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[--[65.84.65.76]--]
AUBANK
Au Small Finance Bank Ltd

593.9 2.90 (0.49%)

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Historical option data for AUBANK

21 Nov 2024 04:10 PM IST
AUBANK 28NOV2024 640 CE
Delta: 0.06
Vega: 0.10
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 593.90 0.65 0.00 32.25 273 -60 433
20 Nov 591.00 0.65 0.00 31.95 515 -111 513
19 Nov 591.00 0.65 0.00 31.95 515 -91 513
18 Nov 579.00 0.65 -0.20 35.11 389 -26 602
14 Nov 573.90 0.85 -0.10 32.95 304 -7 620
13 Nov 560.80 0.95 -0.50 36.92 626 106 626
12 Nov 579.25 1.45 -0.15 32.29 288 33 552
11 Nov 576.05 1.6 -0.75 33.54 428 -3 513
8 Nov 580.65 2.35 -2.95 31.50 708 107 514
7 Nov 602.30 5.3 -2.05 29.24 305 22 405
6 Nov 609.80 7.35 -2.05 28.28 484 108 380
5 Nov 613.80 9.4 -4.65 29.30 616 44 276
4 Nov 625.45 14.05 1.40 29.42 709 66 232
1 Nov 617.35 12.65 -0.15 30.29 51 8 166
31 Oct 612.45 12.8 -0.35 - 276 9 156
30 Oct 609.40 13.15 -1.75 - 389 64 145
29 Oct 621.50 14.9 -0.25 - 92 31 81
28 Oct 620.00 15.15 0.20 - 94 2 50
25 Oct 604.50 14.95 -13.30 - 97 28 48
24 Oct 645.65 28.25 -7.25 - 30 19 19
23 Oct 652.05 35.5 -16.15 - 7 1 1
22 Oct 638.50 51.65 0.00 - 0 0 0
21 Oct 664.85 51.65 0.00 - 0 0 0
17 Oct 686.95 51.65 0.00 - 0 0 0
16 Oct 696.45 51.65 0.00 - 0 0 0
15 Oct 695.80 51.65 51.65 - 0 0 0
26 Sept 735.95 0 0.00 - 0 0 0
25 Sept 731.40 0 0.00 - 0 0 0
24 Sept 736.20 0 0.00 - 0 0 0
23 Sept 735.75 0 0.00 - 0 0 0
20 Sept 731.30 0 0.00 - 0 0 0
18 Sept 724.25 0 0.00 - 0 0 0
17 Sept 719.45 0 0.00 - 0 0 0
16 Sept 718.95 0 0.00 - 0 0 0
13 Sept 722.90 0 0.00 - 0 0 0
12 Sept 720.50 0 0.00 - 0 0 0
11 Sept 722.25 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 640 expiring on 28NOV2024

Delta for 640 CE is 0.06

Historical price for 640 CE is as follows

On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 32.25, the open interest changed by -60 which decreased total open position to 433


On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 31.95, the open interest changed by -111 which decreased total open position to 513


On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 31.95, the open interest changed by -91 which decreased total open position to 513


On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 35.11, the open interest changed by -26 which decreased total open position to 602


On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 32.95, the open interest changed by -7 which decreased total open position to 620


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 0.95, which was -0.50 lower than the previous day. The implied volatity was 36.92, the open interest changed by 106 which increased total open position to 626


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 32.29, the open interest changed by 33 which increased total open position to 552


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 1.6, which was -0.75 lower than the previous day. The implied volatity was 33.54, the open interest changed by -3 which decreased total open position to 513


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 2.35, which was -2.95 lower than the previous day. The implied volatity was 31.50, the open interest changed by 107 which increased total open position to 514


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 5.3, which was -2.05 lower than the previous day. The implied volatity was 29.24, the open interest changed by 22 which increased total open position to 405


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 7.35, which was -2.05 lower than the previous day. The implied volatity was 28.28, the open interest changed by 108 which increased total open position to 380


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 9.4, which was -4.65 lower than the previous day. The implied volatity was 29.30, the open interest changed by 44 which increased total open position to 276


On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 14.05, which was 1.40 higher than the previous day. The implied volatity was 29.42, the open interest changed by 66 which increased total open position to 232


On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 12.65, which was -0.15 lower than the previous day. The implied volatity was 30.29, the open interest changed by 8 which increased total open position to 166


On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 12.8, which was -0.35 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 13.15, which was -1.75 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 14.9, which was -0.25 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 15.15, which was 0.20 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 14.95, which was -13.30 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 28.25, which was -7.25 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 35.5, which was -16.15 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 51.65, 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 51.65, 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 51.65, 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 51.65, 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 51.65, which was 51.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept AUBANK was trading at 735.95. 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 25 Sept AUBANK was trading at 731.40. 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 24 Sept AUBANK was trading at 736.20. 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 23 Sept AUBANK was trading at 735.75. 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 20 Sept AUBANK was trading at 731.30. 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 18 Sept AUBANK was trading at 724.25. 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 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 13 Sept AUBANK was trading at 722.90. 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 12 Sept AUBANK was trading at 720.50. 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 11 Sept AUBANK was trading at 722.25. 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 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 640 PE
Delta: -0.81
Vega: 0.22
Theta: -0.75
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 593.90 48.5 -3.95 55.91 13 -2 144
20 Nov 591.00 52.45 0.00 41.84 5 -1 146
19 Nov 591.00 52.45 -7.80 41.84 5 -1 146
18 Nov 579.00 60.25 -6.20 30.61 2 0 148
14 Nov 573.90 66.45 -10.75 44.38 25 -4 148
13 Nov 560.80 77.2 17.55 51.22 10 -5 151
12 Nov 579.25 59.65 -4.50 32.29 5 -1 160
11 Nov 576.05 64.15 5.15 38.40 24 2 162
8 Nov 580.65 59 19.50 36.10 17 1 156
7 Nov 602.30 39.5 6.15 28.94 46 28 155
6 Nov 609.80 33.35 1.15 28.76 57 9 126
5 Nov 613.80 32.2 5.30 30.76 88 15 117
4 Nov 625.45 26.9 -6.85 32.66 39 9 102
1 Nov 617.35 33.75 0.00 0.00 0 23 0
31 Oct 612.45 33.75 -8.05 - 60 22 92
30 Oct 609.40 41.8 6.75 - 12 5 69
29 Oct 621.50 35.05 -7.20 - 9 -1 64
28 Oct 620.00 42.25 -7.75 - 6 2 67
25 Oct 604.50 50 29.50 - 26 1 65
24 Oct 645.65 20.5 -5.50 - 113 49 60
23 Oct 652.05 26 -0.50 - 10 1 11
22 Oct 638.50 26.5 16.50 - 11 3 9
21 Oct 664.85 10 3.25 - 1 0 5
17 Oct 686.95 6.75 0.60 - 1 0 5
16 Oct 696.45 6.15 -0.65 - 11 3 3
15 Oct 695.80 6.8 -33.00 - 0 0 0
26 Sept 735.95 39.8 0.00 - 0 0 0
25 Sept 731.40 39.8 0.00 - 0 0 0
24 Sept 736.20 39.8 0.00 - 0 0 0
23 Sept 735.75 39.8 0.00 - 0 0 0
20 Sept 731.30 39.8 0.00 - 0 0 0
18 Sept 724.25 39.8 0.00 - 0 0 0
17 Sept 719.45 39.8 0.00 - 0 0 0
16 Sept 718.95 39.8 0.00 - 0 0 0
13 Sept 722.90 39.8 0.00 - 0 0 0
12 Sept 720.50 39.8 0.00 - 0 0 0
11 Sept 722.25 39.8 0.00 - 0 0 0
10 Sept 718.20 39.8 0.00 - 0 0 0
6 Sept 703.00 39.8 0.00 - 0 0 0
5 Sept 702.90 39.8 0.00 - 0 0 0
3 Sept 674.25 39.8 0.00 - 0 0 0
2 Sept 680.80 39.8 - 0 0 0


For Au Small Finance Bank Ltd - strike price 640 expiring on 28NOV2024

Delta for 640 PE is -0.81

Historical price for 640 PE is as follows

On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 48.5, which was -3.95 lower than the previous day. The implied volatity was 55.91, the open interest changed by -2 which decreased total open position to 144


On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 52.45, which was 0.00 lower than the previous day. The implied volatity was 41.84, the open interest changed by -1 which decreased total open position to 146


On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 52.45, which was -7.80 lower than the previous day. The implied volatity was 41.84, the open interest changed by -1 which decreased total open position to 146


On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 60.25, which was -6.20 lower than the previous day. The implied volatity was 30.61, the open interest changed by 0 which decreased total open position to 148


On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 66.45, which was -10.75 lower than the previous day. The implied volatity was 44.38, the open interest changed by -4 which decreased total open position to 148


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 77.2, which was 17.55 higher than the previous day. The implied volatity was 51.22, the open interest changed by -5 which decreased total open position to 151


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 59.65, which was -4.50 lower than the previous day. The implied volatity was 32.29, the open interest changed by -1 which decreased total open position to 160


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 64.15, which was 5.15 higher than the previous day. The implied volatity was 38.40, the open interest changed by 2 which increased total open position to 162


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 59, which was 19.50 higher than the previous day. The implied volatity was 36.10, the open interest changed by 1 which increased total open position to 156


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 39.5, which was 6.15 higher than the previous day. The implied volatity was 28.94, the open interest changed by 28 which increased total open position to 155


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 33.35, which was 1.15 higher than the previous day. The implied volatity was 28.76, the open interest changed by 9 which increased total open position to 126


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 32.2, which was 5.30 higher than the previous day. The implied volatity was 30.76, the open interest changed by 15 which increased total open position to 117


On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 26.9, which was -6.85 lower than the previous day. The implied volatity was 32.66, the open interest changed by 9 which increased total open position to 102


On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0


On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 33.75, which was -8.05 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 41.8, which was 6.75 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 35.05, which was -7.20 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 42.25, which was -7.75 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 50, which was 29.50 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 20.5, which was -5.50 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 26, which was -0.50 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 26.5, which was 16.50 higher 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 10, which was 3.25 higher 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 6.75, which was 0.60 higher 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 6.15, which was -0.65 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 6.8, which was -33.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept AUBANK was trading at 735.95. The strike last trading price was 39.8, 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 25 Sept AUBANK was trading at 731.40. The strike last trading price was 39.8, 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 24 Sept AUBANK was trading at 736.20. The strike last trading price was 39.8, 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 Sept AUBANK was trading at 735.75. The strike last trading price was 39.8, 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 20 Sept AUBANK was trading at 731.30. The strike last trading price was 39.8, 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 18 Sept AUBANK was trading at 724.25. The strike last trading price was 39.8, 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 17 Sept AUBANK was trading at 719.45. The strike last trading price was 39.8, 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 16 Sept AUBANK was trading at 718.95. The strike last trading price was 39.8, 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 13 Sept AUBANK was trading at 722.90. The strike last trading price was 39.8, 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 12 Sept AUBANK was trading at 720.50. The strike last trading price was 39.8, 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 11 Sept AUBANK was trading at 722.25. The strike last trading price was 39.8, 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 10 Sept AUBANK was trading at 718.20. The strike last trading price was 39.8, 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 6 Sept AUBANK was trading at 703.00. The strike last trading price was 39.8, 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 5 Sept AUBANK was trading at 702.90. The strike last trading price was 39.8, 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 3 Sept AUBANK was trading at 674.25. The strike last trading price was 39.8, 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 2 Sept AUBANK was trading at 680.80. The strike last trading price was 39.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to