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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 620 CE
Delta: 0.23
Vega: 0.35
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 593.45 3.9 0.25 26.09 36 5 1,141
11 Dec 590.10 3.65 -0.80 26.17 745 125 1,136
10 Dec 591.30 4.45 1.25 26.81 1,178 -88 1,012
9 Dec 581.20 3.2 -1.65 28.55 1,391 169 1,097
6 Dec 587.40 4.85 -1.95 26.70 1,857 257 928
5 Dec 597.75 6.8 -0.20 23.83 1,133 -48 668
4 Dec 595.65 7 0.05 24.78 1,913 43 720
3 Dec 594.85 6.95 2.45 24.95 2,489 255 676
2 Dec 581.60 4.5 -0.80 25.82 499 62 405
29 Nov 583.35 5.3 -1.40 25.06 606 71 343
28 Nov 585.80 6.7 0.15 25.87 407 42 253
27 Nov 589.80 6.55 -1.50 23.39 197 61 211
26 Nov 591.60 8.05 -1.45 24.56 149 33 148
25 Nov 596.30 9.5 -0.65 23.48 214 89 115
22 Nov 595.70 10.15 1.60 24.18 75 26 52
21 Nov 593.90 8.55 0.80 21.95 17 8 25
20 Nov 591.00 7.75 0.00 23.49 24 17 17
19 Nov 591.00 7.75 -128.80 23.49 24 17 17
18 Nov 579.00 136.55 0.00 5.44 0 0 0
14 Nov 573.90 136.55 0.00 5.30 0 0 0
13 Nov 560.80 136.55 0.00 7.02 0 0 0
12 Nov 579.25 136.55 0.00 4.37 0 0 0
11 Nov 576.05 136.55 0.00 4.87 0 0 0
8 Nov 580.65 136.55 0.00 3.96 0 0 0
4 Nov 625.45 136.55 0.00 - 0 0 0
1 Nov 617.35 136.55 0.00 - 0 0 0
31 Oct 612.45 136.55 0.00 - 0 0 0
30 Oct 609.40 136.55 0.00 - 0 0 0
29 Oct 621.50 136.55 136.55 - 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
14 Oct 701.00 0 0.00 - 0 0 0
11 Oct 690.40 0 0.00 - 0 0 0
10 Oct 699.95 0 0.00 - 0 0 0
9 Oct 705.30 0 0.00 - 0 0 0
4 Oct 718.95 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 620 expiring on 26DEC2024

Delta for 620 CE is 0.23

Historical price for 620 CE is as follows

On 12 Dec AUBANK was trading at 593.45. The strike last trading price was 3.9, which was 0.25 higher than the previous day. The implied volatity was 26.09, the open interest changed by 5 which increased total open position to 1141


On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 3.65, which was -0.80 lower than the previous day. The implied volatity was 26.17, the open interest changed by 125 which increased total open position to 1136


On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 4.45, which was 1.25 higher than the previous day. The implied volatity was 26.81, the open interest changed by -88 which decreased total open position to 1012


On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 3.2, which was -1.65 lower than the previous day. The implied volatity was 28.55, the open interest changed by 169 which increased total open position to 1097


On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 4.85, which was -1.95 lower than the previous day. The implied volatity was 26.70, the open interest changed by 257 which increased total open position to 928


On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 6.8, which was -0.20 lower than the previous day. The implied volatity was 23.83, the open interest changed by -48 which decreased total open position to 668


On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 7, which was 0.05 higher than the previous day. The implied volatity was 24.78, the open interest changed by 43 which increased total open position to 720


On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 6.95, which was 2.45 higher than the previous day. The implied volatity was 24.95, the open interest changed by 255 which increased total open position to 676


On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 4.5, which was -0.80 lower than the previous day. The implied volatity was 25.82, the open interest changed by 62 which increased total open position to 405


On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 5.3, which was -1.40 lower than the previous day. The implied volatity was 25.06, the open interest changed by 71 which increased total open position to 343


On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 6.7, which was 0.15 higher than the previous day. The implied volatity was 25.87, the open interest changed by 42 which increased total open position to 253


On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 6.55, which was -1.50 lower than the previous day. The implied volatity was 23.39, the open interest changed by 61 which increased total open position to 211


On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 8.05, which was -1.45 lower than the previous day. The implied volatity was 24.56, the open interest changed by 33 which increased total open position to 148


On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 9.5, which was -0.65 lower than the previous day. The implied volatity was 23.48, the open interest changed by 89 which increased total open position to 115


On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 10.15, which was 1.60 higher than the previous day. The implied volatity was 24.18, the open interest changed by 26 which increased total open position to 52


On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 8.55, which was 0.80 higher than the previous day. The implied volatity was 21.95, the open interest changed by 8 which increased total open position to 25


On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 7.75, which was 0.00 lower than the previous day. The implied volatity was 23.49, the open interest changed by 17 which increased total open position to 17


On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 7.75, which was -128.80 lower than the previous day. The implied volatity was 23.49, the open interest changed by 17 which increased total open position to 17


On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 136.55, which was 0.00 lower than the previous day. The implied volatity was 5.44, 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 136.55, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 136.55, which was 0.00 lower than the previous day. The implied volatity was 7.02, 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 136.55, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 136.55, which was 0.00 lower than the previous day. The implied volatity was 4.87, 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 136.55, which was 0.00 lower than the previous day. The implied volatity was 3.96, 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 136.55, 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 136.55, 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 31 Oct AUBANK was trading at 612.45. The strike last trading price was 136.55, 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 136.55, 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 136.55, which was 136.55 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 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 14 Oct AUBANK was trading at 701.00. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct AUBANK was trading at 705.30. 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 4 Oct AUBANK was trading at 718.95. 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 620 PE
Delta: -0.71
Vega: 0.40
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 593.45 31.25 -2.80 34.19 2 0 85
11 Dec 590.10 34.05 0.00 0.00 0 -1 0
10 Dec 591.30 34.05 -4.35 36.92 1 0 86
9 Dec 581.20 38.4 1.00 25.51 10 0 86
6 Dec 587.40 37.4 9.80 35.41 17 -3 85
5 Dec 597.75 27.6 -1.55 29.95 16 1 87
4 Dec 595.65 29.15 -1.85 29.93 23 16 86
3 Dec 594.85 31 -7.90 30.99 24 1 70
2 Dec 581.60 38.9 0.00 0.00 0 2 0
29 Nov 583.35 38.9 0.90 30.26 2 1 68
28 Nov 585.80 38 -1.05 30.81 1 0 66
27 Nov 589.80 39.05 1.20 36.87 13 5 63
26 Nov 591.60 37.85 2.85 36.31 1 0 57
25 Nov 596.30 35 -0.55 36.56 52 56 56
22 Nov 595.70 35.55 26.15 34.47 7 5 5
21 Nov 593.90 9.4 0.00 - 0 0 0
20 Nov 591.00 9.4 0.00 - 0 0 0
19 Nov 591.00 9.4 0.00 - 0 0 0
18 Nov 579.00 9.4 0.00 - 0 0 0
14 Nov 573.90 9.4 0.00 - 0 0 0
13 Nov 560.80 9.4 0.00 - 0 0 0
12 Nov 579.25 9.4 0.00 - 0 0 0
11 Nov 576.05 9.4 0.00 - 0 0 0
8 Nov 580.65 9.4 0.00 - 0 0 0
4 Nov 625.45 9.4 0.00 1.82 0 0 0
1 Nov 617.35 9.4 0.00 0.82 0 0 0
31 Oct 612.45 9.4 0.00 - 0 0 0
30 Oct 609.40 9.4 0.00 - 0 0 0
29 Oct 621.50 9.4 0.00 - 0 0 0
28 Oct 620.00 9.4 0.00 - 0 0 0
25 Oct 604.50 9.4 0.00 - 0 0 0
24 Oct 645.65 9.4 9.40 - 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
14 Oct 701.00 0 0.00 - 0 0 0
11 Oct 690.40 0 0.00 - 0 0 0
10 Oct 699.95 0 0.00 - 0 0 0
9 Oct 705.30 0 0.00 - 0 0 0
4 Oct 718.95 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 620 expiring on 26DEC2024

Delta for 620 PE is -0.71

Historical price for 620 PE is as follows

On 12 Dec AUBANK was trading at 593.45. The strike last trading price was 31.25, which was -2.80 lower than the previous day. The implied volatity was 34.19, the open interest changed by 0 which decreased total open position to 85


On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 34.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 34.05, which was -4.35 lower than the previous day. The implied volatity was 36.92, the open interest changed by 0 which decreased total open position to 86


On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 38.4, which was 1.00 higher than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 86


On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 37.4, which was 9.80 higher than the previous day. The implied volatity was 35.41, the open interest changed by -3 which decreased total open position to 85


On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 27.6, which was -1.55 lower than the previous day. The implied volatity was 29.95, the open interest changed by 1 which increased total open position to 87


On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 29.15, which was -1.85 lower than the previous day. The implied volatity was 29.93, the open interest changed by 16 which increased total open position to 86


On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 31, which was -7.90 lower than the previous day. The implied volatity was 30.99, the open interest changed by 1 which increased total open position to 70


On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 38.9, 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 29 Nov AUBANK was trading at 583.35. The strike last trading price was 38.9, which was 0.90 higher than the previous day. The implied volatity was 30.26, the open interest changed by 1 which increased total open position to 68


On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 38, which was -1.05 lower than the previous day. The implied volatity was 30.81, the open interest changed by 0 which decreased total open position to 66


On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 39.05, which was 1.20 higher than the previous day. The implied volatity was 36.87, the open interest changed by 5 which increased total open position to 63


On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 37.85, which was 2.85 higher than the previous day. The implied volatity was 36.31, the open interest changed by 0 which decreased total open position to 57


On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 35, which was -0.55 lower than the previous day. The implied volatity was 36.56, the open interest changed by 56 which increased total open position to 56


On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 35.55, which was 26.15 higher than the previous day. The implied volatity was 34.47, the open interest changed by 5 which increased total open position to 5


On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 0.82, 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 9.4, 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 30 Oct AUBANK was trading at 609.40. The strike last trading price was 9.4, 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 29 Oct AUBANK was trading at 621.50. The strike last trading price was 9.4, 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 28 Oct AUBANK was trading at 620.00. The strike last trading price was 9.4, 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 25 Oct AUBANK was trading at 604.50. The strike last trading price was 9.4, 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 24 Oct AUBANK was trading at 645.65. The strike last trading price was 9.4, which was 9.40 higher 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 14 Oct AUBANK was trading at 701.00. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct AUBANK was trading at 705.30. 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 4 Oct AUBANK was trading at 718.95. 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