 |
| 11 Nov | 576.05 | 8.5 | 1.60 | 30.80 | 10 | 3 | 20 |
| 8 Nov | 580.65 | 6.9 | 2.90 | 29.29 | 14 | 3 | 16 |
| 7 Nov | 602.30 | 4 | 2.35 | 29.60 | 5 | 0 | 13 |
| 31 Oct | 612.45 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 609.40 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 621.50 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 620.00 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 604.50 | 1.65 | 1.65 | - | 0 | 0 | 0 |
| 22 Oct | 638.50 | 0 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 540 expiring on 26DEC2024
Delta for 540 PE is -0.48
Historical price for 540 PE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 5.9, which was 1.65 higher than the previous day. The implied volatity was 22.08, the open interest changed by -76 which decreased total open position to 488
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 4.25, which was 2.20 higher than the previous day. The implied volatity was 28.38, the open interest changed by 164 which increased total open position to 564
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was 26.53, the open interest changed by 64 which increased total open position to 401
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 2.6, which was 1.75 higher than the previous day. The implied volatity was 30.76, the open interest changed by 37 which increased total open position to 344
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 28.60, the open interest changed by 0 which decreased total open position to 307
On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 29.46, the open interest changed by -33 which decreased total open position to 306
On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 29.57, the open interest changed by -3 which decreased total open position to 337
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 30.70, the open interest changed by -46 which decreased total open position to 340
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 1.2, which was -1.05 lower than the previous day. The implied volatity was 31.49, the open interest changed by -22 which decreased total open position to 387
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 2.25, which was 0.30 higher than the previous day. The implied volatity was 30.96, the open interest changed by 68 which increased total open position to 407
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 1.95, which was 0.50 higher than the previous day. The implied volatity was 30.51, the open interest changed by 9 which increased total open position to 338
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 31.66, the open interest changed by -3 which decreased total open position to 328
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 31.66, the open interest changed by 11 which increased total open position to 331
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 2.1, which was -0.80 lower than the previous day. The implied volatity was 32.00, the open interest changed by -40 which decreased total open position to 332
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 2.9, which was -0.10 lower than the previous day. The implied volatity was 29.45, the open interest changed by 31 which increased total open position to 372
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 3, which was -0.30 lower than the previous day. The implied volatity was 28.88, the open interest changed by 205 which increased total open position to 343
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 3.3, which was -0.45 lower than the previous day. The implied volatity was 30.36, the open interest changed by 35 which increased total open position to 138
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 3.75, which was 0.60 higher than the previous day. The implied volatity was 32.43, the open interest changed by 12 which increased total open position to 102
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 3.15, which was -0.85 lower than the previous day. The implied volatity was 30.87, the open interest changed by -9 which decreased total open position to 90
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 4, which was -0.15 lower than the previous day. The implied volatity was 34.76, the open interest changed by 38 which increased total open position to 99
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 4.15, which was 0.05 higher than the previous day. The implied volatity was 33.17, the open interest changed by 2 which increased total open position to 63
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 4.1, which was -1.00 lower than the previous day. The implied volatity was 32.17, the open interest changed by -1 which decreased total open position to 61
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 31.21, the open interest changed by -3 which decreased total open position to 62
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 5.1, which was -3.90 lower than the previous day. The implied volatity was 31.21, the open interest changed by -3 which decreased total open position to 62
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 9, which was -3.00 lower than the previous day. The implied volatity was 31.94, the open interest changed by -4 which decreased total open position to 65
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 12, which was 5.20 higher than the previous day. The implied volatity was 32.14, the open interest changed by 45 which increased total open position to 70
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 6.8, which was -1.70 lower than the previous day. The implied volatity was 29.40, the open interest changed by 4 which increased total open position to 25
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 8.5, which was 1.60 higher than the previous day. The implied volatity was 30.80, the open interest changed by 3 which increased total open position to 20
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 6.9, which was 2.90 higher than the previous day. The implied volatity was 29.29, the open interest changed by 3 which increased total open position to 16
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 4, which was 2.35 higher than the previous day. The implied volatity was 29.60, the open interest changed by 0 which decreased total open position to 13
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AUBANK was trading at 609.40. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AUBANK was trading at 621.50. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AUBANK was trading at 620.00. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AUBANK was trading at 604.50. The strike last trading price was 1.65, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AUBANK was trading at 638.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
