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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 640 CE
Delta: 0.10
Vega: 0.21
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 593.45 1.6 -0.05 28.22 9 0 419
11 Dec 590.10 1.65 -0.30 28.86 289 -9 419
10 Dec 591.30 1.95 0.40 28.70 229 53 429
9 Dec 581.20 1.55 -0.85 30.89 294 38 376
6 Dec 587.40 2.4 -0.80 28.69 693 6 346
5 Dec 597.75 3.2 0.00 25.53 426 88 340
4 Dec 595.65 3.2 -0.10 25.78 475 28 249
3 Dec 594.85 3.3 1.10 26.10 636 -15 222
2 Dec 581.60 2.2 -0.40 27.32 238 11 237
29 Nov 583.35 2.6 -0.75 26.22 408 80 226
28 Nov 585.80 3.35 -0.25 26.67 161 42 146
27 Nov 589.80 3.6 0.00 25.42 84 30 103
26 Nov 591.60 3.6 -1.55 24.22 13 1 73
25 Nov 596.30 5.15 -0.45 24.80 98 26 70
22 Nov 595.70 5.6 0.60 25.14 11 7 51
21 Nov 593.90 5 0.00 24.04 15 14 43
20 Nov 591.00 5 0.00 26.09 36 -1 29
19 Nov 591.00 5 0.90 26.09 36 -1 29
18 Nov 579.00 4.1 0.10 27.15 6 0 30
14 Nov 573.90 4 0.00 0.00 0 27 0
13 Nov 560.80 4 -3.00 29.82 32 1 4
12 Nov 579.25 7 0.00 29.97 1 0 2
11 Nov 576.05 7 -113.75 30.89 2 0 0
8 Nov 580.65 120.75 0.00 6.18 0 0 0
4 Nov 625.45 120.75 0.00 0.78 0 0 0
1 Nov 617.35 120.75 0.00 1.73 0 0 0
31 Oct 612.45 120.75 0.00 - 0 0 0
30 Oct 609.40 120.75 0.00 - 0 0 0
29 Oct 621.50 120.75 120.75 - 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
8 Oct 727.35 0 0.00 - 0 0 0
7 Oct 733.00 0 0.00 - 0 0 0
4 Oct 718.95 0 0.00 - 0 0 0
3 Oct 731.70 0 0.00 - 0 0 0
1 Oct 732.70 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 640 expiring on 26DEC2024

Delta for 640 CE is 0.10

Historical price for 640 CE is as follows

On 12 Dec AUBANK was trading at 593.45. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 28.22, the open interest changed by 0 which decreased total open position to 419


On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 28.86, the open interest changed by -9 which decreased total open position to 419


On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 1.95, which was 0.40 higher than the previous day. The implied volatity was 28.70, the open interest changed by 53 which increased total open position to 429


On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 1.55, which was -0.85 lower than the previous day. The implied volatity was 30.89, the open interest changed by 38 which increased total open position to 376


On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 2.4, which was -0.80 lower than the previous day. The implied volatity was 28.69, the open interest changed by 6 which increased total open position to 346


On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 25.53, the open interest changed by 88 which increased total open position to 340


On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 3.2, which was -0.10 lower than the previous day. The implied volatity was 25.78, the open interest changed by 28 which increased total open position to 249


On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 3.3, which was 1.10 higher than the previous day. The implied volatity was 26.10, the open interest changed by -15 which decreased total open position to 222


On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 2.2, which was -0.40 lower than the previous day. The implied volatity was 27.32, the open interest changed by 11 which increased total open position to 237


On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 2.6, which was -0.75 lower than the previous day. The implied volatity was 26.22, the open interest changed by 80 which increased total open position to 226


On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 3.35, which was -0.25 lower than the previous day. The implied volatity was 26.67, the open interest changed by 42 which increased total open position to 146


On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 25.42, the open interest changed by 30 which increased total open position to 103


On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 3.6, which was -1.55 lower than the previous day. The implied volatity was 24.22, the open interest changed by 1 which increased total open position to 73


On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 5.15, which was -0.45 lower than the previous day. The implied volatity was 24.80, the open interest changed by 26 which increased total open position to 70


On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 5.6, which was 0.60 higher than the previous day. The implied volatity was 25.14, the open interest changed by 7 which increased total open position to 51


On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 24.04, the open interest changed by 14 which increased total open position to 43


On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 26.09, the open interest changed by -1 which decreased total open position to 29


On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 5, which was 0.90 higher than the previous day. The implied volatity was 26.09, the open interest changed by -1 which decreased total open position to 29


On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 4.1, which was 0.10 higher than the previous day. The implied volatity was 27.15, the open interest changed by 0 which decreased total open position to 30


On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 4, which was -3.00 lower than the previous day. The implied volatity was 29.82, the open interest changed by 1 which increased total open position to 4


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 29.97, the open interest changed by 0 which decreased total open position to 2


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 7, which was -113.75 lower than the previous day. The implied volatity was 30.89, 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 120.75, which was 0.00 lower than the previous day. The implied volatity was 6.18, 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 120.75, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 120.75, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 120.75, 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 30 Oct AUBANK was trading at 609.40. The strike last trading price was 120.75, 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 29 Oct AUBANK was trading at 621.50. The strike last trading price was 120.75, which was 120.75 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 8 Oct AUBANK was trading at 727.35. 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 7 Oct AUBANK was trading at 733.00. 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 4 Oct 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 3 Oct AUBANK was trading at 731.70. 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 1 Oct AUBANK was trading at 732.70. 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 640 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 593.45 56.1 0.00 0.00 0 0 0
11 Dec 590.10 56.1 0.00 0.00 0 0 0
10 Dec 591.30 56.1 0.00 0.00 0 1 0
9 Dec 581.20 56.1 1.65 18.13 2 0 18
6 Dec 587.40 54.45 10.65 39.02 7 -2 18
5 Dec 597.75 43.8 -1.95 33.23 2 0 18
4 Dec 595.65 45.75 -3.15 33.70 6 3 17
3 Dec 594.85 48.9 -4.10 37.46 9 0 12
2 Dec 581.60 53 0.00 0.00 0 0 0
29 Nov 583.35 53 0.00 0.00 0 7 0
28 Nov 585.80 53 1.00 29.48 7 2 7
27 Nov 589.80 52 0.00 0.00 0 1 0
26 Nov 591.60 52 3.75 36.35 1 0 4
25 Nov 596.30 48.25 35.00 36.25 4 0 0
22 Nov 595.70 13.25 0.00 - 0 0 0
21 Nov 593.90 13.25 0.00 - 0 0 0
20 Nov 591.00 13.25 0.00 - 0 0 0
19 Nov 591.00 13.25 0.00 - 0 0 0
18 Nov 579.00 13.25 0.00 - 0 0 0
14 Nov 573.90 13.25 0.00 - 0 0 0
13 Nov 560.80 13.25 0.00 - 0 0 0
12 Nov 579.25 13.25 0.00 - 0 0 0
11 Nov 576.05 13.25 0.00 - 0 0 0
8 Nov 580.65 13.25 0.00 - 0 0 0
4 Nov 625.45 13.25 0.00 - 0 0 0
1 Nov 617.35 13.25 0.00 - 0 0 0
31 Oct 612.45 13.25 0.00 - 0 0 0
30 Oct 609.40 13.25 0.00 - 0 0 0
29 Oct 621.50 13.25 0.00 - 0 0 0
28 Oct 620.00 13.25 0.00 - 0 0 0
25 Oct 604.50 13.25 0.00 - 0 0 0
24 Oct 645.65 13.25 13.25 - 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
8 Oct 727.35 0 0.00 - 0 0 0
7 Oct 733.00 0 0.00 - 0 0 0
4 Oct 718.95 0 0.00 - 0 0 0
3 Oct 731.70 0 0.00 - 0 0 0
1 Oct 732.70 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 640 expiring on 26DEC2024

Delta for 640 PE is 0.00

Historical price for 640 PE is as follows

On 12 Dec AUBANK was trading at 593.45. The strike last trading price was 56.1, 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 11 Dec AUBANK was trading at 590.10. The strike last trading price was 56.1, 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 56.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 56.1, which was 1.65 higher than the previous day. The implied volatity was 18.13, the open interest changed by 0 which decreased total open position to 18


On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 54.45, which was 10.65 higher than the previous day. The implied volatity was 39.02, the open interest changed by -2 which decreased total open position to 18


On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 43.8, which was -1.95 lower than the previous day. The implied volatity was 33.23, the open interest changed by 0 which decreased total open position to 18


On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 45.75, which was -3.15 lower than the previous day. The implied volatity was 33.70, the open interest changed by 3 which increased total open position to 17


On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 48.9, which was -4.10 lower than the previous day. The implied volatity was 37.46, the open interest changed by 0 which decreased total open position to 12


On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 53, 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 29 Nov AUBANK was trading at 583.35. The strike last trading price was 53, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 53, which was 1.00 higher than the previous day. The implied volatity was 29.48, the open interest changed by 2 which increased total open position to 7


On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 52, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 52, which was 3.75 higher than the previous day. The implied volatity was 36.35, the open interest changed by 0 which decreased total open position to 4


On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 48.25, which was 35.00 higher than the previous day. The implied volatity was 36.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 13.25, 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 30 Oct AUBANK was trading at 609.40. The strike last trading price was 13.25, 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 29 Oct AUBANK was trading at 621.50. The strike last trading price was 13.25, 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 28 Oct AUBANK was trading at 620.00. The strike last trading price was 13.25, 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 25 Oct AUBANK was trading at 604.50. The strike last trading price was 13.25, 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 24 Oct AUBANK was trading at 645.65. The strike last trading price was 13.25, which was 13.25 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 8 Oct AUBANK was trading at 727.35. 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 7 Oct AUBANK was trading at 733.00. 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 4 Oct 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 3 Oct AUBANK was trading at 731.70. 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 1 Oct AUBANK was trading at 732.70. 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