AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
12 Dec 2024 09:10 AM IST
| AUBANK 26DEC2024 610 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.42
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 591.50 | 5.7 | 0.00 | 25.32 | 870 | 191 | 1,129 | |||
| 11 Dec | 590.10 | 5.7 | -0.85 | 25.32 | 870 | 206 | 1,129 | |||
| 10 Dec | 591.30 | 6.55 | 1.80 | 25.63 | 915 | -67 | 928 | |||
| 9 Dec | 581.20 | 4.75 | -2.30 | 27.67 | 1,014 | 127 | 1,000 | |||
| 6 Dec | 587.40 | 7.05 | -2.75 | 26.02 | 1,337 | 87 | 875 | |||
| 5 Dec | 597.75 | 9.8 | -0.30 | 23.02 | 972 | 186 | 791 | |||
| 4 Dec | 595.65 | 10.1 | 0.20 | 24.35 | 1,545 | 194 | 605 | |||
| 3 Dec | 594.85 | 9.9 | 3.50 | 24.44 | 1,257 | 89 | 409 | |||
| 2 Dec | 581.60 | 6.4 | -1.10 | 25.08 | 456 | 34 | 313 | |||
| 29 Nov | 583.35 | 7.5 | -1.35 | 24.54 | 429 | 80 | 278 | |||
| 28 Nov | 585.80 | 8.85 | 0.20 | 24.75 | 238 | 86 | 197 | |||
| 27 Nov | 589.80 | 8.65 | -1.90 | 21.97 | 110 | 33 | 111 | |||
| 26 Nov | 591.60 | 10.55 | -2.05 | 23.42 | 72 | 19 | 79 | |||
| 25 Nov | 596.30 | 12.6 | -0.20 | 22.58 | 100 | 59 | 59 | |||
| 22 Nov | 595.70 | 12.8 | -27.25 | 22.78 | 23 | 6 | 6 | |||
| 21 Nov | 593.90 | 40.05 | 0.00 | 1.62 | 0 | 0 | 0 | |||
| 20 Nov | 591.00 | 40.05 | 0.00 | 2.77 | 0 | 0 | 0 | |||
| 19 Nov | 591.00 | 40.05 | 0.00 | 2.77 | 0 | 0 | 0 | |||
| 18 Nov | 579.00 | 40.05 | 0.00 | 4.02 | 0 | 0 | 0 | |||
| 14 Nov | 573.90 | 40.05 | 0.00 | 4.36 | 0 | 0 | 0 | |||
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| 13 Nov | 560.80 | 40.05 | 0.00 | 5.21 | 0 | 0 | 0 | |||
| 12 Nov | 579.25 | 40.05 | 0.00 | 3.38 | 0 | 0 | 0 | |||
| 11 Nov | 576.05 | 40.05 | 0.00 | 3.94 | 0 | 0 | 0 | |||
| 8 Nov | 580.65 | 40.05 | 0.00 | 2.96 | 0 | 0 | 0 | |||
| 4 Nov | 625.45 | 40.05 | 40.05 | - | 0 | 0 | 0 | |||
| 1 Nov | 617.35 | 0 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 610 expiring on 26DEC2024
Delta for 610 CE is 0.30
Historical price for 610 CE is as follows
On 12 Dec AUBANK was trading at 591.50. The strike last trading price was 5.7, which was 0.00 lower than the previous day. The implied volatity was 25.32, the open interest changed by 191 which increased total open position to 1129
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 5.7, which was -0.85 lower than the previous day. The implied volatity was 25.32, the open interest changed by 206 which increased total open position to 1129
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 6.55, which was 1.80 higher than the previous day. The implied volatity was 25.63, the open interest changed by -67 which decreased total open position to 928
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 4.75, which was -2.30 lower than the previous day. The implied volatity was 27.67, the open interest changed by 127 which increased total open position to 1000
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 7.05, which was -2.75 lower than the previous day. The implied volatity was 26.02, the open interest changed by 87 which increased total open position to 875
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 9.8, which was -0.30 lower than the previous day. The implied volatity was 23.02, the open interest changed by 186 which increased total open position to 791
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 10.1, which was 0.20 higher than the previous day. The implied volatity was 24.35, the open interest changed by 194 which increased total open position to 605
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 9.9, which was 3.50 higher than the previous day. The implied volatity was 24.44, the open interest changed by 89 which increased total open position to 409
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 6.4, which was -1.10 lower than the previous day. The implied volatity was 25.08, the open interest changed by 34 which increased total open position to 313
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 7.5, which was -1.35 lower than the previous day. The implied volatity was 24.54, the open interest changed by 80 which increased total open position to 278
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 8.85, which was 0.20 higher than the previous day. The implied volatity was 24.75, the open interest changed by 86 which increased total open position to 197
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 8.65, which was -1.90 lower than the previous day. The implied volatity was 21.97, the open interest changed by 33 which increased total open position to 111
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 10.55, which was -2.05 lower than the previous day. The implied volatity was 23.42, the open interest changed by 19 which increased total open position to 79
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 12.6, which was -0.20 lower than the previous day. The implied volatity was 22.58, the open interest changed by 59 which increased total open position to 59
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 12.8, which was -27.25 lower than the previous day. The implied volatity was 22.78, the open interest changed by 6 which increased total open position to 6
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 40.05, which was 0.00 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 40.05, which was 0.00 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 40.05, which was 0.00 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 40.05, which was 0.00 lower than the previous day. The implied volatity was 4.02, 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 40.05, which was 0.00 lower than the previous day. The implied volatity was 4.36, 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 40.05, which was 0.00 lower than the previous day. The implied volatity was 5.21, 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 40.05, which was 0.00 lower than the previous day. The implied volatity was 3.38, 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 40.05, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 40.05, which was 0.00 lower than the previous day. The implied volatity was 2.96, 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 40.05, which was 40.05 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 610 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.43
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 591.50 | 23.95 | 0.00 | 29.08 | 55 | 17 | 126 |
| 11 Dec | 590.10 | 23.95 | -0.15 | 29.08 | 55 | 17 | 126 |
| 10 Dec | 591.30 | 24.1 | -9.85 | 30.19 | 25 | -5 | 108 |
| 9 Dec | 581.20 | 33.95 | 4.50 | 35.03 | 21 | 2 | 113 |
| 6 Dec | 587.40 | 29.45 | 7.65 | 33.44 | 221 | 33 | 110 |
| 5 Dec | 597.75 | 21.8 | 0.30 | 30.72 | 92 | 11 | 76 |
| 4 Dec | 595.65 | 21.5 | -2.60 | 27.71 | 201 | 24 | 64 |
| 3 Dec | 594.85 | 24.1 | -7.90 | 30.18 | 131 | -27 | 40 |
| 2 Dec | 581.60 | 32 | 2.20 | 29.87 | 31 | 15 | 67 |
| 29 Nov | 583.35 | 29.8 | 0.50 | 26.82 | 46 | 12 | 53 |
| 28 Nov | 585.80 | 29.3 | -2.20 | 28.74 | 16 | 3 | 39 |
| 27 Nov | 589.80 | 31.5 | 2.50 | 35.06 | 38 | 31 | 36 |
| 26 Nov | 591.60 | 29 | -3.15 | 32.41 | 4 | 2 | 3 |
| 25 Nov | 596.30 | 32.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 595.70 | 32.15 | 1.35 | 38.04 | 1 | 0 | 0 |
| 21 Nov | 593.90 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 591.00 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 591.00 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 579.00 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 573.90 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 560.80 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 579.25 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 576.05 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 580.65 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 625.45 | 30.8 | 0.00 | 3.11 | 0 | 0 | 0 |
| 1 Nov | 617.35 | 30.8 | 1.99 | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 610 expiring on 26DEC2024
Delta for 610 PE is -0.67
Historical price for 610 PE is as follows
On 12 Dec AUBANK was trading at 591.50. The strike last trading price was 23.95, which was 0.00 lower than the previous day. The implied volatity was 29.08, the open interest changed by 17 which increased total open position to 126
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 23.95, which was -0.15 lower than the previous day. The implied volatity was 29.08, the open interest changed by 17 which increased total open position to 126
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 24.1, which was -9.85 lower than the previous day. The implied volatity was 30.19, the open interest changed by -5 which decreased total open position to 108
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 33.95, which was 4.50 higher than the previous day. The implied volatity was 35.03, the open interest changed by 2 which increased total open position to 113
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 29.45, which was 7.65 higher than the previous day. The implied volatity was 33.44, the open interest changed by 33 which increased total open position to 110
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 21.8, which was 0.30 higher than the previous day. The implied volatity was 30.72, the open interest changed by 11 which increased total open position to 76
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 21.5, which was -2.60 lower than the previous day. The implied volatity was 27.71, the open interest changed by 24 which increased total open position to 64
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 24.1, which was -7.90 lower than the previous day. The implied volatity was 30.18, the open interest changed by -27 which decreased total open position to 40
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 32, which was 2.20 higher than the previous day. The implied volatity was 29.87, the open interest changed by 15 which increased total open position to 67
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 29.8, which was 0.50 higher than the previous day. The implied volatity was 26.82, the open interest changed by 12 which increased total open position to 53
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 29.3, which was -2.20 lower than the previous day. The implied volatity was 28.74, the open interest changed by 3 which increased total open position to 39
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 31.5, which was 2.50 higher than the previous day. The implied volatity was 35.06, the open interest changed by 31 which increased total open position to 36
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 29, which was -3.15 lower than the previous day. The implied volatity was 32.41, the open interest changed by 2 which increased total open position to 3
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 32.15, 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 22 Nov AUBANK was trading at 595.70. The strike last trading price was 32.15, which was 1.35 higher than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 0
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 30.8, 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 20 Nov AUBANK was trading at 591.00. The strike last trading price was 30.8, 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 19 Nov AUBANK was trading at 591.00. The strike last trading price was 30.8, 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 18 Nov AUBANK was trading at 579.00. The strike last trading price was 30.8, 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 14 Nov AUBANK was trading at 573.90. The strike last trading price was 30.8, 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 13 Nov AUBANK was trading at 560.80. The strike last trading price was 30.8, 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 12 Nov AUBANK was trading at 579.25. The strike last trading price was 30.8, 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 11 Nov AUBANK was trading at 576.05. The strike last trading price was 30.8, 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 8 Nov AUBANK was trading at 580.65. The strike last trading price was 30.8, 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 30.8, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 30.8, which was lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
