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

573.9 13.11 (2.34%)

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Historical option data for AUBANK

14 Nov 2024 04:10 PM IST
AUBANK 28NOV2024 560 CE
Delta: 0.77
Vega: 0.34
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 573.90 19.3 3.80 20.41 696 38 204
13 Nov 560.80 15.5 -10.00 26.93 766 112 164
12 Nov 579.25 25.5 2.00 24.87 47 4 51
11 Nov 576.05 23.5 -6.40 25.35 78 30 47
8 Nov 580.65 29.9 -20.55 27.66 18 11 16
7 Nov 602.30 50.45 -2.85 36.69 3 2 4
6 Nov 609.80 53.3 -4.30 9.92 2 0 2
5 Nov 613.80 57.6 -44.65 16.81 2 1 1
4 Nov 625.45 102.25 0.00 - 0 0 0
1 Nov 617.35 102.25 0.00 - 0 0 0
31 Oct 612.45 102.25 0.00 - 0 0 0
30 Oct 609.40 102.25 0.00 - 0 0 0
29 Oct 621.50 102.25 0.00 - 0 0 0
28 Oct 620.00 102.25 0.00 - 0 0 0
25 Oct 604.50 102.25 0.00 - 0 0 0
24 Oct 645.65 102.25 0.00 - 0 0 0
23 Oct 652.05 102.25 - 0 0 0


For Au Small Finance Bank Ltd - strike price 560 expiring on 28NOV2024

Delta for 560 CE is 0.77

Historical price for 560 CE is as follows

On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 19.3, which was 3.80 higher than the previous day. The implied volatity was 20.41, the open interest changed by 38 which increased total open position to 204


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 15.5, which was -10.00 lower than the previous day. The implied volatity was 26.93, the open interest changed by 112 which increased total open position to 164


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 25.5, which was 2.00 higher than the previous day. The implied volatity was 24.87, the open interest changed by 4 which increased total open position to 51


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 23.5, which was -6.40 lower than the previous day. The implied volatity was 25.35, the open interest changed by 30 which increased total open position to 47


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 29.9, which was -20.55 lower than the previous day. The implied volatity was 27.66, the open interest changed by 11 which increased total open position to 16


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 50.45, which was -2.85 lower than the previous day. The implied volatity was 36.69, the open interest changed by 2 which increased total open position to 4


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 53.3, which was -4.30 lower than the previous day. The implied volatity was 9.92, the open interest changed by 0 which decreased total open position to 2


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 57.6, which was -44.65 lower than the previous day. The implied volatity was 16.81, the open interest changed by 1 which increased total open position to 1


On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 102.25, 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 1 Nov AUBANK was trading at 617.35. The strike last trading price was 102.25, 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 31 Oct AUBANK was trading at 612.45. The strike last trading price was 102.25, 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 102.25, 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 102.25, 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 102.25, 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 102.25, 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 102.25, 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 102.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


AUBANK 28NOV2024 560 PE
Delta: -0.29
Vega: 0.38
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 573.90 5.8 -3.30 27.62 1,106 -25 302
13 Nov 560.80 9.1 4.10 26.25 1,711 68 328
12 Nov 579.25 5 -1.20 27.41 412 1 295
11 Nov 576.05 6.2 -0.75 27.40 464 34 293
8 Nov 580.65 6.95 3.75 30.66 667 37 258
7 Nov 602.30 3.2 0.90 30.82 215 39 213
6 Nov 609.80 2.3 -0.65 30.52 317 -5 184
5 Nov 613.80 2.95 0.10 33.56 351 -18 188
4 Nov 625.45 2.85 -1.20 36.58 406 98 206
1 Nov 617.35 4.05 -0.60 35.65 34 -2 108
31 Oct 612.45 4.65 -1.95 - 74 -17 111
30 Oct 609.40 6.6 0.85 - 75 19 127
29 Oct 621.50 5.75 -2.05 - 50 12 108
28 Oct 620.00 7.8 -2.90 - 57 -10 94
25 Oct 604.50 10.7 8.20 - 186 103 104
24 Oct 645.65 2.5 0.00 - 0 1 0
23 Oct 652.05 2.5 - 1 0 0


For Au Small Finance Bank Ltd - strike price 560 expiring on 28NOV2024

Delta for 560 PE is -0.29

Historical price for 560 PE is as follows

On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 5.8, which was -3.30 lower than the previous day. The implied volatity was 27.62, the open interest changed by -25 which decreased total open position to 302


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 9.1, which was 4.10 higher than the previous day. The implied volatity was 26.25, the open interest changed by 68 which increased total open position to 328


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 5, which was -1.20 lower than the previous day. The implied volatity was 27.41, the open interest changed by 1 which increased total open position to 295


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 6.2, which was -0.75 lower than the previous day. The implied volatity was 27.40, the open interest changed by 34 which increased total open position to 293


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 6.95, which was 3.75 higher than the previous day. The implied volatity was 30.66, the open interest changed by 37 which increased total open position to 258


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 3.2, which was 0.90 higher than the previous day. The implied volatity was 30.82, the open interest changed by 39 which increased total open position to 213


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 2.3, which was -0.65 lower than the previous day. The implied volatity was 30.52, the open interest changed by -5 which decreased total open position to 184


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 2.95, which was 0.10 higher than the previous day. The implied volatity was 33.56, the open interest changed by -18 which decreased total open position to 188


On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 2.85, which was -1.20 lower than the previous day. The implied volatity was 36.58, the open interest changed by 98 which increased total open position to 206


On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 4.05, which was -0.60 lower than the previous day. The implied volatity was 35.65, the open interest changed by -2 which decreased total open position to 108


On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 4.65, which was -1.95 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 6.6, 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 29 Oct AUBANK was trading at 621.50. The strike last trading price was 5.75, which was -2.05 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 7.8, which was -2.90 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 10.7, which was 8.20 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 2.5, 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 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to