AUBANK
Au Small Finance Bank Ltd
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
