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

593.9 2.90 (0.49%)

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Historical option data for AUBANK

21 Nov 2024 04:10 PM IST
AUBANK 28NOV2024 550 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 593.90 43.35 7.95 - 4 0 40
20 Nov 591.00 35.4 0.00 - 22 -4 41
19 Nov 591.00 35.4 6.35 - 22 -3 41
18 Nov 579.00 29.05 1.65 - 16 -5 44
14 Nov 573.90 27.4 7.00 20.15 69 10 50
13 Nov 560.80 20.4 -14.60 23.30 132 7 40
12 Nov 579.25 35 3.15 29.89 40 2 31
11 Nov 576.05 31.85 -5.35 27.62 24 10 29
8 Nov 580.65 37.2 -20.80 26.37 17 12 19
7 Nov 602.30 58 -18.00 34.37 3 2 6
6 Nov 609.80 76 0.00 0.00 0 0 0
5 Nov 613.80 76 0.00 0.00 0 0 0
4 Nov 625.45 76 8.50 - 1 0 4
1 Nov 617.35 67.5 0.00 0.00 0 1 0
31 Oct 612.45 67.5 -2.50 - 1 0 3
30 Oct 609.40 70 0.00 - 0 3 0
29 Oct 621.50 70 -123.65 - 3 0 0
28 Oct 620.00 193.65 0.00 - 0 0 0
25 Oct 604.50 193.65 193.65 - 0 0 0
24 Oct 645.65 0 0.00 - 0 0 0
23 Oct 652.05 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 550 expiring on 28NOV2024

Delta for 550 CE is -

Historical price for 550 CE is as follows

On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 43.35, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 35.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 41


On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 35.4, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 41


On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 29.05, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 44


On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 27.4, which was 7.00 higher than the previous day. The implied volatity was 20.15, the open interest changed by 10 which increased total open position to 50


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 20.4, which was -14.60 lower than the previous day. The implied volatity was 23.30, the open interest changed by 7 which increased total open position to 40


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 35, which was 3.15 higher than the previous day. The implied volatity was 29.89, the open interest changed by 2 which increased total open position to 31


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 31.85, which was -5.35 lower than the previous day. The implied volatity was 27.62, the open interest changed by 10 which increased total open position to 29


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 37.2, which was -20.80 lower than the previous day. The implied volatity was 26.37, the open interest changed by 12 which increased total open position to 19


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 58, which was -18.00 lower than the previous day. The implied volatity was 34.37, the open interest changed by 2 which increased total open position to 6


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 76, which was 0.00 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 5 Nov AUBANK was trading at 613.80. The strike last trading price was 76, which was 0.00 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 4 Nov AUBANK was trading at 625.45. The strike last trading price was 76, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 67.5, which was 0.00 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 31 Oct AUBANK was trading at 612.45. The strike last trading price was 67.5, which was -2.50 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 70, 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 70, which was -123.65 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 193.65, 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 193.65, which was 193.65 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 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 23 Oct AUBANK was trading at 652.05. 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 28NOV2024 550 PE
Delta: -0.07
Vega: 0.11
Theta: -0.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 593.90 0.95 -0.40 39.22 329 -2 346
20 Nov 591.00 1.35 0.00 33.43 671 -85 347
19 Nov 591.00 1.35 -0.85 33.43 671 -86 347
18 Nov 579.00 2.2 -1.45 30.69 542 26 433
14 Nov 573.90 3.65 -1.90 28.85 723 25 404
13 Nov 560.80 5.55 2.55 26.47 1,130 97 380
12 Nov 579.25 3 -0.90 27.95 360 -8 340
11 Nov 576.05 3.9 -0.70 28.07 356 42 347
8 Nov 580.65 4.6 2.45 30.97 624 172 297
7 Nov 602.30 2.15 0.55 31.71 43 -6 125
6 Nov 609.80 1.6 -0.50 31.75 110 -13 132
5 Nov 613.80 2.1 0.00 34.59 388 -55 145
4 Nov 625.45 2.1 -1.65 37.64 269 106 200
1 Nov 617.35 3.75 0.15 38.96 19 -7 93
31 Oct 612.45 3.6 -0.95 - 226 41 99
30 Oct 609.40 4.55 0.55 - 110 54 55
29 Oct 621.50 4 3.15 - 1 0 0
28 Oct 620.00 0.85 0.00 - 0 0 0
25 Oct 604.50 0.85 0.85 - 0 0 0
24 Oct 645.65 0 0.00 - 0 0 0
23 Oct 652.05 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 550 expiring on 28NOV2024

Delta for 550 PE is -0.07

Historical price for 550 PE is as follows

On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 39.22, the open interest changed by -2 which decreased total open position to 346


On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 33.43, the open interest changed by -85 which decreased total open position to 347


On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 1.35, which was -0.85 lower than the previous day. The implied volatity was 33.43, the open interest changed by -86 which decreased total open position to 347


On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 2.2, which was -1.45 lower than the previous day. The implied volatity was 30.69, the open interest changed by 26 which increased total open position to 433


On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 3.65, which was -1.90 lower than the previous day. The implied volatity was 28.85, the open interest changed by 25 which increased total open position to 404


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 5.55, which was 2.55 higher than the previous day. The implied volatity was 26.47, the open interest changed by 97 which increased total open position to 380


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was 27.95, the open interest changed by -8 which decreased total open position to 340


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 3.9, which was -0.70 lower than the previous day. The implied volatity was 28.07, the open interest changed by 42 which increased total open position to 347


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 4.6, which was 2.45 higher than the previous day. The implied volatity was 30.97, the open interest changed by 172 which increased total open position to 297


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 2.15, which was 0.55 higher than the previous day. The implied volatity was 31.71, the open interest changed by -6 which decreased total open position to 125


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 31.75, the open interest changed by -13 which decreased total open position to 132


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 34.59, the open interest changed by -55 which decreased total open position to 145


On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 2.1, which was -1.65 lower than the previous day. The implied volatity was 37.64, the open interest changed by 106 which increased total open position to 200


On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 3.75, which was 0.15 higher than the previous day. The implied volatity was 38.96, the open interest changed by -7 which decreased total open position to 93


On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 3.6, 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 30 Oct AUBANK was trading at 609.40. The strike last trading price was 4.55, which was 0.55 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 4, which was 3.15 higher 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 0.85, 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 0.85, which was 0.85 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 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 23 Oct AUBANK was trading at 652.05. 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