AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
12 Dec 2024 09:10 AM IST
| AUBANK 26DEC2024 590 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.47
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 591.50 | 13.2 | 0.00 | 24.12 | 1,273 | 36 | 920 | |||
| 11 Dec | 590.10 | 13.2 | -1.30 | 24.12 | 1,273 | 41 | 920 | |||
| 10 Dec | 591.30 | 14.5 | 4.10 | 24.69 | 2,163 | -87 | 894 | |||
| 9 Dec | 581.20 | 10.4 | -3.45 | 26.44 | 1,504 | 131 | 985 | |||
| 6 Dec | 587.40 | 13.85 | -5.20 | 24.12 | 2,540 | 212 | 855 | |||
| 5 Dec | 597.75 | 19.05 | -0.75 | 21.07 | 570 | 30 | 644 | |||
| 4 Dec | 595.65 | 19.8 | 1.00 | 24.15 | 1,377 | 3 | 617 | |||
| 3 Dec | 594.85 | 18.8 | 5.85 | 23.38 | 2,622 | -34 | 613 | |||
| 2 Dec | 581.60 | 12.95 | -1.65 | 24.27 | 914 | 94 | 646 | |||
| 29 Nov | 583.35 | 14.6 | -2.05 | 23.90 | 899 | 187 | 556 | |||
| 28 Nov | 585.80 | 16.65 | 0.80 | 24.28 | 614 | 157 | 369 | |||
| 27 Nov | 589.80 | 15.85 | -3.15 | 19.65 | 436 | 91 | 212 | |||
| 26 Nov | 591.60 | 19 | -3.05 | 22.35 | 217 | 58 | 125 | |||
| 25 Nov | 596.30 | 22.05 | -0.30 | 21.30 | 71 | 16 | 66 | |||
| 22 Nov | 595.70 | 22.35 | -2.55 | 22.22 | 74 | 15 | 65 | |||
| 21 Nov | 593.90 | 24.9 | 5.90 | 26.88 | 23 | 12 | 49 | |||
| 20 Nov | 591.00 | 19 | 0.00 | 23.73 | 55 | 6 | 43 | |||
| 19 Nov | 591.00 | 19 | 4.20 | 23.73 | 55 | 12 | 43 | |||
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| 18 Nov | 579.00 | 14.8 | -0.85 | 23.34 | 3 | -1 | 32 | |||
| 14 Nov | 573.90 | 15.65 | 4.05 | 25.47 | 12 | 1 | 33 | |||
| 13 Nov | 560.80 | 11.6 | -7.40 | 25.18 | 26 | 5 | 31 | |||
| 12 Nov | 579.25 | 19 | 0.75 | 26.05 | 10 | 6 | 25 | |||
| 11 Nov | 576.05 | 18.25 | -3.25 | 26.72 | 11 | 6 | 19 | |||
| 8 Nov | 580.65 | 21.5 | -28.30 | 26.20 | 14 | 7 | 12 | |||
| 6 Nov | 609.80 | 49.8 | -1.25 | 37.72 | 5 | 4 | 4 | |||
| 4 Nov | 625.45 | 51.05 | 51.05 | - | 0 | 0 | 0 | |||
| 1 Nov | 617.35 | 0 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 590 expiring on 26DEC2024
Delta for 590 CE is 0.55
Historical price for 590 CE is as follows
On 12 Dec AUBANK was trading at 591.50. The strike last trading price was 13.2, which was 0.00 lower than the previous day. The implied volatity was 24.12, the open interest changed by 36 which increased total open position to 920
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 13.2, which was -1.30 lower than the previous day. The implied volatity was 24.12, the open interest changed by 41 which increased total open position to 920
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 14.5, which was 4.10 higher than the previous day. The implied volatity was 24.69, the open interest changed by -87 which decreased total open position to 894
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 10.4, which was -3.45 lower than the previous day. The implied volatity was 26.44, the open interest changed by 131 which increased total open position to 985
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 13.85, which was -5.20 lower than the previous day. The implied volatity was 24.12, the open interest changed by 212 which increased total open position to 855
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 19.05, which was -0.75 lower than the previous day. The implied volatity was 21.07, the open interest changed by 30 which increased total open position to 644
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 19.8, which was 1.00 higher than the previous day. The implied volatity was 24.15, the open interest changed by 3 which increased total open position to 617
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 18.8, which was 5.85 higher than the previous day. The implied volatity was 23.38, the open interest changed by -34 which decreased total open position to 613
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 12.95, which was -1.65 lower than the previous day. The implied volatity was 24.27, the open interest changed by 94 which increased total open position to 646
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 14.6, which was -2.05 lower than the previous day. The implied volatity was 23.90, the open interest changed by 187 which increased total open position to 556
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 16.65, which was 0.80 higher than the previous day. The implied volatity was 24.28, the open interest changed by 157 which increased total open position to 369
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 15.85, which was -3.15 lower than the previous day. The implied volatity was 19.65, the open interest changed by 91 which increased total open position to 212
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 19, which was -3.05 lower than the previous day. The implied volatity was 22.35, the open interest changed by 58 which increased total open position to 125
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 22.05, which was -0.30 lower than the previous day. The implied volatity was 21.30, the open interest changed by 16 which increased total open position to 66
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 22.35, which was -2.55 lower than the previous day. The implied volatity was 22.22, the open interest changed by 15 which increased total open position to 65
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 24.9, which was 5.90 higher than the previous day. The implied volatity was 26.88, the open interest changed by 12 which increased total open position to 49
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 23.73, the open interest changed by 6 which increased total open position to 43
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 19, which was 4.20 higher than the previous day. The implied volatity was 23.73, the open interest changed by 12 which increased total open position to 43
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 14.8, which was -0.85 lower than the previous day. The implied volatity was 23.34, 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 15.65, which was 4.05 higher than the previous day. The implied volatity was 25.47, the open interest changed by 1 which increased total open position to 33
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 11.6, which was -7.40 lower than the previous day. The implied volatity was 25.18, the open interest changed by 5 which increased total open position to 31
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 19, which was 0.75 higher than the previous day. The implied volatity was 26.05, the open interest changed by 6 which increased total open position to 25
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 18.25, which was -3.25 lower than the previous day. The implied volatity was 26.72, the open interest changed by 6 which increased total open position to 19
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 21.5, which was -28.30 lower than the previous day. The implied volatity was 26.20, the open interest changed by 7 which increased total open position to 12
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 49.8, which was -1.25 lower than the previous day. The implied volatity was 37.72, 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 51.05, which was 51.05 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 590 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.47
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 591.50 | 11.5 | 0.00 | 27.43 | 505 | -1 | 709 |
| 11 Dec | 590.10 | 11.5 | -0.45 | 27.43 | 505 | 1 | 709 |
| 10 Dec | 591.30 | 11.95 | -7.35 | 28.54 | 942 | 18 | 710 |
| 9 Dec | 581.20 | 19.3 | 2.85 | 31.77 | 614 | 27 | 698 |
| 6 Dec | 587.40 | 16.45 | 5.35 | 31.10 | 1,611 | 18 | 671 |
| 5 Dec | 597.75 | 11.1 | 0.10 | 29.10 | 655 | 49 | 660 |
| 4 Dec | 595.65 | 11 | -2.45 | 27.02 | 965 | 91 | 612 |
| 3 Dec | 594.85 | 13.45 | -5.05 | 29.73 | 1,462 | 62 | 519 |
| 2 Dec | 581.60 | 18.5 | 1.35 | 28.16 | 445 | 17 | 457 |
| 29 Nov | 583.35 | 17.15 | -0.05 | 26.10 | 798 | 63 | 438 |
| 28 Nov | 585.80 | 17.2 | -1.05 | 27.93 | 335 | -8 | 376 |
| 27 Nov | 589.80 | 18.25 | 0.55 | 31.50 | 348 | 37 | 384 |
| 26 Nov | 591.60 | 17.7 | -0.70 | 31.44 | 522 | 293 | 348 |
| 25 Nov | 596.30 | 18.4 | 0.40 | 35.42 | 59 | 41 | 55 |
| 22 Nov | 595.70 | 18 | -7.00 | 32.42 | 21 | 14 | 28 |
| 21 Nov | 593.90 | 25 | 2.70 | 41.17 | 1 | 0 | 13 |
| 20 Nov | 591.00 | 22.3 | 0.00 | 31.76 | 20 | 6 | 13 |
| 19 Nov | 591.00 | 22.3 | -2.45 | 31.76 | 20 | 6 | 13 |
| 18 Nov | 579.00 | 24.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 573.90 | 24.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 560.80 | 24.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 579.25 | 24.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 576.05 | 24.75 | 0.00 | 0.00 | 0 | 7 | 0 |
| 8 Nov | 580.65 | 24.75 | 2.70 | 28.77 | 7 | 4 | 4 |
| 6 Nov | 609.80 | 22.05 | 0.00 | 3.61 | 0 | 0 | 0 |
| 4 Nov | 625.45 | 22.05 | 0.00 | 5.23 | 0 | 0 | 0 |
| 1 Nov | 617.35 | 22.05 | 4.18 | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 590 expiring on 26DEC2024
Delta for 590 PE is -0.45
Historical price for 590 PE is as follows
On 12 Dec AUBANK was trading at 591.50. The strike last trading price was 11.5, which was 0.00 lower than the previous day. The implied volatity was 27.43, the open interest changed by -1 which decreased total open position to 709
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 11.5, which was -0.45 lower than the previous day. The implied volatity was 27.43, the open interest changed by 1 which increased total open position to 709
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 11.95, which was -7.35 lower than the previous day. The implied volatity was 28.54, the open interest changed by 18 which increased total open position to 710
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 19.3, which was 2.85 higher than the previous day. The implied volatity was 31.77, the open interest changed by 27 which increased total open position to 698
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 16.45, which was 5.35 higher than the previous day. The implied volatity was 31.10, the open interest changed by 18 which increased total open position to 671
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 11.1, which was 0.10 higher than the previous day. The implied volatity was 29.10, the open interest changed by 49 which increased total open position to 660
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 11, which was -2.45 lower than the previous day. The implied volatity was 27.02, the open interest changed by 91 which increased total open position to 612
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 13.45, which was -5.05 lower than the previous day. The implied volatity was 29.73, the open interest changed by 62 which increased total open position to 519
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 18.5, which was 1.35 higher than the previous day. The implied volatity was 28.16, the open interest changed by 17 which increased total open position to 457
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 17.15, which was -0.05 lower than the previous day. The implied volatity was 26.10, the open interest changed by 63 which increased total open position to 438
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 17.2, which was -1.05 lower than the previous day. The implied volatity was 27.93, the open interest changed by -8 which decreased total open position to 376
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 18.25, which was 0.55 higher than the previous day. The implied volatity was 31.50, the open interest changed by 37 which increased total open position to 384
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 17.7, which was -0.70 lower than the previous day. The implied volatity was 31.44, the open interest changed by 293 which increased total open position to 348
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 18.4, which was 0.40 higher than the previous day. The implied volatity was 35.42, the open interest changed by 41 which increased total open position to 55
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 18, which was -7.00 lower than the previous day. The implied volatity was 32.42, the open interest changed by 14 which increased total open position to 28
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 25, which was 2.70 higher than the previous day. The implied volatity was 41.17, the open interest changed by 0 which decreased total open position to 13
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 22.3, which was 0.00 lower than the previous day. The implied volatity was 31.76, the open interest changed by 6 which increased total open position to 13
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 22.3, which was -2.45 lower than the previous day. The implied volatity was 31.76, the open interest changed by 6 which increased total open position to 13
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 24.75, 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 14 Nov AUBANK was trading at 573.90. The strike last trading price was 24.75, 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 13 Nov AUBANK was trading at 560.80. The strike last trading price was 24.75, 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 12 Nov AUBANK was trading at 579.25. The strike last trading price was 24.75, 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 11 Nov AUBANK was trading at 576.05. The strike last trading price was 24.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 24.75, which was 2.70 higher than the previous day. The implied volatity was 28.77, the open interest changed by 4 which increased total open position to 4
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 22.05, which was 0.00 lower than the previous day. The implied volatity was 3.61, 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 22.05, which was 0.00 lower than the previous day. The implied volatity was 5.23, 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 22.05, which was lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0
