AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.20
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 573.90 | 1.45 | -0.15 | 28.38 | 592 | -46 | 1,702 | |||
| 13 Nov | 560.80 | 1.6 | -1.25 | 33.09 | 1,041 | 29 | 1,749 | |||
| 12 Nov | 579.25 | 2.85 | 0.10 | 29.44 | 912 | 61 | 1,720 | |||
| 11 Nov | 576.05 | 2.75 | -1.55 | 29.93 | 1,142 | 252 | 1,657 | |||
| 8 Nov | 580.65 | 4.3 | -6.35 | 29.00 | 1,359 | 160 | 1,406 | |||
| 7 Nov | 602.30 | 10.65 | -3.20 | 28.99 | 797 | 149 | 1,244 | |||
| 6 Nov | 609.80 | 13.85 | -2.95 | 27.68 | 1,435 | 316 | 1,092 | |||
| 5 Nov | 613.80 | 16.8 | -7.15 | 28.96 | 1,813 | 282 | 787 | |||
| 4 Nov | 625.45 | 23.95 | 2.65 | 30.06 | 2,026 | 50 | 504 | |||
| 1 Nov | 617.35 | 21.3 | 0.00 | 30.78 | 140 | 9 | 453 | |||
| 31 Oct | 612.45 | 21.3 | 0.50 | - | 781 | 104 | 448 | |||
| 30 Oct | 609.40 | 20.8 | -2.20 | - | 752 | 106 | 343 | |||
| 29 Oct | 621.50 | 23 | -0.70 | - | 372 | 39 | 237 | |||
| 28 Oct | 620.00 | 23.7 | 1.40 | - | 592 | 101 | 199 | |||
| 25 Oct | 604.50 | 22.3 | -15.90 | - | 234 | 97 | 98 | |||
| 24 Oct | 645.65 | 38.2 | -11.75 | - | 2 | 1 | 2 | |||
| 23 Oct | 652.05 | 49.95 | -12.30 | - | 1 | 0 | 0 | |||
| 22 Oct | 638.50 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 664.85 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 695.80 | 62.25 | 62.25 | - | 0 | 0 | 0 | |||
| 17 Sept | 719.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Sept | 718.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 718.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 703.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 702.90 | 0 | 0.00 | - | 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 620 expiring on 28NOV2024
Delta for 620 CE is 0.10
Historical price for 620 CE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 28.38, the open interest changed by -46 which decreased total open position to 1702
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 1.6, which was -1.25 lower than the previous day. The implied volatity was 33.09, the open interest changed by 29 which increased total open position to 1749
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 2.85, which was 0.10 higher than the previous day. The implied volatity was 29.44, the open interest changed by 61 which increased total open position to 1720
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 2.75, which was -1.55 lower than the previous day. The implied volatity was 29.93, the open interest changed by 252 which increased total open position to 1657
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 4.3, which was -6.35 lower than the previous day. The implied volatity was 29.00, the open interest changed by 160 which increased total open position to 1406
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 10.65, which was -3.20 lower than the previous day. The implied volatity was 28.99, the open interest changed by 149 which increased total open position to 1244
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 13.85, which was -2.95 lower than the previous day. The implied volatity was 27.68, the open interest changed by 316 which increased total open position to 1092
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 16.8, which was -7.15 lower than the previous day. The implied volatity was 28.96, the open interest changed by 282 which increased total open position to 787
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 23.95, which was 2.65 higher than the previous day. The implied volatity was 30.06, the open interest changed by 50 which increased total open position to 504
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 21.3, which was 0.00 lower than the previous day. The implied volatity was 30.78, the open interest changed by 9 which increased total open position to 453
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 21.3, which was 0.50 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 20.8, which was -2.20 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 23, which was -0.70 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 23.7, which was 1.40 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 22.3, which was -15.90 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 38.2, which was -11.75 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 49.95, which was -12.30 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 62.25, 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 62.25, 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 62.25, which was 62.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept AUBANK was trading at 719.45. 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 16 Sept AUBANK was trading at 718.95. 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 10 Sept AUBANK was trading at 718.20. 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 6 Sept AUBANK was trading at 703.00. 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 5 Sept AUBANK was trading at 702.90. 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 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 620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.31
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 573.90 | 48.3 | -7.20 | 40.94 | 8 | -7 | 469 |
| 13 Nov | 560.80 | 55.5 | 13.80 | 34.32 | 43 | -15 | 476 |
| 12 Nov | 579.25 | 41.7 | -3.55 | 31.31 | 30 | -14 | 498 |
| 11 Nov | 576.05 | 45.25 | 4.40 | 33.01 | 32 | -6 | 512 |
| 8 Nov | 580.65 | 40.85 | 15.85 | 31.88 | 101 | -34 | 518 |
| 7 Nov | 602.30 | 25 | 4.85 | 28.82 | 141 | 6 | 552 |
| 6 Nov | 609.80 | 20.15 | 0.30 | 28.39 | 339 | 68 | 549 |
| 5 Nov | 613.80 | 19.85 | 3.65 | 30.49 | 538 | -24 | 482 |
| 4 Nov | 625.45 | 16.2 | -4.30 | 32.17 | 966 | 193 | 504 |
| 1 Nov | 617.35 | 20.5 | -1.80 | 31.90 | 45 | 36 | 310 |
| 31 Oct | 612.45 | 22.3 | -5.95 | - | 215 | 58 | 273 |
| 30 Oct | 609.40 | 28.25 | 4.65 | - | 157 | 30 | 217 |
| 29 Oct | 621.50 | 23.6 | -4.40 | - | 179 | 56 | 188 |
| 28 Oct | 620.00 | 28 | -7.45 | - | 115 | 54 | 131 |
| 25 Oct | 604.50 | 35.45 | 23.25 | - | 101 | 39 | 77 |
| 24 Oct | 645.65 | 12.2 | -3.30 | - | 86 | 23 | 39 |
| 23 Oct | 652.05 | 15.5 | -15.25 | - | 29 | 15 | 15 |
| 22 Oct | 638.50 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 664.85 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 695.80 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 719.45 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 718.95 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 718.20 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 703.00 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 702.90 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 674.25 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 680.80 | 30.75 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 620 expiring on 28NOV2024
Delta for 620 PE is -0.81
Historical price for 620 PE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 48.3, which was -7.20 lower than the previous day. The implied volatity was 40.94, the open interest changed by -7 which decreased total open position to 469
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 55.5, which was 13.80 higher than the previous day. The implied volatity was 34.32, the open interest changed by -15 which decreased total open position to 476
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 41.7, which was -3.55 lower than the previous day. The implied volatity was 31.31, the open interest changed by -14 which decreased total open position to 498
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 45.25, which was 4.40 higher than the previous day. The implied volatity was 33.01, the open interest changed by -6 which decreased total open position to 512
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 40.85, which was 15.85 higher than the previous day. The implied volatity was 31.88, the open interest changed by -34 which decreased total open position to 518
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 25, which was 4.85 higher than the previous day. The implied volatity was 28.82, the open interest changed by 6 which increased total open position to 552
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 20.15, which was 0.30 higher than the previous day. The implied volatity was 28.39, the open interest changed by 68 which increased total open position to 549
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 19.85, which was 3.65 higher than the previous day. The implied volatity was 30.49, the open interest changed by -24 which decreased total open position to 482
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 16.2, which was -4.30 lower than the previous day. The implied volatity was 32.17, the open interest changed by 193 which increased total open position to 504
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 20.5, which was -1.80 lower than the previous day. The implied volatity was 31.90, the open interest changed by 36 which increased total open position to 310
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 22.3, which was -5.95 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 28.25, which was 4.65 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 23.6, which was -4.40 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 28, which was -7.45 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 35.45, which was 23.25 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 12.2, which was -3.30 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 15.5, which was -15.25 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 30.75, 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 30.75, 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 30.75, 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 Sept AUBANK was trading at 719.45. The strike last trading price was 30.75, 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 Sept AUBANK was trading at 718.95. The strike last trading price was 30.75, 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 Sept AUBANK was trading at 718.20. The strike last trading price was 30.75, 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 6 Sept AUBANK was trading at 703.00. The strike last trading price was 30.75, 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 5 Sept AUBANK was trading at 702.90. The strike last trading price was 30.75, 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 3 Sept AUBANK was trading at 674.25. The strike last trading price was 30.75, 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 30.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
