AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
20 Dec 2024 04:10 PM IST
| AUBANK 26DEC2024 630 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 537.60 | 0.25 | -0.15 | - | 158 | -51 | 403 | |||
| 19 Dec | 548.70 | 0.4 | -0.15 | 49.99 | 248 | -62 | 455 | |||
| 18 Dec | 558.35 | 0.55 | -0.15 | 44.11 | 233 | -25 | 518 | |||
| 17 Dec | 563.15 | 0.7 | -0.25 | 41.16 | 414 | -29 | 542 | |||
| 16 Dec | 578.15 | 0.95 | -0.30 | 33.89 | 267 | -12 | 573 | |||
| 13 Dec | 584.55 | 1.25 | -0.60 | 26.09 | 403 | -11 | 585 | |||
| 12 Dec | 591.05 | 1.85 | -0.55 | 26.52 | 542 | -15 | 597 | |||
| 11 Dec | 590.10 | 2.4 | -0.50 | 27.37 | 399 | 48 | 608 | |||
| 10 Dec | 591.30 | 2.9 | 0.75 | 27.59 | 446 | 21 | 565 | |||
| 9 Dec | 581.20 | 2.15 | -1.25 | 29.46 | 687 | -24 | 545 | |||
| 6 Dec | 587.40 | 3.4 | -1.25 | 27.68 | 957 | 127 | 569 | |||
| 5 Dec | 597.75 | 4.65 | -0.10 | 24.62 | 743 | 65 | 439 | |||
| 4 Dec | 595.65 | 4.75 | -0.05 | 25.23 | 798 | 52 | 377 | |||
| 3 Dec | 594.85 | 4.8 | 1.70 | 25.48 | 879 | 27 | 324 | |||
| 2 Dec | 581.60 | 3.1 | -0.55 | 26.43 | 406 | 118 | 297 | |||
| 29 Nov | 583.35 | 3.65 | -0.95 | 25.46 | 264 | 52 | 180 | |||
| 28 Nov | 585.80 | 4.6 | -0.30 | 25.91 | 206 | 52 | 127 | |||
| 27 Nov | 589.80 | 4.9 | -0.90 | 24.53 | 72 | 27 | 74 | |||
| 26 Nov | 591.60 | 5.8 | -1.40 | 25.00 | 41 | 17 | 46 | |||
| 25 Nov | 596.30 | 7.2 | -23.60 | 24.46 | 42 | 28 | 28 | |||
| 22 Nov | 595.70 | 30.8 | 0.00 | 4.53 | 0 | 0 | 0 | |||
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| 21 Nov | 593.90 | 30.8 | 0.00 | 4.62 | 0 | 0 | 0 | |||
| 20 Nov | 591.00 | 30.8 | 0.00 | 5.66 | 0 | 0 | 0 | |||
| 19 Nov | 591.00 | 30.8 | 0.00 | 5.66 | 0 | 0 | 0 | |||
| 18 Nov | 579.00 | 30.8 | 0.00 | 6.78 | 0 | 0 | 0 | |||
| 14 Nov | 573.90 | 30.8 | 0.00 | 6.52 | 0 | 0 | 0 | |||
| 13 Nov | 560.80 | 30.8 | 0.00 | 8.22 | 0 | 0 | 0 | |||
| 12 Nov | 579.25 | 30.8 | 0.00 | 5.69 | 0 | 0 | 0 | |||
| 11 Nov | 576.05 | 30.8 | 0.00 | 6.04 | 0 | 0 | 0 | |||
| 8 Nov | 580.65 | 30.8 | 0.00 | 5.08 | 0 | 0 | 0 | |||
| 4 Nov | 625.45 | 30.8 | 30.80 | - | 0 | 0 | 0 | |||
| 1 Nov | 617.35 | 0 | 0.57 | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 630 expiring on 26DEC2024
Delta for 630 CE is -
Historical price for 630 CE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -51 which decreased total open position to 403
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 49.99, the open interest changed by -62 which decreased total open position to 455
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 44.11, the open interest changed by -25 which decreased total open position to 518
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 41.16, the open interest changed by -29 which decreased total open position to 542
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 33.89, the open interest changed by -12 which decreased total open position to 573
On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 1.25, which was -0.60 lower than the previous day. The implied volatity was 26.09, the open interest changed by -11 which decreased total open position to 585
On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 26.52, the open interest changed by -15 which decreased total open position to 597
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 2.4, which was -0.50 lower than the previous day. The implied volatity was 27.37, the open interest changed by 48 which increased total open position to 608
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 2.9, which was 0.75 higher than the previous day. The implied volatity was 27.59, the open interest changed by 21 which increased total open position to 565
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 2.15, which was -1.25 lower than the previous day. The implied volatity was 29.46, the open interest changed by -24 which decreased total open position to 545
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 3.4, which was -1.25 lower than the previous day. The implied volatity was 27.68, the open interest changed by 127 which increased total open position to 569
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 4.65, which was -0.10 lower than the previous day. The implied volatity was 24.62, the open interest changed by 65 which increased total open position to 439
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 4.75, which was -0.05 lower than the previous day. The implied volatity was 25.23, the open interest changed by 52 which increased total open position to 377
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 4.8, which was 1.70 higher than the previous day. The implied volatity was 25.48, the open interest changed by 27 which increased total open position to 324
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 3.1, which was -0.55 lower than the previous day. The implied volatity was 26.43, the open interest changed by 118 which increased total open position to 297
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 3.65, which was -0.95 lower than the previous day. The implied volatity was 25.46, the open interest changed by 52 which increased total open position to 180
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 4.6, which was -0.30 lower than the previous day. The implied volatity was 25.91, the open interest changed by 52 which increased total open position to 127
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 4.9, which was -0.90 lower than the previous day. The implied volatity was 24.53, the open interest changed by 27 which increased total open position to 74
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 5.8, which was -1.40 lower than the previous day. The implied volatity was 25.00, the open interest changed by 17 which increased total open position to 46
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 7.2, which was -23.60 lower than the previous day. The implied volatity was 24.46, the open interest changed by 28 which increased total open position to 28
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 30.8, which was 0.00 lower than the previous day. The implied volatity was 4.53, 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 4.62, 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 30.8, which was 0.00 lower than the previous day. The implied volatity was 5.66, 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 5.66, 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 6.78, 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 6.52, 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 8.22, 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 5.69, 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 6.04, 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 5.08, 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 30.80 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 0.57, the open interest changed by 0 which decreased total open position to 0
| AUBANK 26DEC2024 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 537.60 | 79.45 | -1.05 | - | 6 | 0 | 31 |
| 19 Dec | 548.70 | 80.5 | 13.00 | 62.45 | 4 | 0 | 33 |
| 18 Dec | 558.35 | 67.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 17 Dec | 563.15 | 67.5 | 16.75 | 52.35 | 8 | 1 | 35 |
| 16 Dec | 578.15 | 50.75 | 3.05 | - | 4 | 3 | 35 |
| 13 Dec | 584.55 | 47.7 | 4.70 | 48.42 | 6 | 3 | 33 |
| 12 Dec | 591.05 | 43 | -0.05 | 39.42 | 12 | 3 | 30 |
| 11 Dec | 590.10 | 43.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 591.30 | 43.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 581.20 | 43.05 | -2.85 | - | 1 | 0 | 27 |
| 6 Dec | 587.40 | 45.9 | 10.60 | 37.58 | 13 | 1 | 28 |
| 5 Dec | 597.75 | 35.3 | -1.20 | 31.29 | 6 | 1 | 26 |
| 4 Dec | 595.65 | 36.5 | -3.70 | 30.34 | 3 | 0 | 26 |
| 3 Dec | 594.85 | 40.2 | -10.80 | 35.03 | 15 | 5 | 25 |
| 2 Dec | 581.60 | 51 | 8.00 | 38.09 | 6 | 2 | 18 |
| 29 Nov | 583.35 | 43 | -1.90 | 21.42 | 2 | 1 | 17 |
| 28 Nov | 585.80 | 44.9 | 0.90 | 30.87 | 16 | 11 | 15 |
| 27 Nov | 589.80 | 44 | 2.65 | 33.47 | 6 | 4 | 4 |
| 26 Nov | 591.60 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 596.30 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 595.70 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 593.90 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 591.00 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 591.00 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 579.00 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 573.90 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 560.80 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 579.25 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 576.05 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 580.65 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 625.45 | 41.35 | 41.35 | 0.57 | 0 | 0 | 0 |
| 1 Nov | 617.35 | 0 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 630 expiring on 26DEC2024
Delta for 630 PE is -
Historical price for 630 PE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 79.45, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 80.5, which was 13.00 higher than the previous day. The implied volatity was 62.45, the open interest changed by 0 which decreased total open position to 33
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 67.5, 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 17 Dec AUBANK was trading at 563.15. The strike last trading price was 67.5, which was 16.75 higher than the previous day. The implied volatity was 52.35, the open interest changed by 1 which increased total open position to 35
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 50.75, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 35
On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 47.7, which was 4.70 higher than the previous day. The implied volatity was 48.42, the open interest changed by 3 which increased total open position to 33
On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 43, which was -0.05 lower than the previous day. The implied volatity was 39.42, the open interest changed by 3 which increased total open position to 30
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 43.05, 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 10 Dec AUBANK was trading at 591.30. The strike last trading price was 43.05, 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 9 Dec AUBANK was trading at 581.20. The strike last trading price was 43.05, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 45.9, which was 10.60 higher than the previous day. The implied volatity was 37.58, the open interest changed by 1 which increased total open position to 28
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 35.3, which was -1.20 lower than the previous day. The implied volatity was 31.29, the open interest changed by 1 which increased total open position to 26
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 36.5, which was -3.70 lower than the previous day. The implied volatity was 30.34, the open interest changed by 0 which decreased total open position to 26
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 40.2, which was -10.80 lower than the previous day. The implied volatity was 35.03, the open interest changed by 5 which increased total open position to 25
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 51, which was 8.00 higher than the previous day. The implied volatity was 38.09, the open interest changed by 2 which increased total open position to 18
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 43, which was -1.90 lower than the previous day. The implied volatity was 21.42, the open interest changed by 1 which increased total open position to 17
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 44.9, which was 0.90 higher than the previous day. The implied volatity was 30.87, the open interest changed by 11 which increased total open position to 15
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 44, which was 2.65 higher than the previous day. The implied volatity was 33.47, the open interest changed by 4 which increased total open position to 4
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 41.35, 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 25 Nov AUBANK was trading at 596.30. The strike last trading price was 41.35, 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 22 Nov AUBANK was trading at 595.70. The strike last trading price was 41.35, 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 21 Nov AUBANK was trading at 593.90. The strike last trading price was 41.35, 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 41.35, 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 41.35, 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 41.35, 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 41.35, 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 41.35, 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 41.35, 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 41.35, 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 41.35, 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 41.35, which was 41.35 higher than the previous day. The implied volatity was 0.57, 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
