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

573.9 13.11 (2.34%)

Back to Option Chain


Historical option data for AUBANK

14 Nov 2024 04:10 PM IST
AUBANK 28NOV2024 540 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 573.90 35.65 7.25 - 30 2 22
13 Nov 560.80 28.4 -16.40 24.10 36 3 20
12 Nov 579.25 44.8 4.80 35.38 10 0 18
11 Nov 576.05 40 -5.25 27.10 19 5 19
8 Nov 580.65 45.25 -23.55 23.82 12 5 14
7 Nov 602.30 68.8 -4.45 42.17 2 1 8
6 Nov 609.80 73.25 -44.80 - 17 8 8
5 Nov 613.80 118.05 0.00 - 0 0 0
4 Nov 625.45 118.05 0.00 - 0 0 0
1 Nov 617.35 118.05 0.00 - 0 0 0
31 Oct 612.45 118.05 0.00 - 0 0 0
30 Oct 609.40 118.05 0.00 - 0 0 0
29 Oct 621.50 118.05 0.00 - 0 0 0
28 Oct 620.00 118.05 0.00 - 0 0 0
25 Oct 604.50 118.05 0.00 - 0 0 0
24 Oct 645.65 118.05 0.00 - 0 0 0
23 Oct 652.05 118.05 - 0 0 0


For Au Small Finance Bank Ltd - strike price 540 expiring on 28NOV2024

Delta for 540 CE is -

Historical price for 540 CE is as follows

On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 35.65, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 22


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 28.4, which was -16.40 lower than the previous day. The implied volatity was 24.10, the open interest changed by 3 which increased total open position to 20


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 44.8, which was 4.80 higher than the previous day. The implied volatity was 35.38, the open interest changed by 0 which decreased total open position to 18


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 40, which was -5.25 lower than the previous day. The implied volatity was 27.10, the open interest changed by 5 which increased total open position to 19


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 45.25, which was -23.55 lower than the previous day. The implied volatity was 23.82, the open interest changed by 5 which increased total open position to 14


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 68.8, which was -4.45 lower than the previous day. The implied volatity was 42.17, the open interest changed by 1 which increased total open position to 8


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 73.25, which was -44.80 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 118.05, 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 118.05, 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 1 Nov AUBANK was trading at 617.35. The strike last trading price was 118.05, 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 31 Oct AUBANK was trading at 612.45. The strike last trading price was 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 24 Oct AUBANK was trading at 645.65. The strike last trading price was 118.05, 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 23 Oct AUBANK was trading at 652.05. The strike last trading price was 118.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


AUBANK 28NOV2024 540 PE
Delta: -0.13
Vega: 0.23
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 573.90 2.2 -1.05 29.92 546 -47 351
13 Nov 560.80 3.25 1.50 27.04 744 -30 397
12 Nov 579.25 1.75 -0.85 28.68 343 1 551
11 Nov 576.05 2.6 -0.30 29.67 574 166 549
8 Nov 580.65 2.9 1.50 31.20 554 128 381
7 Nov 602.30 1.4 0.35 32.53 236 51 252
6 Nov 609.80 1.05 -0.55 32.62 117 26 201
5 Nov 613.80 1.6 0.05 36.26 140 -17 174
4 Nov 625.45 1.55 -0.60 38.77 194 -45 192
1 Nov 617.35 2.15 -0.40 37.18 45 4 237
31 Oct 612.45 2.55 -0.70 - 150 6 234
30 Oct 609.40 3.25 0.10 - 189 78 227
29 Oct 621.50 3.15 -1.35 - 87 3 149
28 Oct 620.00 4.5 -1.80 - 293 34 144
25 Oct 604.50 6.3 4.30 - 206 106 110
24 Oct 645.65 2 -0.95 - 4 0 4
23 Oct 652.05 2.95 - 4 1 1


For Au Small Finance Bank Ltd - strike price 540 expiring on 28NOV2024

Delta for 540 PE is -0.13

Historical price for 540 PE is as follows

On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 2.2, which was -1.05 lower than the previous day. The implied volatity was 29.92, the open interest changed by -47 which decreased total open position to 351


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 3.25, which was 1.50 higher than the previous day. The implied volatity was 27.04, the open interest changed by -30 which decreased total open position to 397


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 1.75, which was -0.85 lower than the previous day. The implied volatity was 28.68, the open interest changed by 1 which increased total open position to 551


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 2.6, which was -0.30 lower than the previous day. The implied volatity was 29.67, the open interest changed by 166 which increased total open position to 549


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 2.9, which was 1.50 higher than the previous day. The implied volatity was 31.20, the open interest changed by 128 which increased total open position to 381


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 1.4, which was 0.35 higher than the previous day. The implied volatity was 32.53, the open interest changed by 51 which increased total open position to 252


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 1.05, which was -0.55 lower than the previous day. The implied volatity was 32.62, the open interest changed by 26 which increased total open position to 201


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 36.26, the open interest changed by -17 which decreased total open position to 174


On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 1.55, which was -0.60 lower than the previous day. The implied volatity was 38.77, the open interest changed by -45 which decreased total open position to 192


On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 2.15, which was -0.40 lower than the previous day. The implied volatity was 37.18, the open interest changed by 4 which increased total open position to 237


On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 2.55, which was -0.70 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 3.25, which was 0.10 higher 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 3.15, which was -1.35 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 4.5, which was -1.80 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 6.3, which was 4.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct AUBANK was trading at 645.65. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct AUBANK was trading at 652.05. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to