AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
21 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 0.32
Theta: -0.57
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 593.90 | 5.35 | 1.50 | 21.69 | 3,538 | 45 | 1,164 | |||
| 20 Nov | 591.00 | 3.85 | 0.00 | 22.15 | 4,558 | -289 | 1,123 | |||
| 19 Nov | 591.00 | 3.85 | 1.05 | 22.15 | 4,558 | -285 | 1,123 | |||
| 18 Nov | 579.00 | 2.8 | -0.25 | 24.99 | 2,590 | 125 | 1,420 | |||
| 14 Nov | 573.90 | 3.05 | 0.10 | 24.26 | 1,668 | 46 | 1,292 | |||
| 13 Nov | 560.80 | 2.95 | -2.60 | 29.16 | 1,809 | 124 | 1,241 | |||
| 12 Nov | 579.25 | 5.55 | -0.05 | 25.80 | 1,342 | -22 | 1,133 | |||
| 11 Nov | 576.05 | 5.6 | -3.15 | 27.37 | 1,470 | 215 | 1,160 | |||
| 8 Nov | 580.65 | 8.75 | -10.85 | 27.77 | 1,787 | 525 | 939 | |||
| 7 Nov | 602.30 | 19.6 | -4.85 | 29.19 | 427 | 93 | 412 | |||
| 6 Nov | 609.80 | 24.45 | -3.45 | 27.94 | 503 | 67 | 315 | |||
| 5 Nov | 613.80 | 27.9 | -8.80 | 29.06 | 312 | 30 | 251 | |||
| 4 Nov | 625.45 | 36.7 | 3.65 | 30.11 | 109 | -11 | 220 | |||
| 1 Nov | 617.35 | 33.05 | 0.45 | 31.42 | 13 | 1 | 233 | |||
| 31 Oct | 612.45 | 32.6 | 2.05 | - | 264 | 38 | 231 | |||
| 30 Oct | 609.40 | 30.55 | -3.65 | - | 348 | 31 | 192 | |||
| 29 Oct | 621.50 | 34.2 | -0.75 | - | 135 | 0 | 160 | |||
| 28 Oct | 620.00 | 34.95 | 2.20 | - | 356 | 38 | 161 | |||
| 25 Oct | 604.50 | 32.75 | -41.50 | - | 220 | 123 | 123 | |||
| 24 Oct | 645.65 | 74.25 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 23 Oct | 652.05 | 74.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 638.50 | 74.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 664.85 | 74.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 695.80 | 74.25 | 74.25 | - | 0 | 0 | 0 | |||
| 3 Sept | 674.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 680.80 | 0 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 600 expiring on 28NOV2024
Delta for 600 CE is 0.42
Historical price for 600 CE is as follows
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 5.35, which was 1.50 higher than the previous day. The implied volatity was 21.69, the open interest changed by 45 which increased total open position to 1164
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 22.15, the open interest changed by -289 which decreased total open position to 1123
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 3.85, which was 1.05 higher than the previous day. The implied volatity was 22.15, the open interest changed by -285 which decreased total open position to 1123
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 2.8, which was -0.25 lower than the previous day. The implied volatity was 24.99, the open interest changed by 125 which increased total open position to 1420
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 3.05, which was 0.10 higher than the previous day. The implied volatity was 24.26, the open interest changed by 46 which increased total open position to 1292
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 2.95, which was -2.60 lower than the previous day. The implied volatity was 29.16, the open interest changed by 124 which increased total open position to 1241
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 5.55, which was -0.05 lower than the previous day. The implied volatity was 25.80, the open interest changed by -22 which decreased total open position to 1133
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 5.6, which was -3.15 lower than the previous day. The implied volatity was 27.37, the open interest changed by 215 which increased total open position to 1160
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 8.75, which was -10.85 lower than the previous day. The implied volatity was 27.77, the open interest changed by 525 which increased total open position to 939
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 19.6, which was -4.85 lower than the previous day. The implied volatity was 29.19, the open interest changed by 93 which increased total open position to 412
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 24.45, which was -3.45 lower than the previous day. The implied volatity was 27.94, the open interest changed by 67 which increased total open position to 315
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 27.9, which was -8.80 lower than the previous day. The implied volatity was 29.06, the open interest changed by 30 which increased total open position to 251
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 36.7, which was 3.65 higher than the previous day. The implied volatity was 30.11, the open interest changed by -11 which decreased total open position to 220
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 33.05, which was 0.45 higher than the previous day. The implied volatity was 31.42, the open interest changed by 1 which increased total open position to 233
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 32.6, which was 2.05 higher 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 30.55, which was -3.65 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 34.2, which was -0.75 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 34.95, which was 2.20 higher 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 32.75, which was -41.50 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 74.25, 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 74.25, 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 74.25, 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 74.25, 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 74.25, which was 74.25 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept AUBANK was trading at 680.80. 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 600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.33
Theta: -0.63
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 593.90 | 12.35 | -6.35 | 31.10 | 360 | -67 | 382 |
| 20 Nov | 591.00 | 18.7 | 0.00 | 34.32 | 753 | -15 | 454 |
| 19 Nov | 591.00 | 18.7 | -6.50 | 34.32 | 753 | -10 | 454 |
| 18 Nov | 579.00 | 25.2 | -3.65 | 32.79 | 185 | -41 | 464 |
| 14 Nov | 573.90 | 28.85 | -9.90 | 30.38 | 189 | -52 | 507 |
| 13 Nov | 560.80 | 38.75 | 13.50 | 35.67 | 133 | -48 | 560 |
| 12 Nov | 579.25 | 25.25 | -2.15 | 28.94 | 87 | -25 | 609 |
| 11 Nov | 576.05 | 27.4 | 1.90 | 27.70 | 106 | -19 | 630 |
| 8 Nov | 580.65 | 25.5 | 11.35 | 30.19 | 1,289 | 46 | 642 |
| 7 Nov | 602.30 | 14.15 | 3.30 | 29.18 | 599 | 13 | 595 |
| 6 Nov | 609.80 | 10.85 | -0.25 | 28.67 | 559 | 102 | 582 |
| 5 Nov | 613.80 | 11.1 | 1.80 | 30.79 | 819 | 11 | 488 |
| 4 Nov | 625.45 | 9.3 | -3.65 | 33.03 | 619 | 78 | 477 |
| 1 Nov | 617.35 | 12.95 | -0.90 | 33.57 | 70 | 13 | 393 |
| 31 Oct | 612.45 | 13.85 | -4.95 | - | 371 | -13 | 378 |
| 30 Oct | 609.40 | 18.8 | 3.30 | - | 736 | 71 | 391 |
| 29 Oct | 621.50 | 15.5 | -3.00 | - | 220 | 33 | 320 |
| 28 Oct | 620.00 | 18.5 | -6.60 | - | 372 | 74 | 286 |
| 25 Oct | 604.50 | 25.1 | 18.30 | - | 640 | 70 | 212 |
| 24 Oct | 645.65 | 6.8 | -3.50 | - | 441 | -44 | 141 |
| 23 Oct | 652.05 | 10.3 | -1.65 | - | 238 | 134 | 175 |
| 22 Oct | 638.50 | 11.95 | 6.45 | - | 69 | 33 | 41 |
| 21 Oct | 664.85 | 5.5 | 1.50 | - | 8 | 6 | 7 |
| 15 Oct | 695.80 | 4 | -19.10 | - | 0 | 0 | 1 |
| 3 Sept | 674.25 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 680.80 | 23.1 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 600 expiring on 28NOV2024
Delta for 600 PE is -0.55
Historical price for 600 PE is as follows
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 12.35, which was -6.35 lower than the previous day. The implied volatity was 31.10, the open interest changed by -67 which decreased total open position to 382
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 18.7, which was 0.00 lower than the previous day. The implied volatity was 34.32, the open interest changed by -15 which decreased total open position to 454
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 18.7, which was -6.50 lower than the previous day. The implied volatity was 34.32, the open interest changed by -10 which decreased total open position to 454
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 25.2, which was -3.65 lower than the previous day. The implied volatity was 32.79, the open interest changed by -41 which decreased total open position to 464
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 28.85, which was -9.90 lower than the previous day. The implied volatity was 30.38, the open interest changed by -52 which decreased total open position to 507
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 38.75, which was 13.50 higher than the previous day. The implied volatity was 35.67, the open interest changed by -48 which decreased total open position to 560
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 25.25, which was -2.15 lower than the previous day. The implied volatity was 28.94, the open interest changed by -25 which decreased total open position to 609
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 27.4, which was 1.90 higher than the previous day. The implied volatity was 27.70, the open interest changed by -19 which decreased total open position to 630
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 25.5, which was 11.35 higher than the previous day. The implied volatity was 30.19, the open interest changed by 46 which increased total open position to 642
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 14.15, which was 3.30 higher than the previous day. The implied volatity was 29.18, the open interest changed by 13 which increased total open position to 595
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 10.85, which was -0.25 lower than the previous day. The implied volatity was 28.67, the open interest changed by 102 which increased total open position to 582
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 11.1, which was 1.80 higher than the previous day. The implied volatity was 30.79, the open interest changed by 11 which increased total open position to 488
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 9.3, which was -3.65 lower than the previous day. The implied volatity was 33.03, the open interest changed by 78 which increased total open position to 477
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 12.95, which was -0.90 lower than the previous day. The implied volatity was 33.57, the open interest changed by 13 which increased total open position to 393
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 13.85, which was -4.95 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 18.8, which was 3.30 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 15.5, which was -3.00 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 18.5, which was -6.60 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 25.1, which was 18.30 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 6.8, 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 23 Oct AUBANK was trading at 652.05. The strike last trading price was 10.3, which was -1.65 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 11.95, which was 6.45 higher 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 5.5, which was 1.50 higher 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 4, which was -19.10 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 23.1, 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 2 Sept AUBANK was trading at 680.80. The strike last trading price was 23.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
