AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
12 Dec 2024 09:10 AM IST
| AUBANK 26DEC2024 550 CE | ||||||||||
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Delta: 0.85
Vega: 0.27
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 591.50 | 46.5 | 0.00 | 36.66 | 11 | 0 | 85 | |||
| 11 Dec | 590.10 | 46.5 | 5.90 | 36.66 | 11 | 0 | 85 | |||
| 10 Dec | 591.30 | 40.6 | 5.75 | - | 57 | -18 | 87 | |||
| 9 Dec | 581.20 | 34.85 | -6.30 | 21.77 | 61 | 39 | 103 | |||
| 6 Dec | 587.40 | 41.15 | -10.45 | 15.02 | 24 | 10 | 64 | |||
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| 5 Dec | 597.75 | 51.6 | 0.95 | - | 3 | 0 | 53 | |||
| 4 Dec | 595.65 | 50.65 | 2.45 | 20.69 | 27 | 3 | 55 | |||
| 3 Dec | 594.85 | 48.2 | 10.20 | - | 56 | -2 | 51 | |||
| 2 Dec | 581.60 | 38 | -2.40 | 20.25 | 9 | 5 | 52 | |||
| 29 Nov | 583.35 | 40.4 | -2.50 | 21.06 | 16 | 7 | 48 | |||
| 28 Nov | 585.80 | 42.9 | 1.90 | 20.15 | 3 | 2 | 40 | |||
| 27 Nov | 589.80 | 41 | -4.20 | - | 18 | 15 | 38 | |||
| 26 Nov | 591.60 | 45.2 | -1.80 | - | 3 | 2 | 24 | |||
| 25 Nov | 596.30 | 47 | -1.00 | - | 22 | 11 | 11 | |||
| 22 Nov | 595.70 | 48 | -30.35 | - | 2 | 1 | 1 | |||
| 21 Nov | 593.90 | 78.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 591.00 | 78.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 591.00 | 78.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 579.00 | 78.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 573.90 | 78.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 560.80 | 78.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 579.25 | 78.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 576.05 | 78.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 580.65 | 78.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 602.30 | 78.35 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 550 expiring on 26DEC2024
Delta for 550 CE is 0.85
Historical price for 550 CE is as follows
On 12 Dec AUBANK was trading at 591.50. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was 36.66, the open interest changed by 0 which decreased total open position to 85
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 46.5, which was 5.90 higher than the previous day. The implied volatity was 36.66, the open interest changed by 0 which decreased total open position to 85
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 40.6, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 87
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 34.85, which was -6.30 lower than the previous day. The implied volatity was 21.77, the open interest changed by 39 which increased total open position to 103
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 41.15, which was -10.45 lower than the previous day. The implied volatity was 15.02, the open interest changed by 10 which increased total open position to 64
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 51.6, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 50.65, which was 2.45 higher than the previous day. The implied volatity was 20.69, the open interest changed by 3 which increased total open position to 55
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 48.2, which was 10.20 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 51
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 38, which was -2.40 lower than the previous day. The implied volatity was 20.25, the open interest changed by 5 which increased total open position to 52
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 40.4, which was -2.50 lower than the previous day. The implied volatity was 21.06, the open interest changed by 7 which increased total open position to 48
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 42.9, which was 1.90 higher than the previous day. The implied volatity was 20.15, the open interest changed by 2 which increased total open position to 40
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 41, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 38
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 45.2, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 24
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 47, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 48, which was -30.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 78.35, 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 78.35, 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 78.35, 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 18 Nov AUBANK was trading at 579.00. The strike last trading price was 78.35, 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 78.35, 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 78.35, 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 78.35, 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 78.35, 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 78.35, 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 78.35, 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 26DEC2024 550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.20
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 591.50 | 1.5 | 0.00 | 28.70 | 386 | 23 | 581 |
| 11 Dec | 590.10 | 1.5 | -0.35 | 28.70 | 386 | 23 | 581 |
| 10 Dec | 591.30 | 1.85 | -1.70 | 29.97 | 655 | -141 | 563 |
| 9 Dec | 581.20 | 3.55 | 0.35 | 30.03 | 727 | 73 | 708 |
| 6 Dec | 587.40 | 3.2 | 1.00 | 30.21 | 970 | 144 | 629 |
| 5 Dec | 597.75 | 2.2 | -0.20 | 30.68 | 340 | -32 | 484 |
| 4 Dec | 595.65 | 2.4 | -0.55 | 30.00 | 635 | 6 | 519 |
| 3 Dec | 594.85 | 2.95 | -1.25 | 30.66 | 842 | 148 | 516 |
| 2 Dec | 581.60 | 4.2 | -0.05 | 28.36 | 459 | 59 | 374 |
| 29 Nov | 583.35 | 4.25 | -0.35 | 27.76 | 442 | 73 | 317 |
| 28 Nov | 585.80 | 4.6 | -0.60 | 29.33 | 258 | -1 | 244 |
| 27 Nov | 589.80 | 5.2 | 0.50 | 31.69 | 344 | 37 | 246 |
| 26 Nov | 591.60 | 4.7 | -0.65 | 30.77 | 213 | 111 | 208 |
| 25 Nov | 596.30 | 5.35 | 0.05 | 33.95 | 46 | 28 | 97 |
| 22 Nov | 595.70 | 5.3 | -0.70 | 31.77 | 51 | 27 | 96 |
| 21 Nov | 593.90 | 6 | -1.35 | 32.22 | 23 | 9 | 70 |
| 20 Nov | 591.00 | 7.35 | 0.00 | 31.24 | 53 | 31 | 61 |
| 19 Nov | 591.00 | 7.35 | -2.40 | 31.24 | 53 | 31 | 61 |
| 18 Nov | 579.00 | 9.75 | -2.45 | 31.63 | 9 | 2 | 30 |
| 14 Nov | 573.90 | 12.2 | -4.00 | 32.31 | 7 | 1 | 27 |
| 13 Nov | 560.80 | 16.2 | 6.20 | 33.03 | 22 | 16 | 26 |
| 12 Nov | 579.25 | 10 | -0.70 | 30.42 | 5 | 3 | 9 |
| 11 Nov | 576.05 | 10.7 | 0.85 | 29.86 | 6 | 3 | 4 |
| 8 Nov | 580.65 | 9.85 | 0.05 | 30.02 | 1 | 0 | 0 |
| 7 Nov | 602.30 | 9.8 | 8.07 | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 550 expiring on 26DEC2024
Delta for 550 PE is -0.09
Historical price for 550 PE is as follows
On 12 Dec AUBANK was trading at 591.50. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 28.70, the open interest changed by 23 which increased total open position to 581
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 28.70, the open interest changed by 23 which increased total open position to 581
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 1.85, which was -1.70 lower than the previous day. The implied volatity was 29.97, the open interest changed by -141 which decreased total open position to 563
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 3.55, which was 0.35 higher than the previous day. The implied volatity was 30.03, the open interest changed by 73 which increased total open position to 708
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 3.2, which was 1.00 higher than the previous day. The implied volatity was 30.21, the open interest changed by 144 which increased total open position to 629
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 2.2, which was -0.20 lower than the previous day. The implied volatity was 30.68, the open interest changed by -32 which decreased total open position to 484
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 30.00, the open interest changed by 6 which increased total open position to 519
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 2.95, which was -1.25 lower than the previous day. The implied volatity was 30.66, the open interest changed by 148 which increased total open position to 516
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 4.2, which was -0.05 lower than the previous day. The implied volatity was 28.36, the open interest changed by 59 which increased total open position to 374
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 4.25, which was -0.35 lower than the previous day. The implied volatity was 27.76, the open interest changed by 73 which increased total open position to 317
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 4.6, which was -0.60 lower than the previous day. The implied volatity was 29.33, the open interest changed by -1 which decreased total open position to 244
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 5.2, which was 0.50 higher than the previous day. The implied volatity was 31.69, the open interest changed by 37 which increased total open position to 246
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 4.7, which was -0.65 lower than the previous day. The implied volatity was 30.77, the open interest changed by 111 which increased total open position to 208
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 5.35, which was 0.05 higher than the previous day. The implied volatity was 33.95, the open interest changed by 28 which increased total open position to 97
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 5.3, which was -0.70 lower than the previous day. The implied volatity was 31.77, the open interest changed by 27 which increased total open position to 96
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 6, which was -1.35 lower than the previous day. The implied volatity was 32.22, the open interest changed by 9 which increased total open position to 70
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 7.35, which was 0.00 lower than the previous day. The implied volatity was 31.24, the open interest changed by 31 which increased total open position to 61
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 7.35, which was -2.40 lower than the previous day. The implied volatity was 31.24, the open interest changed by 31 which increased total open position to 61
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 9.75, which was -2.45 lower than the previous day. The implied volatity was 31.63, the open interest changed by 2 which increased total open position to 30
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 12.2, which was -4.00 lower than the previous day. The implied volatity was 32.31, the open interest changed by 1 which increased total open position to 27
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 16.2, which was 6.20 higher than the previous day. The implied volatity was 33.03, the open interest changed by 16 which increased total open position to 26
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 10, which was -0.70 lower than the previous day. The implied volatity was 30.42, the open interest changed by 3 which increased total open position to 9
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 10.7, which was 0.85 higher than the previous day. The implied volatity was 29.86, the open interest changed by 3 which increased total open position to 4
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 9.85, which was 0.05 higher than the previous day. The implied volatity was 30.02, 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 9.8, which was lower than the previous day. The implied volatity was 8.07, the open interest changed by 0 which decreased total open position to 0
