AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
20 Dec 2024 04:10 PM IST
| AUBANK 26DEC2024 570 CE | ||||||||||
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Delta: 0.12
Vega: 0.14
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 537.60 | 1.35 | -1.20 | 34.45 | 1,758 | -183 | 986 | |||
| 19 Dec | 548.70 | 2.55 | -2.55 | 29.58 | 1,999 | 122 | 1,166 | |||
| 18 Dec | 558.35 | 5.1 | -1.55 | 27.68 | 1,849 | 226 | 1,049 | |||
| 17 Dec | 563.15 | 6.65 | -8.35 | 25.90 | 2,113 | 611 | 820 | |||
| 16 Dec | 578.15 | 15 | -4.70 | 26.84 | 456 | 70 | 206 | |||
| 13 Dec | 584.55 | 19.7 | -2.75 | - | 791 | 36 | 135 | |||
| 12 Dec | 591.05 | 22.45 | -4.55 | - | 56 | -8 | 100 | |||
| 11 Dec | 590.10 | 27 | -0.25 | 25.64 | 21 | -4 | 108 | |||
| 10 Dec | 591.30 | 27.25 | 7.00 | 22.88 | 120 | -8 | 111 | |||
| 9 Dec | 581.20 | 20.25 | -4.75 | 24.75 | 77 | 8 | 120 | |||
| 6 Dec | 587.40 | 25 | -8.55 | 21.30 | 70 | 13 | 112 | |||
| 5 Dec | 597.75 | 33.55 | 0.05 | 18.89 | 15 | 4 | 100 | |||
| 4 Dec | 595.65 | 33.5 | 1.50 | 23.16 | 165 | 5 | 96 | |||
| 3 Dec | 594.85 | 32 | 8.35 | 21.75 | 222 | 7 | 92 | |||
| 2 Dec | 581.60 | 23.65 | -2.05 | 23.42 | 167 | 36 | 85 | |||
| 29 Nov | 583.35 | 25.7 | -2.85 | 23.19 | 55 | 23 | 50 | |||
| 28 Nov | 585.80 | 28.55 | 0.80 | 24.11 | 11 | -1 | 28 | |||
| 27 Nov | 589.80 | 27.75 | -0.30 | 16.55 | 14 | 1 | 27 | |||
| 26 Nov | 591.60 | 28.05 | -6.50 | 12.35 | 3 | 1 | 26 | |||
| 25 Nov | 596.30 | 34.55 | 1.15 | 16.72 | 3 | 6 | 26 | |||
| 22 Nov | 595.70 | 33.4 | 1.40 | 16.48 | 8 | 5 | 25 | |||
| 21 Nov | 593.90 | 32 | -0.95 | 16.17 | 5 | 2 | 19 | |||
| 20 Nov | 591.00 | 32.95 | 0.00 | 27.00 | 9 | -7 | 16 | |||
| 19 Nov | 591.00 | 32.95 | 5.95 | 27.00 | 9 | -8 | 16 | |||
| 18 Nov | 579.00 | 27 | 1.80 | 25.93 | 8 | 2 | 23 | |||
| 14 Nov | 573.90 | 25.2 | 3.95 | 25.33 | 16 | 7 | 21 | |||
| 13 Nov | 560.80 | 21.25 | -42.65 | 27.24 | 21 | 16 | 16 | |||
| 12 Nov | 579.25 | 63.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 576.05 | 63.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 580.65 | 63.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 602.30 | 63.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 609.80 | 63.9 | 63.90 | - | 0 | 0 | 0 | |||
| 1 Nov | 617.35 | 0 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 570 expiring on 26DEC2024
Delta for 570 CE is 0.12
Historical price for 570 CE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 1.35, which was -1.20 lower than the previous day. The implied volatity was 34.45, the open interest changed by -183 which decreased total open position to 986
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 2.55, which was -2.55 lower than the previous day. The implied volatity was 29.58, the open interest changed by 122 which increased total open position to 1166
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 5.1, which was -1.55 lower than the previous day. The implied volatity was 27.68, the open interest changed by 226 which increased total open position to 1049
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 6.65, which was -8.35 lower than the previous day. The implied volatity was 25.90, the open interest changed by 611 which increased total open position to 820
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 15, which was -4.70 lower than the previous day. The implied volatity was 26.84, the open interest changed by 70 which increased total open position to 206
On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 19.7, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 135
On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 22.45, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 100
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 27, which was -0.25 lower than the previous day. The implied volatity was 25.64, the open interest changed by -4 which decreased total open position to 108
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 27.25, which was 7.00 higher than the previous day. The implied volatity was 22.88, the open interest changed by -8 which decreased total open position to 111
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 20.25, which was -4.75 lower than the previous day. The implied volatity was 24.75, the open interest changed by 8 which increased total open position to 120
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 25, which was -8.55 lower than the previous day. The implied volatity was 21.30, the open interest changed by 13 which increased total open position to 112
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 33.55, which was 0.05 higher than the previous day. The implied volatity was 18.89, the open interest changed by 4 which increased total open position to 100
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 33.5, which was 1.50 higher than the previous day. The implied volatity was 23.16, the open interest changed by 5 which increased total open position to 96
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 32, which was 8.35 higher than the previous day. The implied volatity was 21.75, the open interest changed by 7 which increased total open position to 92
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 23.65, which was -2.05 lower than the previous day. The implied volatity was 23.42, the open interest changed by 36 which increased total open position to 85
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 25.7, which was -2.85 lower than the previous day. The implied volatity was 23.19, the open interest changed by 23 which increased total open position to 50
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 28.55, which was 0.80 higher than the previous day. The implied volatity was 24.11, the open interest changed by -1 which decreased total open position to 28
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 27.75, which was -0.30 lower than the previous day. The implied volatity was 16.55, the open interest changed by 1 which increased total open position to 27
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 28.05, which was -6.50 lower than the previous day. The implied volatity was 12.35, the open interest changed by 1 which increased total open position to 26
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 34.55, which was 1.15 higher than the previous day. The implied volatity was 16.72, the open interest changed by 6 which increased total open position to 26
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 33.4, which was 1.40 higher than the previous day. The implied volatity was 16.48, the open interest changed by 5 which increased total open position to 25
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 32, which was -0.95 lower than the previous day. The implied volatity was 16.17, the open interest changed by 2 which increased total open position to 19
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 32.95, which was 0.00 lower than the previous day. The implied volatity was 27.00, the open interest changed by -7 which decreased total open position to 16
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 32.95, which was 5.95 higher than the previous day. The implied volatity was 27.00, the open interest changed by -8 which decreased total open position to 16
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 27, which was 1.80 higher than the previous day. The implied volatity was 25.93, the open interest changed by 2 which increased total open position to 23
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 25.2, which was 3.95 higher than the previous day. The implied volatity was 25.33, the open interest changed by 7 which increased total open position to 21
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 21.25, which was -42.65 lower than the previous day. The implied volatity was 27.24, the open interest changed by 16 which increased total open position to 16
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, which was 63.90 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AUBANK 26DEC2024 570 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 537.60 | 29.5 | 7.25 | - | 161 | -65 | 447 |
| 19 Dec | 548.70 | 22.25 | 7.60 | 31.35 | 294 | -69 | 512 |
| 18 Dec | 558.35 | 14.65 | -0.10 | 26.52 | 686 | -88 | 582 |
| 17 Dec | 563.15 | 14.75 | 8.80 | 33.13 | 1,793 | 51 | 669 |
| 16 Dec | 578.15 | 5.95 | 1.75 | 25.47 | 1,104 | 61 | 620 |
| 13 Dec | 584.55 | 4.2 | -0.40 | 26.35 | 1,058 | -13 | 564 |
| 12 Dec | 591.05 | 4.6 | 0.25 | 28.36 | 593 | 57 | 575 |
| 11 Dec | 590.10 | 4.35 | -0.55 | 27.16 | 387 | 31 | 516 |
| 10 Dec | 591.30 | 4.9 | -4.00 | 28.48 | 598 | 13 | 488 |
| 9 Dec | 581.20 | 8.9 | 1.25 | 29.80 | 677 | 56 | 478 |
| 6 Dec | 587.40 | 7.65 | 2.70 | 29.77 | 841 | 100 | 425 |
| 5 Dec | 597.75 | 4.95 | -0.20 | 29.04 | 404 | 4 | 324 |
| 4 Dec | 595.65 | 5.15 | -1.25 | 27.94 | 524 | 4 | 324 |
| 3 Dec | 594.85 | 6.4 | -2.75 | 29.41 | 638 | 18 | 321 |
| 2 Dec | 581.60 | 9.15 | 0.25 | 27.43 | 323 | 20 | 308 |
| 29 Nov | 583.35 | 8.9 | -0.55 | 26.61 | 270 | 38 | 288 |
| 28 Nov | 585.80 | 9.45 | -0.55 | 28.70 | 241 | 103 | 249 |
| 27 Nov | 589.80 | 10 | 0.70 | 31.00 | 101 | 46 | 146 |
| 26 Nov | 591.60 | 9.3 | -1.05 | 30.25 | 51 | 31 | 100 |
| 25 Nov | 596.30 | 10.35 | 0.05 | 34.27 | 51 | 34 | 69 |
| 22 Nov | 595.70 | 10.3 | -3.45 | 31.97 | 11 | 4 | 39 |
| 21 Nov | 593.90 | 13.75 | 1.25 | 36.57 | 3 | 0 | 36 |
| 20 Nov | 591.00 | 12.5 | 0.00 | 30.00 | 18 | 8 | 34 |
| 19 Nov | 591.00 | 12.5 | -4.30 | 30.00 | 18 | 6 | 34 |
| 18 Nov | 579.00 | 16.8 | -3.85 | 31.59 | 19 | 11 | 26 |
| 14 Nov | 573.90 | 20.65 | -7.45 | 33.24 | 3 | 0 | 15 |
| 13 Nov | 560.80 | 28.1 | 11.75 | 36.75 | 13 | 5 | 14 |
| 12 Nov | 579.25 | 16.35 | -0.90 | 29.62 | 7 | 5 | 7 |
| 11 Nov | 576.05 | 17.25 | 2.15 | 28.83 | 2 | 0 | 0 |
| 8 Nov | 580.65 | 15.1 | 0.00 | 2.75 | 0 | 0 | 0 |
| 7 Nov | 602.30 | 15.1 | 0.00 | 5.11 | 0 | 0 | 0 |
| 6 Nov | 609.80 | 15.1 | 0.00 | 6.05 | 0 | 0 | 0 |
| 1 Nov | 617.35 | 15.1 | 6.47 | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 570 expiring on 26DEC2024
Delta for 570 PE is -
Historical price for 570 PE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 29.5, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by -65 which decreased total open position to 447
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 22.25, which was 7.60 higher than the previous day. The implied volatity was 31.35, the open interest changed by -69 which decreased total open position to 512
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 14.65, which was -0.10 lower than the previous day. The implied volatity was 26.52, the open interest changed by -88 which decreased total open position to 582
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 14.75, which was 8.80 higher than the previous day. The implied volatity was 33.13, the open interest changed by 51 which increased total open position to 669
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 5.95, which was 1.75 higher than the previous day. The implied volatity was 25.47, the open interest changed by 61 which increased total open position to 620
On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 4.2, which was -0.40 lower than the previous day. The implied volatity was 26.35, the open interest changed by -13 which decreased total open position to 564
On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 4.6, which was 0.25 higher than the previous day. The implied volatity was 28.36, the open interest changed by 57 which increased total open position to 575
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 4.35, which was -0.55 lower than the previous day. The implied volatity was 27.16, the open interest changed by 31 which increased total open position to 516
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 4.9, which was -4.00 lower than the previous day. The implied volatity was 28.48, the open interest changed by 13 which increased total open position to 488
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 8.9, which was 1.25 higher than the previous day. The implied volatity was 29.80, the open interest changed by 56 which increased total open position to 478
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 7.65, which was 2.70 higher than the previous day. The implied volatity was 29.77, the open interest changed by 100 which increased total open position to 425
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 4.95, which was -0.20 lower than the previous day. The implied volatity was 29.04, the open interest changed by 4 which increased total open position to 324
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 5.15, which was -1.25 lower than the previous day. The implied volatity was 27.94, the open interest changed by 4 which increased total open position to 324
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 6.4, which was -2.75 lower than the previous day. The implied volatity was 29.41, the open interest changed by 18 which increased total open position to 321
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 9.15, which was 0.25 higher than the previous day. The implied volatity was 27.43, the open interest changed by 20 which increased total open position to 308
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 8.9, which was -0.55 lower than the previous day. The implied volatity was 26.61, the open interest changed by 38 which increased total open position to 288
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 9.45, which was -0.55 lower than the previous day. The implied volatity was 28.70, the open interest changed by 103 which increased total open position to 249
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 10, which was 0.70 higher than the previous day. The implied volatity was 31.00, the open interest changed by 46 which increased total open position to 146
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 9.3, which was -1.05 lower than the previous day. The implied volatity was 30.25, the open interest changed by 31 which increased total open position to 100
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 10.35, which was 0.05 higher than the previous day. The implied volatity was 34.27, the open interest changed by 34 which increased total open position to 69
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 10.3, which was -3.45 lower than the previous day. The implied volatity was 31.97, the open interest changed by 4 which increased total open position to 39
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 13.75, which was 1.25 higher than the previous day. The implied volatity was 36.57, the open interest changed by 0 which decreased total open position to 36
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 8 which increased total open position to 34
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 12.5, which was -4.30 lower than the previous day. The implied volatity was 30.00, the open interest changed by 6 which increased total open position to 34
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 16.8, which was -3.85 lower than the previous day. The implied volatity was 31.59, the open interest changed by 11 which increased total open position to 26
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 20.65, which was -7.45 lower than the previous day. The implied volatity was 33.24, the open interest changed by 0 which decreased total open position to 15
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 28.1, which was 11.75 higher than the previous day. The implied volatity was 36.75, the open interest changed by 5 which increased total open position to 14
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 16.35, which was -0.90 lower than the previous day. The implied volatity was 29.62, the open interest changed by 5 which increased total open position to 7
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 17.25, which was 2.15 higher than the previous day. The implied volatity was 28.83, 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 15.1, which was 0.00 lower than the previous day. The implied volatity was 2.75, 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 15.1, which was 0.00 lower than the previous day. The implied volatity was 5.11, 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 15.1, which was 0.00 lower than the previous day. The implied volatity was 6.05, 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 15.1, which was lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0
