AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
21 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.10
Theta: -0.24
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 593.90 | 16.3 | 4.90 | 12.90 | 745 | 40 | 657 | |||
|
|
||||||||||
| 20 Nov | 591.00 | 11.4 | 0.00 | 14.87 | 2,000 | -216 | 622 | |||
| 19 Nov | 591.00 | 11.4 | 3.00 | 14.87 | 2,000 | -211 | 622 | |||
| 18 Nov | 579.00 | 8.4 | 0.40 | 22.14 | 2,951 | 56 | 840 | |||
| 14 Nov | 573.90 | 8 | 1.40 | 21.72 | 1,755 | -30 | 786 | |||
| 13 Nov | 560.80 | 6.6 | -5.90 | 26.64 | 2,575 | 198 | 822 | |||
| 12 Nov | 579.25 | 12.5 | 0.50 | 24.26 | 1,395 | 140 | 636 | |||
| 11 Nov | 576.05 | 12 | -5.00 | 25.91 | 1,478 | 309 | 495 | |||
| 8 Nov | 580.65 | 17 | -16.75 | 27.22 | 355 | 170 | 176 | |||
| 7 Nov | 602.30 | 33.75 | -3.45 | 32.60 | 4 | 2 | 5 | |||
| 6 Nov | 609.80 | 37.2 | -15.30 | 24.63 | 2 | 0 | 2 | |||
| 5 Nov | 613.80 | 52.5 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Nov | 625.45 | 52.5 | -35.15 | 30.71 | 2 | 1 | 1 | |||
| 1 Nov | 617.35 | 87.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 612.45 | 87.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 609.40 | 87.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 621.50 | 87.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 620.00 | 87.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 604.50 | 87.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 645.65 | 87.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 652.05 | 87.65 | 87.65 | - | 0 | 0 | 0 | |||
| 9 Sept | 714.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 687.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 674.25 | 0 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 580 expiring on 28NOV2024
Delta for 580 CE is 0.94
Historical price for 580 CE is as follows
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 16.3, which was 4.90 higher than the previous day. The implied volatity was 12.90, the open interest changed by 40 which increased total open position to 657
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was 14.87, the open interest changed by -216 which decreased total open position to 622
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 11.4, which was 3.00 higher than the previous day. The implied volatity was 14.87, the open interest changed by -211 which decreased total open position to 622
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 8.4, which was 0.40 higher than the previous day. The implied volatity was 22.14, the open interest changed by 56 which increased total open position to 840
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 8, which was 1.40 higher than the previous day. The implied volatity was 21.72, the open interest changed by -30 which decreased total open position to 786
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 6.6, which was -5.90 lower than the previous day. The implied volatity was 26.64, the open interest changed by 198 which increased total open position to 822
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 12.5, which was 0.50 higher than the previous day. The implied volatity was 24.26, the open interest changed by 140 which increased total open position to 636
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 12, which was -5.00 lower than the previous day. The implied volatity was 25.91, the open interest changed by 309 which increased total open position to 495
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 17, which was -16.75 lower than the previous day. The implied volatity was 27.22, the open interest changed by 170 which increased total open position to 176
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 33.75, which was -3.45 lower than the previous day. The implied volatity was 32.60, the open interest changed by 2 which increased total open position to 5
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 37.2, which was -15.30 lower than the previous day. The implied volatity was 24.63, 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 52.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 52.5, which was -35.15 lower than the previous day. The implied volatity was 30.71, the open interest changed by 1 which increased total open position to 1
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 87.65, 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 87.65, 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 87.65, 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 87.65, 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 87.65, 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 87.65, 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 87.65, 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 87.65, which was 87.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept AUBANK was trading at 714.20. 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 4 Sept AUBANK was trading at 687.75. 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 3 Sept AUBANK was trading at 674.25. 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 28NOV2024 580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.26
Theta: -0.52
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 593.90 | 3.8 | -3.30 | 30.21 | 1,300 | 55 | 639 |
| 20 Nov | 591.00 | 7.1 | 0.00 | 30.62 | 2,477 | 186 | 590 |
| 19 Nov | 591.00 | 7.1 | -4.00 | 30.62 | 2,477 | 192 | 590 |
| 18 Nov | 579.00 | 11.1 | -3.20 | 28.92 | 1,099 | 96 | 399 |
| 14 Nov | 573.90 | 14.3 | -5.70 | 27.38 | 459 | -1 | 304 |
| 13 Nov | 560.80 | 20 | 7.45 | 25.63 | 697 | -96 | 306 |
| 12 Nov | 579.25 | 12.55 | -2.05 | 27.55 | 487 | -18 | 490 |
| 11 Nov | 576.05 | 14.6 | 0.45 | 27.62 | 777 | 93 | 505 |
| 8 Nov | 580.65 | 14.15 | 7.10 | 30.04 | 1,359 | 183 | 407 |
| 7 Nov | 602.30 | 7.05 | 1.95 | 29.72 | 238 | 49 | 222 |
| 6 Nov | 609.80 | 5.1 | -0.70 | 29.11 | 275 | 40 | 176 |
| 5 Nov | 613.80 | 5.8 | 0.55 | 31.84 | 411 | -29 | 137 |
| 4 Nov | 625.45 | 5.25 | -2.55 | 34.76 | 351 | 15 | 166 |
| 1 Nov | 617.35 | 7.8 | -0.55 | 35.22 | 10 | 2 | 150 |
| 31 Oct | 612.45 | 8.35 | -2.90 | - | 119 | 23 | 147 |
| 30 Oct | 609.40 | 11.25 | 1.75 | - | 161 | 18 | 124 |
| 29 Oct | 621.50 | 9.5 | -2.95 | - | 151 | 22 | 105 |
| 28 Oct | 620.00 | 12.45 | -4.25 | - | 102 | 35 | 79 |
| 25 Oct | 604.50 | 16.7 | 11.85 | - | 114 | 35 | 44 |
| 24 Oct | 645.65 | 4.85 | 0.35 | - | 9 | 2 | 8 |
| 23 Oct | 652.05 | 4.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 714.20 | 4.5 | -1.50 | - | 6 | 0 | 6 |
| 4 Sept | 687.75 | 6 | 0.00 | - | 3 | 0 | 3 |
| 3 Sept | 674.25 | 6 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 580 expiring on 28NOV2024
Delta for 580 PE is -0.25
Historical price for 580 PE is as follows
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 3.8, which was -3.30 lower than the previous day. The implied volatity was 30.21, the open interest changed by 55 which increased total open position to 639
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 7.1, which was 0.00 lower than the previous day. The implied volatity was 30.62, the open interest changed by 186 which increased total open position to 590
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 7.1, which was -4.00 lower than the previous day. The implied volatity was 30.62, the open interest changed by 192 which increased total open position to 590
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 11.1, which was -3.20 lower than the previous day. The implied volatity was 28.92, the open interest changed by 96 which increased total open position to 399
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 14.3, which was -5.70 lower than the previous day. The implied volatity was 27.38, the open interest changed by -1 which decreased total open position to 304
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 20, which was 7.45 higher than the previous day. The implied volatity was 25.63, the open interest changed by -96 which decreased total open position to 306
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 12.55, which was -2.05 lower than the previous day. The implied volatity was 27.55, the open interest changed by -18 which decreased total open position to 490
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 14.6, which was 0.45 higher than the previous day. The implied volatity was 27.62, the open interest changed by 93 which increased total open position to 505
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 14.15, which was 7.10 higher than the previous day. The implied volatity was 30.04, the open interest changed by 183 which increased total open position to 407
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 7.05, which was 1.95 higher than the previous day. The implied volatity was 29.72, the open interest changed by 49 which increased total open position to 222
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 5.1, which was -0.70 lower than the previous day. The implied volatity was 29.11, the open interest changed by 40 which increased total open position to 176
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 5.8, which was 0.55 higher than the previous day. The implied volatity was 31.84, the open interest changed by -29 which decreased total open position to 137
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 5.25, which was -2.55 lower than the previous day. The implied volatity was 34.76, the open interest changed by 15 which increased total open position to 166
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 7.8, which was -0.55 lower than the previous day. The implied volatity was 35.22, the open interest changed by 2 which increased total open position to 150
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 8.35, 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 30 Oct AUBANK was trading at 609.40. The strike last trading price was 11.25, which was 1.75 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 9.5, which was -2.95 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 12.45, which was -4.25 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 16.7, which was 11.85 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 4.85, which was 0.35 higher 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 4.5, 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 9 Sept AUBANK was trading at 714.20. The strike last trading price was 4.5, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept AUBANK was trading at 687.75. The strike last trading price was 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 3 Sept AUBANK was trading at 674.25. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
