AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.16
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 573.90 | 1.15 | -0.05 | 31.05 | 349 | 4 | 793 | |||
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| 13 Nov | 560.80 | 1.2 | -0.80 | 34.89 | 936 | -51 | 787 | |||
| 12 Nov | 579.25 | 2 | -0.05 | 30.79 | 538 | 30 | 832 | |||
| 11 Nov | 576.05 | 2.05 | -1.10 | 31.64 | 643 | 36 | 802 | |||
| 8 Nov | 580.65 | 3.15 | -4.35 | 30.21 | 788 | 106 | 767 | |||
| 7 Nov | 602.30 | 7.5 | -2.55 | 28.93 | 458 | 79 | 661 | |||
| 6 Nov | 609.80 | 10.05 | -2.65 | 27.72 | 753 | 128 | 579 | |||
| 5 Nov | 613.80 | 12.7 | -5.80 | 29.14 | 994 | 89 | 452 | |||
| 4 Nov | 625.45 | 18.5 | 2.45 | 29.60 | 1,558 | 166 | 366 | |||
| 1 Nov | 617.35 | 16.05 | -0.65 | 29.70 | 43 | 5 | 201 | |||
| 31 Oct | 612.45 | 16.7 | 0.10 | - | 311 | 33 | 195 | |||
| 30 Oct | 609.40 | 16.6 | -2.50 | - | 319 | 62 | 163 | |||
| 29 Oct | 621.50 | 19.1 | 0.05 | - | 94 | 30 | 100 | |||
| 28 Oct | 620.00 | 19.05 | 0.70 | - | 221 | 10 | 69 | |||
| 25 Oct | 604.50 | 18.35 | -102.45 | - | 169 | 59 | 59 | |||
| 24 Oct | 645.65 | 120.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 652.05 | 120.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 638.50 | 120.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 664.85 | 120.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 695.80 | 120.8 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 630 expiring on 28NOV2024
Delta for 630 CE is 0.08
Historical price for 630 CE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 31.05, the open interest changed by 4 which increased total open position to 793
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 1.2, which was -0.80 lower than the previous day. The implied volatity was 34.89, the open interest changed by -51 which decreased total open position to 787
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 30.79, the open interest changed by 30 which increased total open position to 832
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 2.05, which was -1.10 lower than the previous day. The implied volatity was 31.64, the open interest changed by 36 which increased total open position to 802
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 3.15, which was -4.35 lower than the previous day. The implied volatity was 30.21, the open interest changed by 106 which increased total open position to 767
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 7.5, which was -2.55 lower than the previous day. The implied volatity was 28.93, the open interest changed by 79 which increased total open position to 661
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 10.05, which was -2.65 lower than the previous day. The implied volatity was 27.72, the open interest changed by 128 which increased total open position to 579
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 12.7, which was -5.80 lower than the previous day. The implied volatity was 29.14, the open interest changed by 89 which increased total open position to 452
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 18.5, which was 2.45 higher than the previous day. The implied volatity was 29.60, the open interest changed by 166 which increased total open position to 366
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 16.05, which was -0.65 lower than the previous day. The implied volatity was 29.70, the open interest changed by 5 which increased total open position to 201
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 16.7, which was 0.10 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 16.6, which was -2.50 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 19.1, which was 0.05 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 19.05, which was 0.70 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 18.35, which was -102.45 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 120.8, 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 120.8, 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 120.8, 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 120.8, 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 120.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUBANK 28NOV2024 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0.37
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 573.90 | 64.6 | -4.60 | 65.35 | 20 | -4 | 129 |
| 13 Nov | 560.80 | 69.2 | 16.25 | 53.73 | 4 | -2 | 134 |
| 12 Nov | 579.25 | 52.95 | -1.35 | 40.42 | 2 | 0 | 136 |
| 11 Nov | 576.05 | 54.3 | 4.95 | 34.53 | 59 | -18 | 139 |
| 8 Nov | 580.65 | 49.35 | 16.95 | 32.73 | 20 | 3 | 156 |
| 7 Nov | 602.30 | 32.4 | 5.80 | 29.93 | 78 | 2 | 153 |
| 6 Nov | 609.80 | 26.6 | 0.85 | 29.02 | 52 | -4 | 151 |
| 5 Nov | 613.80 | 25.75 | 5.40 | 30.82 | 207 | -13 | 155 |
| 4 Nov | 625.45 | 20.35 | -5.40 | 31.13 | 483 | 102 | 165 |
| 1 Nov | 617.35 | 25.75 | -2.15 | 31.69 | 1 | 0 | 62 |
| 31 Oct | 612.45 | 27.9 | -6.55 | - | 29 | 15 | 62 |
| 30 Oct | 609.40 | 34.45 | 1.35 | - | 68 | 32 | 48 |
| 29 Oct | 621.50 | 33.1 | -0.10 | - | 4 | -2 | 15 |
| 28 Oct | 620.00 | 33.2 | -6.05 | - | 17 | 1 | 18 |
| 25 Oct | 604.50 | 39.25 | 23.30 | - | 11 | 9 | 17 |
| 24 Oct | 645.65 | 15.95 | 9.00 | - | 22 | 7 | 7 |
| 23 Oct | 652.05 | 6.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 638.50 | 6.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 664.85 | 6.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 695.80 | 6.95 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 630 expiring on 28NOV2024
Delta for 630 PE is -0.74
Historical price for 630 PE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 64.6, which was -4.60 lower than the previous day. The implied volatity was 65.35, the open interest changed by -4 which decreased total open position to 129
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 69.2, which was 16.25 higher than the previous day. The implied volatity was 53.73, the open interest changed by -2 which decreased total open position to 134
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 52.95, which was -1.35 lower than the previous day. The implied volatity was 40.42, the open interest changed by 0 which decreased total open position to 136
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 54.3, which was 4.95 higher than the previous day. The implied volatity was 34.53, the open interest changed by -18 which decreased total open position to 139
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 49.35, which was 16.95 higher than the previous day. The implied volatity was 32.73, the open interest changed by 3 which increased total open position to 156
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 32.4, which was 5.80 higher than the previous day. The implied volatity was 29.93, the open interest changed by 2 which increased total open position to 153
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 26.6, which was 0.85 higher than the previous day. The implied volatity was 29.02, the open interest changed by -4 which decreased total open position to 151
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 25.75, which was 5.40 higher than the previous day. The implied volatity was 30.82, the open interest changed by -13 which decreased total open position to 155
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 20.35, which was -5.40 lower than the previous day. The implied volatity was 31.13, the open interest changed by 102 which increased total open position to 165
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 25.75, which was -2.15 lower than the previous day. The implied volatity was 31.69, the open interest changed by 0 which decreased total open position to 62
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 27.9, which was -6.55 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 34.45, which was 1.35 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 33.1, which was -0.10 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 33.2, which was -6.05 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 39.25, which was 23.30 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 15.95, which was 9.00 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 6.95, 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 6.95, 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 6.95, 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 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
