AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 590 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.39
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 573.90 | 4.8 | 0.55 | 22.56 | 1,253 | 159 | 982 | |||
| 13 Nov | 560.80 | 4.25 | -4.20 | 27.43 | 1,426 | 4 | 826 | |||
| 12 Nov | 579.25 | 8.45 | 0.20 | 25.05 | 1,379 | 223 | 822 | |||
| 11 Nov | 576.05 | 8.25 | -4.05 | 26.56 | 961 | 228 | 599 | |||
| 8 Nov | 580.65 | 12.3 | -13.45 | 27.37 | 784 | 315 | 370 | |||
| 7 Nov | 602.30 | 25.75 | -5.45 | 29.83 | 32 | 14 | 56 | |||
| 6 Nov | 609.80 | 31.2 | -4.15 | 28.23 | 24 | 9 | 41 | |||
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| 5 Nov | 613.80 | 35.35 | -10.25 | 30.38 | 17 | 4 | 33 | |||
| 4 Nov | 625.45 | 45.6 | 7.00 | 33.26 | 26 | 0 | 29 | |||
| 1 Nov | 617.35 | 38.6 | 0.00 | 0.00 | 0 | 23 | 0 | |||
| 31 Oct | 612.45 | 38.6 | -3.70 | - | 41 | 24 | 30 | |||
| 30 Oct | 609.40 | 42.3 | 0.00 | - | 0 | 3 | 0 | |||
| 29 Oct | 621.50 | 42.3 | 6.30 | - | 3 | 2 | 5 | |||
| 28 Oct | 620.00 | 36 | -120.00 | - | 4 | 2 | 2 | |||
| 25 Oct | 604.50 | 156 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 645.65 | 156 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 652.05 | 156 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 590 expiring on 28NOV2024
Delta for 590 CE is 0.30
Historical price for 590 CE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 4.8, which was 0.55 higher than the previous day. The implied volatity was 22.56, the open interest changed by 159 which increased total open position to 982
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 4.25, which was -4.20 lower than the previous day. The implied volatity was 27.43, the open interest changed by 4 which increased total open position to 826
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 8.45, which was 0.20 higher than the previous day. The implied volatity was 25.05, the open interest changed by 223 which increased total open position to 822
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 8.25, which was -4.05 lower than the previous day. The implied volatity was 26.56, the open interest changed by 228 which increased total open position to 599
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 12.3, which was -13.45 lower than the previous day. The implied volatity was 27.37, the open interest changed by 315 which increased total open position to 370
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 25.75, which was -5.45 lower than the previous day. The implied volatity was 29.83, the open interest changed by 14 which increased total open position to 56
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 31.2, which was -4.15 lower than the previous day. The implied volatity was 28.23, the open interest changed by 9 which increased total open position to 41
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 35.35, which was -10.25 lower than the previous day. The implied volatity was 30.38, the open interest changed by 4 which increased total open position to 33
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 45.6, which was 7.00 higher than the previous day. The implied volatity was 33.26, the open interest changed by 0 which decreased total open position to 29
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 38.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 38.6, which was -3.70 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 42.3, 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 42.3, which was 6.30 higher 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 36, which was -120.00 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 156, 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 156, 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 156, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUBANK 28NOV2024 590 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.41
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 573.90 | 20.8 | -8.10 | 28.14 | 33 | -1 | 242 |
| 13 Nov | 560.80 | 28.9 | 10.65 | 29.84 | 136 | -11 | 246 |
| 12 Nov | 579.25 | 18.25 | -2.40 | 27.98 | 119 | -15 | 259 |
| 11 Nov | 576.05 | 20.65 | 1.15 | 28.02 | 313 | -50 | 276 |
| 8 Nov | 580.65 | 19.5 | 9.60 | 30.38 | 1,372 | -8 | 328 |
| 7 Nov | 602.30 | 9.9 | 2.30 | 28.92 | 162 | 0 | 335 |
| 6 Nov | 609.80 | 7.6 | -0.80 | 28.93 | 295 | 82 | 334 |
| 5 Nov | 613.80 | 8.4 | 1.25 | 31.87 | 404 | -75 | 251 |
| 4 Nov | 625.45 | 7.15 | -2.65 | 34.15 | 340 | 26 | 326 |
| 1 Nov | 617.35 | 9.8 | -0.95 | 33.84 | 21 | 13 | 297 |
| 31 Oct | 612.45 | 10.75 | -4.00 | - | 142 | 28 | 297 |
| 30 Oct | 609.40 | 14.75 | 2.45 | - | 235 | 15 | 269 |
| 29 Oct | 621.50 | 12.3 | -3.50 | - | 85 | 35 | 256 |
| 28 Oct | 620.00 | 15.8 | -3.80 | - | 257 | 174 | 219 |
| 25 Oct | 604.50 | 19.6 | 14.30 | - | 36 | -3 | 45 |
| 24 Oct | 645.65 | 5.3 | -3.40 | - | 51 | 43 | 44 |
| 23 Oct | 652.05 | 8.7 | - | 1 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 590 expiring on 28NOV2024
Delta for 590 PE is -0.66
Historical price for 590 PE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 20.8, which was -8.10 lower than the previous day. The implied volatity was 28.14, the open interest changed by -1 which decreased total open position to 242
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 28.9, which was 10.65 higher than the previous day. The implied volatity was 29.84, the open interest changed by -11 which decreased total open position to 246
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 18.25, which was -2.40 lower than the previous day. The implied volatity was 27.98, the open interest changed by -15 which decreased total open position to 259
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 20.65, which was 1.15 higher than the previous day. The implied volatity was 28.02, the open interest changed by -50 which decreased total open position to 276
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 19.5, which was 9.60 higher than the previous day. The implied volatity was 30.38, the open interest changed by -8 which decreased total open position to 328
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 9.9, which was 2.30 higher than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 335
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 7.6, which was -0.80 lower than the previous day. The implied volatity was 28.93, the open interest changed by 82 which increased total open position to 334
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 8.4, which was 1.25 higher than the previous day. The implied volatity was 31.87, the open interest changed by -75 which decreased total open position to 251
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 7.15, which was -2.65 lower than the previous day. The implied volatity was 34.15, the open interest changed by 26 which increased total open position to 326
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 9.8, which was -0.95 lower than the previous day. The implied volatity was 33.84, the open interest changed by 13 which increased total open position to 297
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 10.75, which was -4.00 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 14.75, which was 2.45 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 12.3, which was -3.50 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 15.8, which was -3.80 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 19.6, which was 14.30 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 5.3, which was -3.40 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 8.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
