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[--[65.84.65.76]--]
AUBANK
Au Small Finance Bank Ltd

593.1 3.00 (0.51%)

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Historical option data for AUBANK

12 Dec 2024 09:20 AM IST
AUBANK 26DEC2024 600 CE
Delta: 0.45
Vega: 0.46
Theta: -0.46
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 593.45 9.35 0.45 24.18 83 10 2,630
11 Dec 590.10 8.9 -1.15 24.87 1,512 125 2,669
10 Dec 591.30 10.05 2.95 25.41 2,856 -189 2,541
9 Dec 581.20 7.1 -3.00 27.03 2,205 342 2,726
6 Dec 587.40 10.1 -3.70 25.37 4,532 628 2,386
5 Dec 597.75 13.8 -0.65 22.07 3,055 416 1,773
4 Dec 595.65 14.45 0.55 24.34 4,317 2 1,388
3 Dec 594.85 13.9 4.60 24.07 4,500 170 1,379
2 Dec 581.60 9.3 -1.35 24.83 1,423 268 1,209
29 Nov 583.35 10.65 -1.80 24.32 1,148 224 966
28 Nov 585.80 12.45 0.15 24.77 1,048 103 744
27 Nov 589.80 12.3 -2.40 21.69 572 153 641
26 Nov 591.60 14.7 -2.25 23.51 541 139 483
25 Nov 596.30 16.95 -0.45 22.16 601 215 336
22 Nov 595.70 17.4 1.40 22.92 248 71 192
21 Nov 593.90 16 2.10 21.36 120 23 121
20 Nov 591.00 13.9 0.00 22.60 180 64 98
19 Nov 591.00 13.9 1.90 22.60 180 64 98
18 Nov 579.00 12 0.55 24.84 25 10 31
14 Nov 573.90 11.45 2.00 24.76 34 17 20
13 Nov 560.80 9.45 -143.80 26.37 3 1 1
12 Nov 579.25 153.25 0.00 2.06 0 0 0
11 Nov 576.05 153.25 0.00 2.56 0 0 0
8 Nov 580.65 153.25 0.00 1.60 0 0 0
4 Nov 625.45 153.25 0.00 - 0 0 0
1 Nov 617.35 153.25 153.25 - 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
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 0.00 - 0 0 0
18 Oct 683.65 0 0.00 - 0 0 0
17 Oct 686.95 0 0.00 - 0 0 0
16 Oct 696.45 0 0.00 - 0 0 0
15 Oct 695.80 0 0.00 - 0 0 0
11 Oct 690.40 0 0.00 - 0 0 0
10 Oct 699.95 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 600 expiring on 26DEC2024

Delta for 600 CE is 0.45

Historical price for 600 CE is as follows

On 12 Dec AUBANK was trading at 593.45. The strike last trading price was 9.35, which was 0.45 higher than the previous day. The implied volatity was 24.18, the open interest changed by 10 which increased total open position to 2630


On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 8.9, which was -1.15 lower than the previous day. The implied volatity was 24.87, the open interest changed by 125 which increased total open position to 2669


On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 10.05, which was 2.95 higher than the previous day. The implied volatity was 25.41, the open interest changed by -189 which decreased total open position to 2541


On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 7.1, which was -3.00 lower than the previous day. The implied volatity was 27.03, the open interest changed by 342 which increased total open position to 2726


On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 10.1, which was -3.70 lower than the previous day. The implied volatity was 25.37, the open interest changed by 628 which increased total open position to 2386


On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 13.8, which was -0.65 lower than the previous day. The implied volatity was 22.07, the open interest changed by 416 which increased total open position to 1773


On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 14.45, which was 0.55 higher than the previous day. The implied volatity was 24.34, the open interest changed by 2 which increased total open position to 1388


On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 13.9, which was 4.60 higher than the previous day. The implied volatity was 24.07, the open interest changed by 170 which increased total open position to 1379


On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 9.3, which was -1.35 lower than the previous day. The implied volatity was 24.83, the open interest changed by 268 which increased total open position to 1209


On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 10.65, which was -1.80 lower than the previous day. The implied volatity was 24.32, the open interest changed by 224 which increased total open position to 966


On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 12.45, which was 0.15 higher than the previous day. The implied volatity was 24.77, the open interest changed by 103 which increased total open position to 744


On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 12.3, which was -2.40 lower than the previous day. The implied volatity was 21.69, the open interest changed by 153 which increased total open position to 641


On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 14.7, which was -2.25 lower than the previous day. The implied volatity was 23.51, the open interest changed by 139 which increased total open position to 483


On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 16.95, which was -0.45 lower than the previous day. The implied volatity was 22.16, the open interest changed by 215 which increased total open position to 336


On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 17.4, which was 1.40 higher than the previous day. The implied volatity was 22.92, the open interest changed by 71 which increased total open position to 192


On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 16, which was 2.10 higher than the previous day. The implied volatity was 21.36, the open interest changed by 23 which increased total open position to 121


On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 13.9, which was 0.00 lower than the previous day. The implied volatity was 22.60, the open interest changed by 64 which increased total open position to 98


On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 13.9, which was 1.90 higher than the previous day. The implied volatity was 22.60, the open interest changed by 64 which increased total open position to 98


On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 12, which was 0.55 higher than the previous day. The implied volatity was 24.84, the open interest changed by 10 which increased total open position to 31


On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 11.45, which was 2.00 higher than the previous day. The implied volatity was 24.76, the open interest changed by 17 which increased total open position to 20


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 9.45, which was -143.80 lower than the previous day. The implied volatity was 26.37, the open interest changed by 1 which increased total open position to 1


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 153.25, which was 0.00 lower than the previous day. The implied volatity was 2.06, 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 153.25, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 153.25, which was 0.00 lower than the previous day. The implied volatity was 1.60, 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 153.25, 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 1 Nov AUBANK was trading at 617.35. The strike last trading price was 153.25, which was 153.25 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct AUBANK was trading at 683.65. 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 17 Oct AUBANK was trading at 686.95. 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 16 Oct AUBANK was trading at 696.45. 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 15 Oct AUBANK was trading at 695.80. 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 11 Oct AUBANK was trading at 690.40. 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 10 Oct AUBANK was trading at 699.95. 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 600 PE
Delta: -0.54
Vega: 0.47
Theta: -0.38
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 593.45 15.8 -1.30 28.89 4 1 649
11 Dec 590.10 17.1 -0.35 28.08 260 2 650
10 Dec 591.30 17.45 -8.70 29.24 440 -12 650
9 Dec 581.20 26.15 3.60 33.16 249 -9 660
6 Dec 587.40 22.55 6.60 32.28 917 142 670
5 Dec 597.75 15.95 0.25 29.85 690 57 531
4 Dec 595.65 15.7 -2.70 27.26 853 23 482
3 Dec 594.85 18.4 -6.45 30.06 682 72 459
2 Dec 581.60 24.85 1.90 29.00 175 50 386
29 Nov 583.35 22.95 0.10 26.30 177 62 334
28 Nov 585.80 22.85 -1.50 28.34 107 27 272
27 Nov 589.80 24.35 1.20 33.00 161 77 246
26 Nov 591.60 23.15 0.15 32.16 71 37 166
25 Nov 596.30 23 -0.30 35.36 116 53 128
22 Nov 595.70 23.3 -2.70 33.23 26 13 88
21 Nov 593.90 26 -4.00 35.84 48 29 75
20 Nov 591.00 30 0.00 35.50 57 41 46
19 Nov 591.00 30 -3.00 35.50 57 41 46
18 Nov 579.00 33 -0.50 32.47 3 2 4
14 Nov 573.90 33.5 0.00 0.00 0 0 0
13 Nov 560.80 33.5 0.00 0.00 0 0 0
12 Nov 579.25 33.5 0.00 0.00 0 2 0
11 Nov 576.05 33.5 27.00 29.33 3 1 1
8 Nov 580.65 6.5 0.00 - 0 0 0
4 Nov 625.45 6.5 0.00 4.06 0 0 0
1 Nov 617.35 6.5 0.00 3.12 0 0 0
31 Oct 612.45 6.5 0.00 - 0 0 0
30 Oct 609.40 6.5 0.00 - 0 0 0
29 Oct 621.50 6.5 0.00 - 0 0 0
28 Oct 620.00 6.5 0.00 - 0 0 0
25 Oct 604.50 6.5 0.00 - 0 0 0
24 Oct 645.65 6.5 0.00 - 0 0 0
23 Oct 652.05 6.5 0.00 - 0 0 0
22 Oct 638.50 6.5 0.00 - 0 0 0
21 Oct 664.85 6.5 0.00 - 0 0 0
18 Oct 683.65 6.5 0.00 - 0 0 0
17 Oct 686.95 6.5 0.00 - 0 0 0
16 Oct 696.45 6.5 0.00 - 0 0 0
15 Oct 695.80 6.5 0.00 - 0 0 0
11 Oct 690.40 6.5 0.00 - 0 0 0
10 Oct 699.95 6.5 - 0 0 0


For Au Small Finance Bank Ltd - strike price 600 expiring on 26DEC2024

Delta for 600 PE is -0.54

Historical price for 600 PE is as follows

On 12 Dec AUBANK was trading at 593.45. The strike last trading price was 15.8, which was -1.30 lower than the previous day. The implied volatity was 28.89, the open interest changed by 1 which increased total open position to 649


On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 17.1, which was -0.35 lower than the previous day. The implied volatity was 28.08, the open interest changed by 2 which increased total open position to 650


On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 17.45, which was -8.70 lower than the previous day. The implied volatity was 29.24, the open interest changed by -12 which decreased total open position to 650


On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 26.15, which was 3.60 higher than the previous day. The implied volatity was 33.16, the open interest changed by -9 which decreased total open position to 660


On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 22.55, which was 6.60 higher than the previous day. The implied volatity was 32.28, the open interest changed by 142 which increased total open position to 670


On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 15.95, which was 0.25 higher than the previous day. The implied volatity was 29.85, the open interest changed by 57 which increased total open position to 531


On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 15.7, which was -2.70 lower than the previous day. The implied volatity was 27.26, the open interest changed by 23 which increased total open position to 482


On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 18.4, which was -6.45 lower than the previous day. The implied volatity was 30.06, the open interest changed by 72 which increased total open position to 459


On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 24.85, which was 1.90 higher than the previous day. The implied volatity was 29.00, the open interest changed by 50 which increased total open position to 386


On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 22.95, which was 0.10 higher than the previous day. The implied volatity was 26.30, the open interest changed by 62 which increased total open position to 334


On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 22.85, which was -1.50 lower than the previous day. The implied volatity was 28.34, the open interest changed by 27 which increased total open position to 272


On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 24.35, which was 1.20 higher than the previous day. The implied volatity was 33.00, the open interest changed by 77 which increased total open position to 246


On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 23.15, which was 0.15 higher than the previous day. The implied volatity was 32.16, the open interest changed by 37 which increased total open position to 166


On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 23, which was -0.30 lower than the previous day. The implied volatity was 35.36, the open interest changed by 53 which increased total open position to 128


On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 23.3, which was -2.70 lower than the previous day. The implied volatity was 33.23, the open interest changed by 13 which increased total open position to 88


On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 26, which was -4.00 lower than the previous day. The implied volatity was 35.84, the open interest changed by 29 which increased total open position to 75


On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 35.50, the open interest changed by 41 which increased total open position to 46


On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 30, which was -3.00 lower than the previous day. The implied volatity was 35.50, the open interest changed by 41 which increased total open position to 46


On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 33, which was -0.50 lower than the previous day. The implied volatity was 32.47, the open interest changed by 2 which increased total open position to 4


On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 33.5, 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 33.5, 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 33.5, 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 11 Nov AUBANK was trading at 576.05. The strike last trading price was 33.5, which was 27.00 higher than the previous day. The implied volatity was 29.33, the open interest changed by 1 which increased total open position to 1


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 6.5, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 4.06, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 3.12, 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 6.5, 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 30 Oct AUBANK was trading at 609.40. The strike last trading price was 6.5, 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 29 Oct AUBANK was trading at 621.50. The strike last trading price was 6.5, 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 28 Oct AUBANK was trading at 620.00. The strike last trading price was 6.5, 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 25 Oct AUBANK was trading at 604.50. The strike last trading price was 6.5, 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 24 Oct AUBANK was trading at 645.65. The strike last trading price was 6.5, 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 23 Oct AUBANK was trading at 652.05. The strike last trading price was 6.5, 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 22 Oct AUBANK was trading at 638.50. The strike last trading price was 6.5, 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 21 Oct AUBANK was trading at 664.85. The strike last trading price was 6.5, 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 18 Oct AUBANK was trading at 683.65. The strike last trading price was 6.5, 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 17 Oct AUBANK was trading at 686.95. The strike last trading price was 6.5, 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 16 Oct AUBANK was trading at 696.45. The strike last trading price was 6.5, 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 15 Oct AUBANK was trading at 695.80. The strike last trading price was 6.5, 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 11 Oct AUBANK was trading at 690.40. The strike last trading price was 6.5, 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 10 Oct AUBANK was trading at 699.95. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to