AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.22
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.88
Historical price for 550 CE is as follows
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: -0.20
Vega: 0.31
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.20
Historical price for 550 PE is as follows
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
