AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.34
Theta: -0.37
Gamma: 0.01
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| 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 | |||
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| 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
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| 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
