AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 570 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.43
Theta: -0.42
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 573.90 | 12.95 | 2.75 | 21.39 | 1,631 | 23 | 409 | |||
| 13 Nov | 560.80 | 10.2 | -7.85 | 26.30 | 2,570 | 117 | 383 | |||
| 12 Nov | 579.25 | 18.05 | 0.90 | 23.80 | 1,125 | 67 | 267 | |||
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| 11 Nov | 576.05 | 17.15 | -5.45 | 25.67 | 718 | 169 | 200 | |||
| 8 Nov | 580.65 | 22.6 | -17.90 | 26.72 | 52 | 16 | 30 | |||
| 7 Nov | 602.30 | 40.5 | -5.50 | 31.30 | 4 | 1 | 13 | |||
| 6 Nov | 609.80 | 46 | -5.00 | 25.74 | 4 | 0 | 11 | |||
| 5 Nov | 613.80 | 51 | -11.25 | 30.58 | 22 | 12 | 14 | |||
| 4 Nov | 625.45 | 62.25 | 7.55 | 34.55 | 2 | 0 | 0 | |||
| 1 Nov | 617.35 | 54.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 612.45 | 54.7 | -119.90 | - | 4 | 2 | 2 | |||
| 30 Oct | 609.40 | 174.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 621.50 | 174.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 620.00 | 174.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 604.50 | 174.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 645.65 | 174.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 652.05 | 174.6 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 570 expiring on 28NOV2024
Delta for 570 CE is 0.61
Historical price for 570 CE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 12.95, which was 2.75 higher than the previous day. The implied volatity was 21.39, the open interest changed by 23 which increased total open position to 409
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 10.2, which was -7.85 lower than the previous day. The implied volatity was 26.30, the open interest changed by 117 which increased total open position to 383
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 18.05, which was 0.90 higher than the previous day. The implied volatity was 23.80, the open interest changed by 67 which increased total open position to 267
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 17.15, which was -5.45 lower than the previous day. The implied volatity was 25.67, the open interest changed by 169 which increased total open position to 200
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 22.6, which was -17.90 lower than the previous day. The implied volatity was 26.72, the open interest changed by 16 which increased total open position to 30
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 40.5, which was -5.50 lower than the previous day. The implied volatity was 31.30, the open interest changed by 1 which increased total open position to 13
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 46, which was -5.00 lower than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 11
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 51, which was -11.25 lower than the previous day. The implied volatity was 30.58, the open interest changed by 12 which increased total open position to 14
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 62.25, which was 7.55 higher than the previous day. The implied volatity was 34.55, 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 54.7, 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 31 Oct AUBANK was trading at 612.45. The strike last trading price was 54.7, which was -119.90 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 174.6, 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 174.6, 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 174.6, 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 174.6, 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 174.6, 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 174.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUBANK 28NOV2024 570 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.44
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 573.90 | 9.3 | -4.40 | 27.22 | 901 | 31 | 302 |
| 13 Nov | 560.80 | 13.7 | 5.55 | 25.50 | 2,050 | -47 | 273 |
| 12 Nov | 579.25 | 8.15 | -1.50 | 27.37 | 679 | 41 | 358 |
| 11 Nov | 576.05 | 9.65 | -0.40 | 27.14 | 598 | 64 | 317 |
| 8 Nov | 580.65 | 10.05 | 5.15 | 30.25 | 454 | 91 | 257 |
| 7 Nov | 602.30 | 4.9 | 1.45 | 30.48 | 225 | 5 | 165 |
| 6 Nov | 609.80 | 3.45 | -0.70 | 29.77 | 249 | 24 | 161 |
| 5 Nov | 613.80 | 4.15 | 0.20 | 32.66 | 400 | 59 | 139 |
| 4 Nov | 625.45 | 3.95 | -1.55 | 35.85 | 246 | -2 | 83 |
| 1 Nov | 617.35 | 5.5 | -0.90 | 34.99 | 36 | 24 | 86 |
| 31 Oct | 612.45 | 6.4 | -2.20 | - | 59 | 13 | 62 |
| 30 Oct | 609.40 | 8.6 | 1.00 | - | 81 | 20 | 49 |
| 29 Oct | 621.50 | 7.6 | -2.45 | - | 17 | 4 | 30 |
| 28 Oct | 620.00 | 10.05 | -3.00 | - | 50 | 12 | 26 |
| 25 Oct | 604.50 | 13.05 | 11.50 | - | 28 | 14 | 14 |
| 24 Oct | 645.65 | 1.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 652.05 | 1.55 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 570 expiring on 28NOV2024
Delta for 570 PE is -0.41
Historical price for 570 PE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 9.3, which was -4.40 lower than the previous day. The implied volatity was 27.22, the open interest changed by 31 which increased total open position to 302
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 13.7, which was 5.55 higher than the previous day. The implied volatity was 25.50, the open interest changed by -47 which decreased total open position to 273
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 8.15, which was -1.50 lower than the previous day. The implied volatity was 27.37, the open interest changed by 41 which increased total open position to 358
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 9.65, which was -0.40 lower than the previous day. The implied volatity was 27.14, the open interest changed by 64 which increased total open position to 317
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 10.05, which was 5.15 higher than the previous day. The implied volatity was 30.25, the open interest changed by 91 which increased total open position to 257
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 4.9, which was 1.45 higher than the previous day. The implied volatity was 30.48, the open interest changed by 5 which increased total open position to 165
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 3.45, which was -0.70 lower than the previous day. The implied volatity was 29.77, the open interest changed by 24 which increased total open position to 161
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 4.15, which was 0.20 higher than the previous day. The implied volatity was 32.66, the open interest changed by 59 which increased total open position to 139
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 3.95, which was -1.55 lower than the previous day. The implied volatity was 35.85, the open interest changed by -2 which decreased total open position to 83
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 5.5, which was -0.90 lower than the previous day. The implied volatity was 34.99, the open interest changed by 24 which increased total open position to 86
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 6.4, which was -2.20 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 8.6, which was 1.00 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 7.6, which was -2.45 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 10.05, which was -3.00 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 13.05, which was 11.50 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 1.55, 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 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
