AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
21 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 610 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.26
Theta: -0.49
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 593.90 | 2.9 | 0.60 | 24.10 | 1,256 | 19 | 1,040 | |||
| 20 Nov | 591.00 | 2.3 | 0.00 | 24.72 | 1,991 | -5 | 1,019 | |||
| 19 Nov | 591.00 | 2.3 | 0.50 | 24.72 | 1,991 | -7 | 1,019 | |||
| 18 Nov | 579.00 | 1.8 | -0.25 | 27.46 | 636 | -36 | 1,031 | |||
| 14 Nov | 573.90 | 2.05 | -0.10 | 26.26 | 762 | -128 | 1,075 | |||
| 13 Nov | 560.80 | 2.15 | -1.85 | 31.15 | 1,111 | 58 | 1,205 | |||
| 12 Nov | 579.25 | 4 | 0.15 | 27.81 | 663 | 83 | 1,187 | |||
| 11 Nov | 576.05 | 3.85 | -2.35 | 28.47 | 831 | 106 | 1,102 | |||
| 8 Nov | 580.65 | 6.2 | -8.35 | 28.44 | 1,257 | 149 | 992 | |||
| 7 Nov | 602.30 | 14.55 | -4.05 | 28.89 | 766 | 107 | 842 | |||
| 6 Nov | 609.80 | 18.6 | -3.45 | 27.68 | 1,892 | 474 | 738 | |||
| 5 Nov | 613.80 | 22.05 | -7.60 | 29.24 | 1,161 | 61 | 267 | |||
| 4 Nov | 625.45 | 29.65 | 3.00 | 29.60 | 297 | -16 | 205 | |||
| 1 Nov | 617.35 | 26.65 | 0.50 | 30.86 | 90 | -8 | 220 | |||
| 31 Oct | 612.45 | 26.15 | 0.80 | - | 460 | 66 | 229 | |||
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| 30 Oct | 609.40 | 25.35 | -3.00 | - | 571 | 85 | 169 | |||
| 29 Oct | 621.50 | 28.35 | -0.65 | - | 74 | -13 | 86 | |||
| 28 Oct | 620.00 | 29 | -0.45 | - | 184 | 11 | 100 | |||
| 25 Oct | 604.50 | 29.45 | -108.55 | - | 288 | 89 | 89 | |||
| 24 Oct | 645.65 | 138 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 652.05 | 138 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 638.50 | 138 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 664.85 | 138 | 138.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 695.80 | 0 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 610 expiring on 28NOV2024
Delta for 610 CE is 0.25
Historical price for 610 CE is as follows
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 2.9, which was 0.60 higher than the previous day. The implied volatity was 24.10, the open interest changed by 19 which increased total open position to 1040
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 24.72, the open interest changed by -5 which decreased total open position to 1019
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 2.3, which was 0.50 higher than the previous day. The implied volatity was 24.72, the open interest changed by -7 which decreased total open position to 1019
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 27.46, the open interest changed by -36 which decreased total open position to 1031
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 2.05, which was -0.10 lower than the previous day. The implied volatity was 26.26, the open interest changed by -128 which decreased total open position to 1075
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 2.15, which was -1.85 lower than the previous day. The implied volatity was 31.15, the open interest changed by 58 which increased total open position to 1205
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 4, which was 0.15 higher than the previous day. The implied volatity was 27.81, the open interest changed by 83 which increased total open position to 1187
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 3.85, which was -2.35 lower than the previous day. The implied volatity was 28.47, the open interest changed by 106 which increased total open position to 1102
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 6.2, which was -8.35 lower than the previous day. The implied volatity was 28.44, the open interest changed by 149 which increased total open position to 992
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 14.55, which was -4.05 lower than the previous day. The implied volatity was 28.89, the open interest changed by 107 which increased total open position to 842
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 18.6, which was -3.45 lower than the previous day. The implied volatity was 27.68, the open interest changed by 474 which increased total open position to 738
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 22.05, which was -7.60 lower than the previous day. The implied volatity was 29.24, the open interest changed by 61 which increased total open position to 267
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 29.65, which was 3.00 higher than the previous day. The implied volatity was 29.60, the open interest changed by -16 which decreased total open position to 205
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 26.65, which was 0.50 higher than the previous day. The implied volatity was 30.86, the open interest changed by -8 which decreased total open position to 220
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 26.15, which was 0.80 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 25.35, 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 29 Oct AUBANK was trading at 621.50. The strike last trading price was 28.35, which was -0.65 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 29, which was -0.45 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 29.45, which was -108.55 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 138, 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 138, 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 138, 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 138, which was 138.00 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 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 610 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.29
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 593.90 | 19.4 | -8.00 | 33.29 | 101 | -51 | 340 |
| 20 Nov | 591.00 | 27.4 | 0.00 | 38.75 | 223 | 45 | 391 |
| 19 Nov | 591.00 | 27.4 | -4.20 | 38.75 | 223 | 45 | 391 |
| 18 Nov | 579.00 | 31.6 | -6.45 | 26.34 | 32 | -2 | 345 |
| 14 Nov | 573.90 | 38.05 | -10.70 | 34.34 | 53 | -12 | 348 |
| 13 Nov | 560.80 | 48.75 | 15.80 | 41.48 | 45 | -5 | 361 |
| 12 Nov | 579.25 | 32.95 | -3.35 | 29.52 | 36 | -9 | 369 |
| 11 Nov | 576.05 | 36.3 | 3.20 | 30.80 | 95 | -38 | 375 |
| 8 Nov | 580.65 | 33.1 | 13.90 | 31.56 | 332 | -62 | 414 |
| 7 Nov | 602.30 | 19.2 | 4.30 | 29.16 | 322 | -19 | 477 |
| 6 Nov | 609.80 | 14.9 | -0.10 | 28.29 | 683 | 125 | 495 |
| 5 Nov | 613.80 | 15 | 2.35 | 30.54 | 1,568 | 133 | 372 |
| 4 Nov | 625.45 | 12.65 | -3.35 | 33.02 | 347 | 16 | 238 |
| 1 Nov | 617.35 | 16 | -1.50 | 32.13 | 29 | 5 | 221 |
| 31 Oct | 612.45 | 17.5 | -5.30 | - | 351 | 124 | 216 |
| 30 Oct | 609.40 | 22.8 | 3.80 | - | 263 | 28 | 92 |
| 29 Oct | 621.50 | 19 | -3.65 | - | 137 | 23 | 72 |
| 28 Oct | 620.00 | 22.65 | -7.65 | - | 97 | 25 | 50 |
| 25 Oct | 604.50 | 30.3 | 21.65 | - | 53 | 19 | 25 |
| 24 Oct | 645.65 | 8.65 | -5.70 | - | 11 | 3 | 6 |
| 23 Oct | 652.05 | 14.35 | 9.95 | - | 3 | 1 | 1 |
| 22 Oct | 638.50 | 4.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 664.85 | 4.4 | 4.40 | - | 0 | 0 | 0 |
| 15 Oct | 695.80 | 0 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 610 expiring on 28NOV2024
Delta for 610 PE is -0.68
Historical price for 610 PE is as follows
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 19.4, which was -8.00 lower than the previous day. The implied volatity was 33.29, the open interest changed by -51 which decreased total open position to 340
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 27.4, which was 0.00 lower than the previous day. The implied volatity was 38.75, the open interest changed by 45 which increased total open position to 391
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 27.4, which was -4.20 lower than the previous day. The implied volatity was 38.75, the open interest changed by 45 which increased total open position to 391
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 31.6, which was -6.45 lower than the previous day. The implied volatity was 26.34, the open interest changed by -2 which decreased total open position to 345
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 38.05, which was -10.70 lower than the previous day. The implied volatity was 34.34, the open interest changed by -12 which decreased total open position to 348
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 48.75, which was 15.80 higher than the previous day. The implied volatity was 41.48, the open interest changed by -5 which decreased total open position to 361
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 32.95, which was -3.35 lower than the previous day. The implied volatity was 29.52, the open interest changed by -9 which decreased total open position to 369
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 36.3, which was 3.20 higher than the previous day. The implied volatity was 30.80, the open interest changed by -38 which decreased total open position to 375
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 33.1, which was 13.90 higher than the previous day. The implied volatity was 31.56, the open interest changed by -62 which decreased total open position to 414
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 19.2, which was 4.30 higher than the previous day. The implied volatity was 29.16, the open interest changed by -19 which decreased total open position to 477
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 14.9, which was -0.10 lower than the previous day. The implied volatity was 28.29, the open interest changed by 125 which increased total open position to 495
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 15, which was 2.35 higher than the previous day. The implied volatity was 30.54, the open interest changed by 133 which increased total open position to 372
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 12.65, which was -3.35 lower than the previous day. The implied volatity was 33.02, the open interest changed by 16 which increased total open position to 238
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 16, which was -1.50 lower than the previous day. The implied volatity was 32.13, the open interest changed by 5 which increased total open position to 221
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 17.5, which was -5.30 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 22.8, which was 3.80 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 19, 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 28 Oct AUBANK was trading at 620.00. The strike last trading price was 22.65, which was -7.65 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 30.3, which was 21.65 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 8.65, which was -5.70 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 14.35, which was 9.95 higher 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 4.4, 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 4.4, which was 4.40 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
