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

537.6 -11.10 (-2.02%)

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Historical option data for AUBANK

20 Dec 2024 04:10 PM IST
AUBANK 26DEC2024 560 CE
Delta: 0.19
Vega: 0.19
Theta: -0.53
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 537.60 2.3 -2.30 31.51 2,733 -43 742
19 Dec 548.70 4.6 -4.20 27.62 2,509 275 792
18 Dec 558.35 8.8 -1.95 26.55 1,540 274 516
17 Dec 563.15 10.75 -11.35 23.85 533 200 241
16 Dec 578.15 22.1 -4.10 27.44 25 -1 40
13 Dec 584.55 26.2 -4.10 - 124 24 42
12 Dec 591.05 30.3 -3.80 - 12 4 17
11 Dec 590.10 34.1 1.50 20.82 6 1 13
10 Dec 591.30 32.6 5.90 - 12 -1 11
9 Dec 581.20 26.7 -7.40 22.74 10 0 11
6 Dec 587.40 34.1 -7.25 24.55 12 2 10
5 Dec 597.75 41.35 1.10 - 1 0 8
4 Dec 595.65 40.25 3.45 11.49 11 4 8
3 Dec 594.85 36.8 5.85 - 15 4 5
2 Dec 581.60 30.95 -157.80 23.65 1 0 0
29 Nov 583.35 188.75 0.00 - 0 0 0
28 Nov 585.80 188.75 0.00 - 0 0 0
27 Nov 589.80 188.75 0.00 - 0 0 0
26 Nov 591.60 188.75 0.00 - 0 0 0
25 Nov 596.30 188.75 0.00 - 0 0 0
22 Nov 595.70 188.75 0.00 - 0 0 0
21 Nov 593.90 188.75 0.00 - 0 0 0
20 Nov 591.00 188.75 0.00 - 0 0 0
19 Nov 591.00 188.75 0.00 - 0 0 0
18 Nov 579.00 188.75 0.00 - 0 0 0
14 Nov 573.90 188.75 0.00 - 0 0 0
13 Nov 560.80 188.75 0.00 - 0 0 0
12 Nov 579.25 188.75 0.00 - 0 0 0
11 Nov 576.05 188.75 0.00 - 0 0 0
8 Nov 580.65 188.75 0.00 - 0 0 0
7 Nov 602.30 188.75 0.00 - 0 0 0
6 Nov 609.80 188.75 0.00 - 0 0 0
5 Nov 613.80 188.75 188.75 - 0 0 0
31 Oct 612.45 0 0.00 - 0 0 0
30 Oct 609.40 0 0.00 - 0 0 0
29 Oct 621.50 0 0.00 - 0 0 0
28 Oct 620.00 0 0.00 - 0 0 0
25 Oct 604.50 0 0.00 - 0 0 0
24 Oct 645.65 0 0.00 - 0 0 0
23 Oct 652.05 0 0.00 - 0 0 0
22 Oct 638.50 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 560 expiring on 26DEC2024

Delta for 560 CE is 0.19

Historical price for 560 CE is as follows

On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 2.3, which was -2.30 lower than the previous day. The implied volatity was 31.51, the open interest changed by -43 which decreased total open position to 742


On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 4.6, which was -4.20 lower than the previous day. The implied volatity was 27.62, the open interest changed by 275 which increased total open position to 792


On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 8.8, which was -1.95 lower than the previous day. The implied volatity was 26.55, the open interest changed by 274 which increased total open position to 516


On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 10.75, which was -11.35 lower than the previous day. The implied volatity was 23.85, the open interest changed by 200 which increased total open position to 241


On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 22.1, which was -4.10 lower than the previous day. The implied volatity was 27.44, the open interest changed by -1 which decreased total open position to 40


On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 26.2, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 42


On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 30.3, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 17


On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 34.1, which was 1.50 higher than the previous day. The implied volatity was 20.82, the open interest changed by 1 which increased total open position to 13


On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 32.6, which was 5.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 11


On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 26.7, which was -7.40 lower than the previous day. The implied volatity was 22.74, the open interest changed by 0 which decreased total open position to 11


On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 34.1, which was -7.25 lower than the previous day. The implied volatity was 24.55, the open interest changed by 2 which increased total open position to 10


On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 41.35, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 40.25, which was 3.45 higher than the previous day. The implied volatity was 11.49, the open interest changed by 4 which increased total open position to 8


On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 36.8, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5


On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 30.95, which was -157.80 lower than the previous day. The implied volatity was 23.65, the open interest changed by 0 which decreased total open position to 0


On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 188.75, 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 28 Nov AUBANK was trading at 585.80. The strike last trading price was 188.75, 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 27 Nov AUBANK was trading at 589.80. The strike last trading price was 188.75, 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 26 Nov AUBANK was trading at 591.60. The strike last trading price was 188.75, 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 25 Nov AUBANK was trading at 596.30. The strike last trading price was 188.75, 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 22 Nov AUBANK was trading at 595.70. The strike last trading price was 188.75, 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 21 Nov AUBANK was trading at 593.90. The strike last trading price was 188.75, 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 188.75, 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 188.75, 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 188.75, 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 188.75, 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 188.75, 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 188.75, 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 188.75, 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 188.75, 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 188.75, 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 6 Nov AUBANK was trading at 609.80. The strike last trading price was 188.75, 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 5 Nov AUBANK was trading at 613.80. The strike last trading price was 188.75, which was 188.75 higher 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 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 30 Oct AUBANK was trading at 609.40. 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 29 Oct AUBANK was trading at 621.50. 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 28 Oct AUBANK was trading at 620.00. 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 25 Oct AUBANK was trading at 604.50. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct AUBANK was trading at 638.50. 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 26DEC2024 560 PE
Delta: -0.92
Vega: 0.10
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 537.60 20.05 5.75 19.45 597 -84 442
19 Dec 548.70 14.3 6.05 28.96 823 -116 525
18 Dec 558.35 8.25 -0.65 25.11 2,318 37 648
17 Dec 563.15 8.9 5.85 31.17 1,721 115 612
16 Dec 578.15 3.05 0.75 25.62 606 -50 500
13 Dec 584.55 2.3 -0.20 26.80 1,024 4 552
12 Dec 591.05 2.5 0.05 28.11 679 52 548
11 Dec 590.10 2.45 -0.55 27.35 316 26 499
10 Dec 591.30 3 -2.75 29.00 530 7 493
9 Dec 581.20 5.75 0.95 29.84 524 94 490
6 Dec 587.40 4.8 1.55 29.33 718 129 397
5 Dec 597.75 3.25 -0.20 29.60 395 3 268
4 Dec 595.65 3.45 -0.85 28.71 520 60 267
3 Dec 594.85 4.3 -2.20 29.77 427 3 208
2 Dec 581.60 6.5 0.30 28.31 237 10 204
29 Nov 583.35 6.2 -0.50 27.12 221 38 194
28 Nov 585.80 6.7 -0.50 29.03 102 15 144
27 Nov 589.80 7.2 0.80 31.14 58 -1 128
26 Nov 591.60 6.4 -1.20 29.90 75 49 129
25 Nov 596.30 7.6 0.35 34.19 68 -7 80
22 Nov 595.70 7.25 -1.75 31.39 9 4 91
21 Nov 593.90 9 -1.00 33.73 3 0 86
20 Nov 591.00 10 0.00 31.51 68 20 86
19 Nov 591.00 10 -3.15 31.51 68 20 86
18 Nov 579.00 13.15 -0.60 31.90 7 -4 66
14 Nov 573.90 13.75 -4.25 29.50 6 1 70
13 Nov 560.80 18 7.30 29.83 41 14 69
12 Nov 579.25 10.7 -2.60 26.94 11 1 55
11 Nov 576.05 13.3 0.55 28.82 17 2 54
8 Nov 580.65 12.75 5.75 29.75 21 15 51
7 Nov 602.30 7 1.05 28.55 8 3 35
6 Nov 609.80 5.95 -2.30 29.07 6 1 31
5 Nov 613.80 8.25 5.55 33.82 32 30 30
31 Oct 612.45 2.7 0.00 - 0 0 0
30 Oct 609.40 2.7 0.00 - 0 0 0
29 Oct 621.50 2.7 0.00 - 0 0 0
28 Oct 620.00 2.7 0.00 - 0 0 0
25 Oct 604.50 2.7 0.00 - 0 0 0
24 Oct 645.65 2.7 0.00 - 0 0 0
23 Oct 652.05 2.7 2.70 - 0 0 0
22 Oct 638.50 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 560 expiring on 26DEC2024

Delta for 560 PE is -0.92

Historical price for 560 PE is as follows

On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 20.05, which was 5.75 higher than the previous day. The implied volatity was 19.45, the open interest changed by -84 which decreased total open position to 442


On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 14.3, which was 6.05 higher than the previous day. The implied volatity was 28.96, the open interest changed by -116 which decreased total open position to 525


On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 8.25, which was -0.65 lower than the previous day. The implied volatity was 25.11, the open interest changed by 37 which increased total open position to 648


On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 8.9, which was 5.85 higher than the previous day. The implied volatity was 31.17, the open interest changed by 115 which increased total open position to 612


On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 3.05, which was 0.75 higher than the previous day. The implied volatity was 25.62, the open interest changed by -50 which decreased total open position to 500


On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 2.3, which was -0.20 lower than the previous day. The implied volatity was 26.80, the open interest changed by 4 which increased total open position to 552


On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 2.5, which was 0.05 higher than the previous day. The implied volatity was 28.11, the open interest changed by 52 which increased total open position to 548


On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 27.35, the open interest changed by 26 which increased total open position to 499


On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 3, which was -2.75 lower than the previous day. The implied volatity was 29.00, the open interest changed by 7 which increased total open position to 493


On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 5.75, which was 0.95 higher than the previous day. The implied volatity was 29.84, the open interest changed by 94 which increased total open position to 490


On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 4.8, which was 1.55 higher than the previous day. The implied volatity was 29.33, the open interest changed by 129 which increased total open position to 397


On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 3.25, which was -0.20 lower than the previous day. The implied volatity was 29.60, the open interest changed by 3 which increased total open position to 268


On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 3.45, which was -0.85 lower than the previous day. The implied volatity was 28.71, the open interest changed by 60 which increased total open position to 267


On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 4.3, which was -2.20 lower than the previous day. The implied volatity was 29.77, the open interest changed by 3 which increased total open position to 208


On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 6.5, which was 0.30 higher than the previous day. The implied volatity was 28.31, the open interest changed by 10 which increased total open position to 204


On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 6.2, which was -0.50 lower than the previous day. The implied volatity was 27.12, the open interest changed by 38 which increased total open position to 194


On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 6.7, which was -0.50 lower than the previous day. The implied volatity was 29.03, the open interest changed by 15 which increased total open position to 144


On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 7.2, which was 0.80 higher than the previous day. The implied volatity was 31.14, the open interest changed by -1 which decreased total open position to 128


On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 6.4, which was -1.20 lower than the previous day. The implied volatity was 29.90, the open interest changed by 49 which increased total open position to 129


On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 7.6, which was 0.35 higher than the previous day. The implied volatity was 34.19, the open interest changed by -7 which decreased total open position to 80


On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 7.25, which was -1.75 lower than the previous day. The implied volatity was 31.39, the open interest changed by 4 which increased total open position to 91


On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 9, which was -1.00 lower than the previous day. The implied volatity was 33.73, the open interest changed by 0 which decreased total open position to 86


On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 31.51, the open interest changed by 20 which increased total open position to 86


On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 10, which was -3.15 lower than the previous day. The implied volatity was 31.51, the open interest changed by 20 which increased total open position to 86


On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 13.15, which was -0.60 lower than the previous day. The implied volatity was 31.90, the open interest changed by -4 which decreased total open position to 66


On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 13.75, which was -4.25 lower than the previous day. The implied volatity was 29.50, the open interest changed by 1 which increased total open position to 70


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 18, which was 7.30 higher than the previous day. The implied volatity was 29.83, the open interest changed by 14 which increased total open position to 69


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 10.7, which was -2.60 lower than the previous day. The implied volatity was 26.94, the open interest changed by 1 which increased total open position to 55


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 13.3, which was 0.55 higher than the previous day. The implied volatity was 28.82, the open interest changed by 2 which increased total open position to 54


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 12.75, which was 5.75 higher than the previous day. The implied volatity was 29.75, the open interest changed by 15 which increased total open position to 51


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 7, which was 1.05 higher than the previous day. The implied volatity was 28.55, the open interest changed by 3 which increased total open position to 35


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 5.95, which was -2.30 lower than the previous day. The implied volatity was 29.07, the open interest changed by 1 which increased total open position to 31


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 8.25, which was 5.55 higher than the previous day. The implied volatity was 33.82, the open interest changed by 30 which increased total open position to 30


On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct AUBANK was trading at 638.50. 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