AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
12 Dec 2024 09:00 AM IST
| AUBANK 26DEC2024 580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.42
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 590.10 | 18.8 | 0.00 | 23.15 | 394 | -48 | 360 | |||
| 11 Dec | 590.10 | 18.8 | -1.60 | 23.15 | 394 | -47 | 360 | |||
| 10 Dec | 591.30 | 20.4 | 5.75 | 24.25 | 772 | -92 | 407 | |||
| 9 Dec | 581.20 | 14.65 | -4.20 | 25.51 | 815 | 177 | 493 | |||
| 6 Dec | 587.40 | 18.85 | -6.40 | 22.95 | 519 | 36 | 317 | |||
| 5 Dec | 597.75 | 25.25 | -0.95 | 19.02 | 170 | -16 | 281 | |||
| 4 Dec | 595.65 | 26.2 | 1.20 | 23.84 | 296 | -25 | 299 | |||
| 3 Dec | 594.85 | 25 | 7.30 | 22.95 | 1,405 | -51 | 315 | |||
| 2 Dec | 581.60 | 17.7 | -2.20 | 23.78 | 1,031 | 115 | 370 | |||
| 29 Nov | 583.35 | 19.9 | -1.85 | 24.01 | 470 | 106 | 259 | |||
| 28 Nov | 585.80 | 21.75 | 1.35 | 23.61 | 97 | 27 | 153 | |||
| 27 Nov | 589.80 | 20.4 | -4.15 | 16.97 | 86 | 29 | 126 | |||
| 26 Nov | 591.60 | 24.55 | -1.70 | 21.42 | 15 | 4 | 97 | |||
| 25 Nov | 596.30 | 26.25 | -0.05 | 16.56 | 52 | 8 | 92 | |||
| 22 Nov | 595.70 | 26.3 | 1.25 | 18.09 | 30 | 4 | 88 | |||
| 21 Nov | 593.90 | 25.05 | 1.75 | 16.90 | 21 | 7 | 84 | |||
| 20 Nov | 591.00 | 23.3 | 0.00 | 21.38 | 38 | -7 | 77 | |||
| 19 Nov | 591.00 | 23.3 | 4.30 | 21.38 | 38 | -7 | 77 | |||
| 18 Nov | 579.00 | 19 | -3.00 | 22.60 | 73 | 6 | 82 | |||
| 14 Nov | 573.90 | 22 | 5.30 | 27.94 | 9 | 3 | 75 | |||
| 13 Nov | 560.80 | 16.7 | -5.30 | 27.08 | 76 | 60 | 72 | |||
| 12 Nov | 579.25 | 22 | -0.20 | 23.67 | 2 | 1 | 11 | |||
| 11 Nov | 576.05 | 22.2 | -7.00 | 25.92 | 9 | 6 | 8 | |||
| 8 Nov | 580.65 | 29.2 | -141.50 | 29.48 | 2 | 1 | 1 | |||
| 7 Nov | 602.30 | 170.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 609.80 | 170.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 625.45 | 170.7 | 170.70 | - | 0 | 0 | 0 | |||
| 1 Nov | 617.35 | 0 | 0.00 | - | 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 | |||
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| 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 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 664.85 | 0 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 580 expiring on 26DEC2024
Delta for 580 CE is 0.69
Historical price for 580 CE is as follows
On 12 Dec AUBANK was trading at 590.10. The strike last trading price was 18.8, which was 0.00 lower than the previous day. The implied volatity was 23.15, the open interest changed by -48 which decreased total open position to 360
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 18.8, which was -1.60 lower than the previous day. The implied volatity was 23.15, the open interest changed by -47 which decreased total open position to 360
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 20.4, which was 5.75 higher than the previous day. The implied volatity was 24.25, the open interest changed by -92 which decreased total open position to 407
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 14.65, which was -4.20 lower than the previous day. The implied volatity was 25.51, the open interest changed by 177 which increased total open position to 493
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 18.85, which was -6.40 lower than the previous day. The implied volatity was 22.95, the open interest changed by 36 which increased total open position to 317
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 25.25, which was -0.95 lower than the previous day. The implied volatity was 19.02, the open interest changed by -16 which decreased total open position to 281
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 26.2, which was 1.20 higher than the previous day. The implied volatity was 23.84, the open interest changed by -25 which decreased total open position to 299
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 25, which was 7.30 higher than the previous day. The implied volatity was 22.95, the open interest changed by -51 which decreased total open position to 315
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 17.7, which was -2.20 lower than the previous day. The implied volatity was 23.78, the open interest changed by 115 which increased total open position to 370
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 19.9, which was -1.85 lower than the previous day. The implied volatity was 24.01, the open interest changed by 106 which increased total open position to 259
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 21.75, which was 1.35 higher than the previous day. The implied volatity was 23.61, the open interest changed by 27 which increased total open position to 153
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 20.4, which was -4.15 lower than the previous day. The implied volatity was 16.97, the open interest changed by 29 which increased total open position to 126
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 24.55, which was -1.70 lower than the previous day. The implied volatity was 21.42, the open interest changed by 4 which increased total open position to 97
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 26.25, which was -0.05 lower than the previous day. The implied volatity was 16.56, the open interest changed by 8 which increased total open position to 92
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 26.3, which was 1.25 higher than the previous day. The implied volatity was 18.09, the open interest changed by 4 which increased total open position to 88
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 25.05, which was 1.75 higher than the previous day. The implied volatity was 16.90, the open interest changed by 7 which increased total open position to 84
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was 21.38, the open interest changed by -7 which decreased total open position to 77
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 23.3, which was 4.30 higher than the previous day. The implied volatity was 21.38, the open interest changed by -7 which decreased total open position to 77
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 19, which was -3.00 lower than the previous day. The implied volatity was 22.60, the open interest changed by 6 which increased total open position to 82
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 22, which was 5.30 higher than the previous day. The implied volatity was 27.94, the open interest changed by 3 which increased total open position to 75
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 16.7, which was -5.30 lower than the previous day. The implied volatity was 27.08, the open interest changed by 60 which increased total open position to 72
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 22, which was -0.20 lower than the previous day. The implied volatity was 23.67, the open interest changed by 1 which increased total open position to 11
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 22.2, which was -7.00 lower than the previous day. The implied volatity was 25.92, the open interest changed by 6 which increased total open position to 8
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 29.2, which was -141.50 lower than the previous day. The implied volatity was 29.48, the open interest changed by 1 which increased total open position to 1
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 170.7, 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 170.7, 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 4 Nov AUBANK was trading at 625.45. The strike last trading price was 170.7, which was 170.70 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 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AUBANK was trading at 664.85. 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 580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.43
Theta: -0.34
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 590.10 | 7.3 | 0.00 | 27.19 | 450 | 13 | 758 |
| 11 Dec | 590.10 | 7.3 | -0.50 | 27.19 | 450 | 11 | 758 |
| 10 Dec | 591.30 | 7.8 | -5.55 | 28.30 | 874 | -39 | 746 |
| 9 Dec | 581.20 | 13.35 | 1.85 | 30.34 | 914 | 68 | 786 |
| 6 Dec | 587.40 | 11.5 | 4.10 | 30.32 | 1,012 | 118 | 718 |
| 5 Dec | 597.75 | 7.4 | -0.20 | 28.67 | 352 | -51 | 601 |
| 4 Dec | 595.65 | 7.6 | -1.80 | 27.36 | 903 | -1 | 654 |
| 3 Dec | 594.85 | 9.4 | -4.00 | 29.40 | 1,144 | -45 | 655 |
| 2 Dec | 581.60 | 13.4 | 0.90 | 27.90 | 816 | 59 | 701 |
| 29 Nov | 583.35 | 12.5 | 0.00 | 26.25 | 695 | 196 | 642 |
| 28 Nov | 585.80 | 12.5 | -1.45 | 27.64 | 485 | 249 | 444 |
| 27 Nov | 589.80 | 13.95 | 1.25 | 31.59 | 245 | 65 | 181 |
| 26 Nov | 591.60 | 12.7 | -0.80 | 30.20 | 64 | 30 | 114 |
| 25 Nov | 596.30 | 13.5 | -0.55 | 34.00 | 63 | 38 | 84 |
| 22 Nov | 595.70 | 14.05 | -2.40 | 32.55 | 35 | 15 | 61 |
| 21 Nov | 593.90 | 16.45 | -0.80 | 35.14 | 14 | -6 | 45 |
| 20 Nov | 591.00 | 17.25 | 0.00 | 31.60 | 48 | 15 | 52 |
| 19 Nov | 591.00 | 17.25 | -4.60 | 31.60 | 48 | 16 | 52 |
| 18 Nov | 579.00 | 21.85 | -2.75 | 32.30 | 18 | -1 | 32 |
| 14 Nov | 573.90 | 24.6 | -6.45 | 32.11 | 1 | 0 | 32 |
| 13 Nov | 560.80 | 31.05 | 11.45 | 33.52 | 16 | 6 | 28 |
| 12 Nov | 579.25 | 19.6 | -3.35 | 28.15 | 3 | 0 | 23 |
| 11 Nov | 576.05 | 22.95 | 1.95 | 30.17 | 3 | 0 | 23 |
| 8 Nov | 580.65 | 21 | 8.80 | 30.12 | 28 | 13 | 21 |
| 7 Nov | 602.30 | 12.2 | 1.20 | 28.24 | 4 | 3 | 9 |
| 6 Nov | 609.80 | 11 | 6.70 | 29.51 | 7 | 4 | 4 |
| 4 Nov | 625.45 | 4.3 | 0.00 | 6.37 | 0 | 0 | 0 |
| 1 Nov | 617.35 | 4.3 | 0.00 | 5.43 | 0 | 0 | 0 |
| 31 Oct | 612.45 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 609.40 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 621.50 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 620.00 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 604.50 | 4.3 | 4.30 | - | 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 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 664.85 | 0 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 580 expiring on 26DEC2024
Delta for 580 PE is -0.33
Historical price for 580 PE is as follows
On 12 Dec AUBANK was trading at 590.10. The strike last trading price was 7.3, which was 0.00 lower than the previous day. The implied volatity was 27.19, the open interest changed by 13 which increased total open position to 758
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 7.3, which was -0.50 lower than the previous day. The implied volatity was 27.19, the open interest changed by 11 which increased total open position to 758
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 7.8, which was -5.55 lower than the previous day. The implied volatity was 28.30, the open interest changed by -39 which decreased total open position to 746
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 13.35, which was 1.85 higher than the previous day. The implied volatity was 30.34, the open interest changed by 68 which increased total open position to 786
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 11.5, which was 4.10 higher than the previous day. The implied volatity was 30.32, the open interest changed by 118 which increased total open position to 718
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 7.4, which was -0.20 lower than the previous day. The implied volatity was 28.67, the open interest changed by -51 which decreased total open position to 601
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 7.6, which was -1.80 lower than the previous day. The implied volatity was 27.36, the open interest changed by -1 which decreased total open position to 654
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 9.4, which was -4.00 lower than the previous day. The implied volatity was 29.40, the open interest changed by -45 which decreased total open position to 655
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 13.4, which was 0.90 higher than the previous day. The implied volatity was 27.90, the open interest changed by 59 which increased total open position to 701
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 26.25, the open interest changed by 196 which increased total open position to 642
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 12.5, which was -1.45 lower than the previous day. The implied volatity was 27.64, the open interest changed by 249 which increased total open position to 444
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 13.95, which was 1.25 higher than the previous day. The implied volatity was 31.59, the open interest changed by 65 which increased total open position to 181
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 12.7, which was -0.80 lower than the previous day. The implied volatity was 30.20, the open interest changed by 30 which increased total open position to 114
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 13.5, which was -0.55 lower than the previous day. The implied volatity was 34.00, the open interest changed by 38 which increased total open position to 84
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 14.05, which was -2.40 lower than the previous day. The implied volatity was 32.55, the open interest changed by 15 which increased total open position to 61
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 16.45, which was -0.80 lower than the previous day. The implied volatity was 35.14, the open interest changed by -6 which decreased total open position to 45
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 17.25, which was 0.00 lower than the previous day. The implied volatity was 31.60, the open interest changed by 15 which increased total open position to 52
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 17.25, which was -4.60 lower than the previous day. The implied volatity was 31.60, the open interest changed by 16 which increased total open position to 52
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 21.85, which was -2.75 lower than the previous day. The implied volatity was 32.30, the open interest changed by -1 which decreased total open position to 32
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 24.6, which was -6.45 lower than the previous day. The implied volatity was 32.11, the open interest changed by 0 which decreased total open position to 32
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 31.05, which was 11.45 higher than the previous day. The implied volatity was 33.52, the open interest changed by 6 which increased total open position to 28
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 19.6, which was -3.35 lower than the previous day. The implied volatity was 28.15, the open interest changed by 0 which decreased total open position to 23
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 22.95, which was 1.95 higher than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 23
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 21, which was 8.80 higher than the previous day. The implied volatity was 30.12, the open interest changed by 13 which increased total open position to 21
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 12.2, which was 1.20 higher than the previous day. The implied volatity was 28.24, the open interest changed by 3 which increased total open position to 9
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 11, which was 6.70 higher than the previous day. The implied volatity was 29.51, the open interest changed by 4 which increased total open position to 4
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 6.37, 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 4.3, which was 0.00 lower than the previous day. The implied volatity was 5.43, 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 4.3, 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 4.3, 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 4.3, 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 4.3, 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 4.3, which was 4.30 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AUBANK was trading at 664.85. 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
