AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
11 Dec 2024 04:10 PM IST
| AUBANK 26DEC2024 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.16
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 590.10 | 1.1 | -0.30 | 30.01 | 160 | -8 | 844 | |||
| 10 Dec | 591.30 | 1.4 | 0.30 | 30.23 | 371 | 10 | 850 | |||
| 9 Dec | 581.20 | 1.1 | -0.65 | 32.09 | 309 | 7 | 840 | |||
| 6 Dec | 587.40 | 1.75 | -0.45 | 29.91 | 677 | 93 | 835 | |||
| 5 Dec | 597.75 | 2.2 | -0.05 | 26.42 | 462 | 34 | 740 | |||
| 4 Dec | 595.65 | 2.25 | 0.00 | 26.74 | 593 | -34 | 707 | |||
| 3 Dec | 594.85 | 2.25 | 0.70 | 26.71 | 733 | 250 | 738 | |||
| 2 Dec | 581.60 | 1.55 | -0.35 | 28.11 | 219 | -34 | 486 | |||
| 29 Nov | 583.35 | 1.9 | -0.55 | 27.15 | 444 | 162 | 520 | |||
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| 28 Nov | 585.80 | 2.45 | -0.15 | 27.45 | 297 | 67 | 359 | |||
| 27 Nov | 589.80 | 2.6 | -0.40 | 26.14 | 206 | 95 | 291 | |||
| 26 Nov | 591.60 | 3 | -0.65 | 26.10 | 178 | 31 | 198 | |||
| 25 Nov | 596.30 | 3.65 | -0.45 | 25.19 | 224 | 82 | 166 | |||
| 22 Nov | 595.70 | 4.1 | 0.60 | 25.60 | 33 | 10 | 94 | |||
| 21 Nov | 593.90 | 3.5 | -0.30 | 24.24 | 75 | 11 | 83 | |||
| 20 Nov | 591.00 | 3.8 | 0.00 | 26.97 | 55 | 4 | 72 | |||
| 19 Nov | 591.00 | 3.8 | 0.95 | 26.97 | 55 | 4 | 72 | |||
| 18 Nov | 579.00 | 2.85 | -1.35 | 27.01 | 146 | 27 | 68 | |||
| 14 Nov | 573.90 | 4.2 | 1.00 | 30.08 | 1 | 0 | 41 | |||
| 13 Nov | 560.80 | 3.2 | -2.05 | 30.48 | 30 | 22 | 41 | |||
| 12 Nov | 579.25 | 5.25 | 0.60 | 29.82 | 6 | 4 | 18 | |||
| 11 Nov | 576.05 | 4.65 | -0.85 | 29.37 | 10 | 7 | 13 | |||
| 8 Nov | 580.65 | 5.5 | -17.70 | 28.11 | 8 | 2 | 3 | |||
| 4 Nov | 625.45 | 23.2 | 0.00 | 2.04 | 0 | 0 | 0 | |||
| 1 Nov | 617.35 | 23.2 | 2.92 | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 650 expiring on 26DEC2024
Delta for 650 CE is 0.07
Historical price for 650 CE is as follows
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 30.01, the open interest changed by -8 which decreased total open position to 844
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 1.4, which was 0.30 higher than the previous day. The implied volatity was 30.23, the open interest changed by 10 which increased total open position to 850
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 32.09, the open interest changed by 7 which increased total open position to 840
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 29.91, the open interest changed by 93 which increased total open position to 835
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 2.2, which was -0.05 lower than the previous day. The implied volatity was 26.42, the open interest changed by 34 which increased total open position to 740
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 26.74, the open interest changed by -34 which decreased total open position to 707
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 2.25, which was 0.70 higher than the previous day. The implied volatity was 26.71, the open interest changed by 250 which increased total open position to 738
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 28.11, the open interest changed by -34 which decreased total open position to 486
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 1.9, which was -0.55 lower than the previous day. The implied volatity was 27.15, the open interest changed by 162 which increased total open position to 520
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 27.45, the open interest changed by 67 which increased total open position to 359
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was 26.14, the open interest changed by 95 which increased total open position to 291
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 26.10, the open interest changed by 31 which increased total open position to 198
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 3.65, which was -0.45 lower than the previous day. The implied volatity was 25.19, the open interest changed by 82 which increased total open position to 166
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 4.1, which was 0.60 higher than the previous day. The implied volatity was 25.60, the open interest changed by 10 which increased total open position to 94
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 3.5, which was -0.30 lower than the previous day. The implied volatity was 24.24, the open interest changed by 11 which increased total open position to 83
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 26.97, the open interest changed by 4 which increased total open position to 72
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 3.8, which was 0.95 higher than the previous day. The implied volatity was 26.97, the open interest changed by 4 which increased total open position to 72
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 2.85, which was -1.35 lower than the previous day. The implied volatity was 27.01, the open interest changed by 27 which increased total open position to 68
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 4.2, which was 1.00 higher than the previous day. The implied volatity was 30.08, the open interest changed by 0 which decreased total open position to 41
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 3.2, which was -2.05 lower than the previous day. The implied volatity was 30.48, the open interest changed by 22 which increased total open position to 41
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 5.25, which was 0.60 higher than the previous day. The implied volatity was 29.82, the open interest changed by 4 which increased total open position to 18
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 4.65, which was -0.85 lower than the previous day. The implied volatity was 29.37, the open interest changed by 7 which increased total open position to 13
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 5.5, which was -17.70 lower than the previous day. The implied volatity was 28.11, the open interest changed by 2 which increased total open position to 3
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 23.2, which was 0.00 lower than the previous day. The implied volatity was 2.04, 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 23.2, which was lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0
| AUBANK 26DEC2024 650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.24
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 590.10 | 59 | 0.00 | 37.02 | 3 | 0 | 177 |
| 10 Dec | 591.30 | 59 | 0.75 | 34.27 | 4 | 0 | 178 |
| 9 Dec | 581.20 | 58.25 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Dec | 587.40 | 58.25 | 5.00 | - | 9 | -1 | 178 |
| 5 Dec | 597.75 | 53.25 | 0.20 | 36.65 | 1 | 0 | 179 |
| 4 Dec | 595.65 | 53.05 | -2.95 | 31.49 | 21 | 4 | 181 |
| 3 Dec | 594.85 | 56 | -10.95 | 35.49 | 35 | -5 | 177 |
| 2 Dec | 581.60 | 66.95 | 1.80 | 36.86 | 3 | 0 | 183 |
| 29 Nov | 583.35 | 65.15 | 2.65 | 34.78 | 56 | 9 | 184 |
| 28 Nov | 585.80 | 62.5 | -2.50 | 33.76 | 36 | 24 | 173 |
| 27 Nov | 589.80 | 65 | 5.20 | 44.10 | 28 | 15 | 149 |
| 26 Nov | 591.60 | 59.8 | -1.40 | 36.39 | 19 | 14 | 133 |
| 25 Nov | 596.30 | 61.2 | 1.20 | 45.53 | 18 | 27 | 118 |
| 22 Nov | 595.70 | 60 | -2.00 | 39.96 | 12 | 9 | 100 |
| 21 Nov | 593.90 | 62 | 0.35 | 40.79 | 19 | 18 | 92 |
| 20 Nov | 591.00 | 61.65 | 0.00 | 29.38 | 75 | 73 | 74 |
| 19 Nov | 591.00 | 61.65 | -11.35 | 29.38 | 75 | 73 | 74 |
| 18 Nov | 579.00 | 73 | 19.45 | 38.16 | 1 | 0 | 0 |
| 14 Nov | 573.90 | 53.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 560.80 | 53.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 579.25 | 53.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 576.05 | 53.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 580.65 | 53.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 625.45 | 53.55 | 53.55 | - | 0 | 0 | 0 |
| 1 Nov | 617.35 | 0 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 650 expiring on 26DEC2024
Delta for 650 PE is -0.88
Historical price for 650 PE is as follows
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 59, which was 0.00 lower than the previous day. The implied volatity was 37.02, the open interest changed by 0 which decreased total open position to 177
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 59, which was 0.75 higher than the previous day. The implied volatity was 34.27, the open interest changed by 0 which decreased total open position to 178
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 58.25, 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 6 Dec AUBANK was trading at 587.40. The strike last trading price was 58.25, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 178
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 53.25, which was 0.20 higher than the previous day. The implied volatity was 36.65, the open interest changed by 0 which decreased total open position to 179
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 53.05, which was -2.95 lower than the previous day. The implied volatity was 31.49, the open interest changed by 4 which increased total open position to 181
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 56, which was -10.95 lower than the previous day. The implied volatity was 35.49, the open interest changed by -5 which decreased total open position to 177
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 66.95, which was 1.80 higher than the previous day. The implied volatity was 36.86, the open interest changed by 0 which decreased total open position to 183
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 65.15, which was 2.65 higher than the previous day. The implied volatity was 34.78, the open interest changed by 9 which increased total open position to 184
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 62.5, which was -2.50 lower than the previous day. The implied volatity was 33.76, the open interest changed by 24 which increased total open position to 173
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 65, which was 5.20 higher than the previous day. The implied volatity was 44.10, the open interest changed by 15 which increased total open position to 149
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 59.8, which was -1.40 lower than the previous day. The implied volatity was 36.39, the open interest changed by 14 which increased total open position to 133
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 61.2, which was 1.20 higher than the previous day. The implied volatity was 45.53, the open interest changed by 27 which increased total open position to 118
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 60, which was -2.00 lower than the previous day. The implied volatity was 39.96, the open interest changed by 9 which increased total open position to 100
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 62, which was 0.35 higher than the previous day. The implied volatity was 40.79, the open interest changed by 18 which increased total open position to 92
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 61.65, which was 0.00 lower than the previous day. The implied volatity was 29.38, the open interest changed by 73 which increased total open position to 74
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 61.65, which was -11.35 lower than the previous day. The implied volatity was 29.38, the open interest changed by 73 which increased total open position to 74
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 73, which was 19.45 higher than the previous day. The implied volatity was 38.16, 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 53.55, 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 53.55, 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 53.55, 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 53.55, 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 53.55, 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 53.55, which was 53.55 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 -, the open interest changed by 0 which decreased total open position to 0
