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

541.7 -10.40 (-1.88%)

Back to Option Chain


Historical option data for AUBANK

07 Apr 2025 04:10 PM IST
AUBANK 24APR2025 550 CE
Delta: 0.48
Vega: 0.47
Theta: -0.66
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Apr 541.70 18.25 -0.1 43.46 1,586 23 835
4 Apr 552.10 19.25 -6.95 30.15 1,489 -122 808
3 Apr 563.45 26.2 12.35 33.17 3,455 12 1,081
2 Apr 539.50 13.75 0.9 32.08 2,112 582 1,065
1 Apr 529.90 13 -1.45 36.73 1,081 131 483
28 Mar 534.60 14.3 -6.25 35.11 1,842 30 352
27 Mar 554.40 20.65 -13.15 24.65 1,431 59 325
26 Mar 573.75 33.7 9.65 23.96 458 7 268
25 Mar 557.90 23.75 2.35 27.60 795 31 257
24 Mar 550.05 21.55 2.85 30.24 904 11 227
21 Mar 542.80 18.05 5 29.05 419 11 217
20 Mar 525.25 13.45 0.7 33.26 318 7 207
19 Mar 525.80 12.7 4.7 31.19 311 1 200
18 Mar 504.00 8.8 3 34.33 287 29 199
17 Mar 491.80 5.5 -2.5 34.02 246 117 170
13 Mar 502.85 7.9 -1.5 32.19 24 4 54
12 Mar 507.20 9.3 -5.2 31.51 41 20 50
11 Mar 522.10 14.5 -10.5 31.56 43 14 31
10 Mar 538.85 25 1.9 36.54 6 2 17
7 Mar 544.30 24.15 -3.4 30.18 10 4 15
6 Mar 553.20 27.55 3.5 27.10 36 5 12
5 Mar 546.45 24.05 -3.75 27.21 3 1 6
4 Mar 548.35 27.8 0.8 31.10 4 2 4
28 Feb 565.70 27 1 13.72 1 0 3
27 Feb 556.70 26 9 21.00 3 2 3
26 Feb 524.20 17 0 0.00 0 0 0
25 Feb 524.25 17 0 0.00 0 0 0
24 Feb 533.00 17 0 0.00 0 1 0
21 Feb 537.60 17 -56.75 22.05 1 0 0
20 Feb 535.05 73.75 0 0.84 0 0 0
19 Feb 525.65 73.75 0 2.06 0 0 0
18 Feb 502.40 73.75 0 4.59 0 0 0
17 Feb 522.05 73.75 0 2.82 0 0 0
14 Feb 534.90 73.75 0 0.66 0 0 0
13 Feb 553.05 73.75 0 - 0 0 0
11 Feb 570.70 0 0 - 0 0 0
10 Feb 579.75 0 0 - 0 0 0
7 Feb 592.10 0 0 - 0 0 0
6 Feb 586.25 0 0 - 0 0 0
5 Feb 595.60 0 0 - 0 0 0
4 Feb 599.85 0 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 550 expiring on 24APR2025

Delta for 550 CE is 0.48

Historical price for 550 CE is as follows

On 7 Apr AUBANK was trading at 541.70. The strike last trading price was 18.25, which was -0.1 lower than the previous day. The implied volatity was 43.46, the open interest changed by 23 which increased total open position to 835


On 4 Apr AUBANK was trading at 552.10. The strike last trading price was 19.25, which was -6.95 lower than the previous day. The implied volatity was 30.15, the open interest changed by -122 which decreased total open position to 808


On 3 Apr AUBANK was trading at 563.45. The strike last trading price was 26.2, which was 12.35 higher than the previous day. The implied volatity was 33.17, the open interest changed by 12 which increased total open position to 1081


On 2 Apr AUBANK was trading at 539.50. The strike last trading price was 13.75, which was 0.9 higher than the previous day. The implied volatity was 32.08, the open interest changed by 582 which increased total open position to 1065


On 1 Apr AUBANK was trading at 529.90. The strike last trading price was 13, which was -1.45 lower than the previous day. The implied volatity was 36.73, the open interest changed by 131 which increased total open position to 483


On 28 Mar AUBANK was trading at 534.60. The strike last trading price was 14.3, which was -6.25 lower than the previous day. The implied volatity was 35.11, the open interest changed by 30 which increased total open position to 352


On 27 Mar AUBANK was trading at 554.40. The strike last trading price was 20.65, which was -13.15 lower than the previous day. The implied volatity was 24.65, the open interest changed by 59 which increased total open position to 325


On 26 Mar AUBANK was trading at 573.75. The strike last trading price was 33.7, which was 9.65 higher than the previous day. The implied volatity was 23.96, the open interest changed by 7 which increased total open position to 268


On 25 Mar AUBANK was trading at 557.90. The strike last trading price was 23.75, which was 2.35 higher than the previous day. The implied volatity was 27.60, the open interest changed by 31 which increased total open position to 257


On 24 Mar AUBANK was trading at 550.05. The strike last trading price was 21.55, which was 2.85 higher than the previous day. The implied volatity was 30.24, the open interest changed by 11 which increased total open position to 227


On 21 Mar AUBANK was trading at 542.80. The strike last trading price was 18.05, which was 5 higher than the previous day. The implied volatity was 29.05, the open interest changed by 11 which increased total open position to 217


On 20 Mar AUBANK was trading at 525.25. The strike last trading price was 13.45, which was 0.7 higher than the previous day. The implied volatity was 33.26, the open interest changed by 7 which increased total open position to 207


On 19 Mar AUBANK was trading at 525.80. The strike last trading price was 12.7, which was 4.7 higher than the previous day. The implied volatity was 31.19, the open interest changed by 1 which increased total open position to 200


On 18 Mar AUBANK was trading at 504.00. The strike last trading price was 8.8, which was 3 higher than the previous day. The implied volatity was 34.33, the open interest changed by 29 which increased total open position to 199


On 17 Mar AUBANK was trading at 491.80. The strike last trading price was 5.5, which was -2.5 lower than the previous day. The implied volatity was 34.02, the open interest changed by 117 which increased total open position to 170


On 13 Mar AUBANK was trading at 502.85. The strike last trading price was 7.9, which was -1.5 lower than the previous day. The implied volatity was 32.19, the open interest changed by 4 which increased total open position to 54


On 12 Mar AUBANK was trading at 507.20. The strike last trading price was 9.3, which was -5.2 lower than the previous day. The implied volatity was 31.51, the open interest changed by 20 which increased total open position to 50


On 11 Mar AUBANK was trading at 522.10. The strike last trading price was 14.5, which was -10.5 lower than the previous day. The implied volatity was 31.56, the open interest changed by 14 which increased total open position to 31


On 10 Mar AUBANK was trading at 538.85. The strike last trading price was 25, which was 1.9 higher than the previous day. The implied volatity was 36.54, the open interest changed by 2 which increased total open position to 17


On 7 Mar AUBANK was trading at 544.30. The strike last trading price was 24.15, which was -3.4 lower than the previous day. The implied volatity was 30.18, the open interest changed by 4 which increased total open position to 15


On 6 Mar AUBANK was trading at 553.20. The strike last trading price was 27.55, which was 3.5 higher than the previous day. The implied volatity was 27.10, the open interest changed by 5 which increased total open position to 12


On 5 Mar AUBANK was trading at 546.45. The strike last trading price was 24.05, which was -3.75 lower than the previous day. The implied volatity was 27.21, the open interest changed by 1 which increased total open position to 6


On 4 Mar AUBANK was trading at 548.35. The strike last trading price was 27.8, which was 0.8 higher than the previous day. The implied volatity was 31.10, the open interest changed by 2 which increased total open position to 4


On 28 Feb AUBANK was trading at 565.70. The strike last trading price was 27, which was 1 higher than the previous day. The implied volatity was 13.72, the open interest changed by 0 which decreased total open position to 3


On 27 Feb AUBANK was trading at 556.70. The strike last trading price was 26, which was 9 higher than the previous day. The implied volatity was 21.00, the open interest changed by 2 which increased total open position to 3


On 26 Feb AUBANK was trading at 524.20. The strike last trading price was 17, which was 0 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 25 Feb AUBANK was trading at 524.25. The strike last trading price was 17, which was 0 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 24 Feb AUBANK was trading at 533.00. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 21 Feb AUBANK was trading at 537.60. The strike last trading price was 17, which was -56.75 lower than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 0


On 20 Feb AUBANK was trading at 535.05. The strike last trading price was 73.75, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0


On 19 Feb AUBANK was trading at 525.65. The strike last trading price was 73.75, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0


On 18 Feb AUBANK was trading at 502.40. The strike last trading price was 73.75, which was 0 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0


On 17 Feb AUBANK was trading at 522.05. The strike last trading price was 73.75, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0


On 14 Feb AUBANK was trading at 534.90. The strike last trading price was 73.75, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0


On 13 Feb AUBANK was trading at 553.05. The strike last trading price was 73.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb AUBANK was trading at 570.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb AUBANK was trading at 579.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb AUBANK was trading at 592.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb AUBANK was trading at 586.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb AUBANK was trading at 595.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb AUBANK was trading at 599.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


AUBANK 24APR2025 550 PE
Delta: -0.51
Vega: 0.47
Theta: -0.60
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Apr 541.70 25.55 8 49.58 1,339 -34 364
4 Apr 552.10 16.65 2.65 38.84 1,026 -29 403
3 Apr 563.45 14.1 -13.65 39.23 1,585 91 432
2 Apr 539.50 27.95 -3.65 45.59 257 21 342
1 Apr 529.90 31.5 -3.85 42.45 397 -46 321
28 Mar 534.60 37 7.9 50.49 1,288 62 367
27 Mar 554.40 29.55 11.45 56.59 1,353 -49 305
26 Mar 573.75 18.2 -4.7 48.44 1,088 -4 371
25 Mar 557.90 23.35 -1.8 45.61 798 245 371
24 Mar 550.05 25.6 -2.2 43.65 290 80 128
21 Mar 542.80 27.8 -9.35 40.18 10 5 47
20 Mar 525.25 37.1 1.35 39.35 15 4 42
19 Mar 525.80 35 -18.2 36.17 16 5 37
18 Mar 504.00 53.2 -7.8 45.26 10 5 32
17 Mar 491.80 61 5.55 40.95 7 1 28
13 Mar 502.85 55.45 0 0.00 0 10 0
12 Mar 507.20 55.45 27.35 48.82 12 10 27
11 Mar 522.10 28.1 0 0.00 0 1 0
10 Mar 538.85 28.1 0 33.40 1 1 16
7 Mar 544.30 28.1 5.1 36.34 38 2 15
6 Mar 553.20 23 -6 34.87 1 0 12
5 Mar 546.45 29 3.9 38.50 4 3 11
4 Mar 548.35 25.1 3.1 33.86 2 1 7
28 Feb 565.70 22 -6 37.81 2 6 6
27 Feb 556.70 28 0 0.00 0 0 0
26 Feb 524.20 28 0 0.00 0 0 7
25 Feb 524.25 28 0 0.00 0 0 7
24 Feb 533.00 28 0 0.00 0 0 7
21 Feb 537.60 28 0 0.00 0 0 7
20 Feb 535.05 28 0 0.00 0 0 0
19 Feb 525.65 28 0 0.00 0 0 7
18 Feb 502.40 28 0 0.00 0 0 7
17 Feb 522.05 28 0 0.00 0 0 7
14 Feb 534.90 28 0 0.00 0 1 0
13 Feb 553.05 28 8 35.55 1 0 6
11 Feb 570.70 20 0 34.43 3 2 5
10 Feb 579.75 20 0 37.02 1 0 2
7 Feb 592.10 20 0 0.00 0 2 0
6 Feb 586.25 20 1.55 38.63 2 1 1
5 Feb 595.60 0 0 5.92 0 0 0
4 Feb 599.85 0 0 6.31 0 0 0


For Au Small Finance Bank Ltd - strike price 550 expiring on 24APR2025

Delta for 550 PE is -0.51

Historical price for 550 PE is as follows

On 7 Apr AUBANK was trading at 541.70. The strike last trading price was 25.55, which was 8 higher than the previous day. The implied volatity was 49.58, the open interest changed by -34 which decreased total open position to 364


On 4 Apr AUBANK was trading at 552.10. The strike last trading price was 16.65, which was 2.65 higher than the previous day. The implied volatity was 38.84, the open interest changed by -29 which decreased total open position to 403


On 3 Apr AUBANK was trading at 563.45. The strike last trading price was 14.1, which was -13.65 lower than the previous day. The implied volatity was 39.23, the open interest changed by 91 which increased total open position to 432


On 2 Apr AUBANK was trading at 539.50. The strike last trading price was 27.95, which was -3.65 lower than the previous day. The implied volatity was 45.59, the open interest changed by 21 which increased total open position to 342


On 1 Apr AUBANK was trading at 529.90. The strike last trading price was 31.5, which was -3.85 lower than the previous day. The implied volatity was 42.45, the open interest changed by -46 which decreased total open position to 321


On 28 Mar AUBANK was trading at 534.60. The strike last trading price was 37, which was 7.9 higher than the previous day. The implied volatity was 50.49, the open interest changed by 62 which increased total open position to 367


On 27 Mar AUBANK was trading at 554.40. The strike last trading price was 29.55, which was 11.45 higher than the previous day. The implied volatity was 56.59, the open interest changed by -49 which decreased total open position to 305


On 26 Mar AUBANK was trading at 573.75. The strike last trading price was 18.2, which was -4.7 lower than the previous day. The implied volatity was 48.44, the open interest changed by -4 which decreased total open position to 371


On 25 Mar AUBANK was trading at 557.90. The strike last trading price was 23.35, which was -1.8 lower than the previous day. The implied volatity was 45.61, the open interest changed by 245 which increased total open position to 371


On 24 Mar AUBANK was trading at 550.05. The strike last trading price was 25.6, which was -2.2 lower than the previous day. The implied volatity was 43.65, the open interest changed by 80 which increased total open position to 128


On 21 Mar AUBANK was trading at 542.80. The strike last trading price was 27.8, which was -9.35 lower than the previous day. The implied volatity was 40.18, the open interest changed by 5 which increased total open position to 47


On 20 Mar AUBANK was trading at 525.25. The strike last trading price was 37.1, which was 1.35 higher than the previous day. The implied volatity was 39.35, the open interest changed by 4 which increased total open position to 42


On 19 Mar AUBANK was trading at 525.80. The strike last trading price was 35, which was -18.2 lower than the previous day. The implied volatity was 36.17, the open interest changed by 5 which increased total open position to 37


On 18 Mar AUBANK was trading at 504.00. The strike last trading price was 53.2, which was -7.8 lower than the previous day. The implied volatity was 45.26, the open interest changed by 5 which increased total open position to 32


On 17 Mar AUBANK was trading at 491.80. The strike last trading price was 61, which was 5.55 higher than the previous day. The implied volatity was 40.95, the open interest changed by 1 which increased total open position to 28


On 13 Mar AUBANK was trading at 502.85. The strike last trading price was 55.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 12 Mar AUBANK was trading at 507.20. The strike last trading price was 55.45, which was 27.35 higher than the previous day. The implied volatity was 48.82, the open interest changed by 10 which increased total open position to 27


On 11 Mar AUBANK was trading at 522.10. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 10 Mar AUBANK was trading at 538.85. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was 33.40, the open interest changed by 1 which increased total open position to 16


On 7 Mar AUBANK was trading at 544.30. The strike last trading price was 28.1, which was 5.1 higher than the previous day. The implied volatity was 36.34, the open interest changed by 2 which increased total open position to 15


On 6 Mar AUBANK was trading at 553.20. The strike last trading price was 23, which was -6 lower than the previous day. The implied volatity was 34.87, the open interest changed by 0 which decreased total open position to 12


On 5 Mar AUBANK was trading at 546.45. The strike last trading price was 29, which was 3.9 higher than the previous day. The implied volatity was 38.50, the open interest changed by 3 which increased total open position to 11


On 4 Mar AUBANK was trading at 548.35. The strike last trading price was 25.1, which was 3.1 higher than the previous day. The implied volatity was 33.86, the open interest changed by 1 which increased total open position to 7


On 28 Feb AUBANK was trading at 565.70. The strike last trading price was 22, which was -6 lower than the previous day. The implied volatity was 37.81, the open interest changed by 6 which increased total open position to 6


On 27 Feb AUBANK was trading at 556.70. The strike last trading price was 28, which was 0 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 26 Feb AUBANK was trading at 524.20. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 7


On 25 Feb AUBANK was trading at 524.25. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 7


On 24 Feb AUBANK was trading at 533.00. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 7


On 21 Feb AUBANK was trading at 537.60. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 7


On 20 Feb AUBANK was trading at 535.05. The strike last trading price was 28, which was 0 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 Feb AUBANK was trading at 525.65. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 7


On 18 Feb AUBANK was trading at 502.40. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 7


On 17 Feb AUBANK was trading at 522.05. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 7


On 14 Feb AUBANK was trading at 534.90. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 13 Feb AUBANK was trading at 553.05. The strike last trading price was 28, which was 8 higher than the previous day. The implied volatity was 35.55, the open interest changed by 0 which decreased total open position to 6


On 11 Feb AUBANK was trading at 570.70. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 34.43, the open interest changed by 2 which increased total open position to 5


On 10 Feb AUBANK was trading at 579.75. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 37.02, the open interest changed by 0 which decreased total open position to 2


On 7 Feb AUBANK was trading at 592.10. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 6 Feb AUBANK was trading at 586.25. The strike last trading price was 20, which was 1.55 higher than the previous day. The implied volatity was 38.63, the open interest changed by 1 which increased total open position to 1


On 5 Feb AUBANK was trading at 595.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.92, the open interest changed by 0 which decreased total open position to 0


On 4 Feb AUBANK was trading at 599.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0