AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.10
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 573.90 | 0.65 | -0.10 | 34.88 | 232 | -47 | 1,129 | |||
| 13 Nov | 560.80 | 0.75 | -0.30 | 38.75 | 373 | -51 | 1,191 | |||
| 12 Nov | 579.25 | 1.05 | -0.10 | 33.64 | 638 | 227 | 1,258 | |||
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| 11 Nov | 576.05 | 1.15 | -0.60 | 34.64 | 644 | -116 | 1,026 | |||
| 8 Nov | 580.65 | 1.75 | -2.10 | 32.67 | 1,056 | 330 | 1,143 | |||
| 7 Nov | 602.30 | 3.85 | -1.40 | 30.03 | 571 | 80 | 807 | |||
| 6 Nov | 609.80 | 5.25 | -1.60 | 28.69 | 908 | 165 | 706 | |||
| 5 Nov | 613.80 | 6.85 | -3.85 | 29.52 | 1,354 | 34 | 541 | |||
| 4 Nov | 625.45 | 10.7 | 0.70 | 29.74 | 1,426 | 101 | 508 | |||
| 1 Nov | 617.35 | 10 | -0.35 | 31.05 | 153 | 22 | 405 | |||
| 31 Oct | 612.45 | 10.35 | 0.20 | - | 440 | 20 | 380 | |||
| 30 Oct | 609.40 | 10.15 | -1.45 | - | 674 | 65 | 358 | |||
| 29 Oct | 621.50 | 11.6 | -0.25 | - | 283 | -9 | 294 | |||
| 28 Oct | 620.00 | 11.85 | -0.05 | - | 359 | 15 | 301 | |||
| 25 Oct | 604.50 | 11.9 | -12.05 | - | 704 | 152 | 286 | |||
| 24 Oct | 645.65 | 23.95 | -8.55 | - | 357 | 6 | 129 | |||
| 23 Oct | 652.05 | 32.5 | 10.35 | - | 235 | 87 | 122 | |||
| 22 Oct | 638.50 | 22.15 | -26.85 | - | 50 | 34 | 36 | |||
| 21 Oct | 664.85 | 49 | 0.00 | - | 1 | 0 | 1 | |||
| 18 Oct | 683.65 | 49 | -55.55 | - | 1 | 0 | 0 | |||
| 17 Oct | 686.95 | 104.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 696.45 | 104.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 695.80 | 104.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 701.00 | 104.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 690.40 | 104.55 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 650 expiring on 28NOV2024
Delta for 650 CE is 0.04
Historical price for 650 CE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 34.88, the open interest changed by -47 which decreased total open position to 1129
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 38.75, the open interest changed by -51 which decreased total open position to 1191
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 33.64, the open interest changed by 227 which increased total open position to 1258
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 34.64, the open interest changed by -116 which decreased total open position to 1026
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 1.75, which was -2.10 lower than the previous day. The implied volatity was 32.67, the open interest changed by 330 which increased total open position to 1143
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 3.85, which was -1.40 lower than the previous day. The implied volatity was 30.03, the open interest changed by 80 which increased total open position to 807
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 5.25, which was -1.60 lower than the previous day. The implied volatity was 28.69, the open interest changed by 165 which increased total open position to 706
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 6.85, which was -3.85 lower than the previous day. The implied volatity was 29.52, the open interest changed by 34 which increased total open position to 541
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 10.7, which was 0.70 higher than the previous day. The implied volatity was 29.74, the open interest changed by 101 which increased total open position to 508
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 10, which was -0.35 lower than the previous day. The implied volatity was 31.05, the open interest changed by 22 which increased total open position to 405
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 10.35, 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 30 Oct AUBANK was trading at 609.40. The strike last trading price was 10.15, which was -1.45 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 11.6, 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 11.85, which was -0.05 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 11.9, which was -12.05 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 23.95, which was -8.55 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 32.5, which was 10.35 higher 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 22.15, which was -26.85 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 49, 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 49, which was -55.55 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 104.55, 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 104.55, 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 104.55, 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 104.55, 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 104.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUBANK 28NOV2024 650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.20
Theta: -0.18
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 573.90 | 76 | -7.15 | 46.93 | 3 | -2 | 158 |
| 13 Nov | 560.80 | 83.15 | 10.10 | - | 17 | -5 | 161 |
| 12 Nov | 579.25 | 73.05 | 0.00 | 0.00 | 0 | -4 | 0 |
| 11 Nov | 576.05 | 73.05 | 6.05 | 37.42 | 5 | -4 | 166 |
| 8 Nov | 580.65 | 67 | 19.25 | 32.68 | 26 | -17 | 170 |
| 7 Nov | 602.30 | 47.75 | 6.10 | 29.01 | 14 | -4 | 188 |
| 6 Nov | 609.80 | 41.65 | 2.20 | 30.25 | 29 | 21 | 191 |
| 5 Nov | 613.80 | 39.45 | 6.90 | 30.88 | 31 | -3 | 171 |
| 4 Nov | 625.45 | 32.55 | -7.15 | 31.61 | 51 | 14 | 174 |
| 1 Nov | 617.35 | 39.7 | -3.30 | 33.49 | 3 | 2 | 160 |
| 31 Oct | 612.45 | 43 | -4.80 | - | 31 | 19 | 160 |
| 30 Oct | 609.40 | 47.8 | 5.80 | - | 12 | 6 | 140 |
| 29 Oct | 621.50 | 42 | -3.95 | - | 44 | 33 | 135 |
| 28 Oct | 620.00 | 45.95 | -9.90 | - | 40 | -10 | 104 |
| 25 Oct | 604.50 | 55.85 | 30.85 | - | 94 | -5 | 114 |
| 24 Oct | 645.65 | 25 | -2.65 | - | 234 | 40 | 118 |
| 23 Oct | 652.05 | 27.65 | -3.40 | - | 44 | 23 | 76 |
| 22 Oct | 638.50 | 31.05 | 13.15 | - | 39 | 22 | 54 |
| 21 Oct | 664.85 | 17.9 | 7.60 | - | 39 | 4 | 32 |
| 18 Oct | 683.65 | 10.3 | 0.45 | - | 13 | 9 | 28 |
| 17 Oct | 686.95 | 9.85 | 1.85 | - | 18 | 9 | 19 |
| 16 Oct | 696.45 | 8 | 0.15 | - | 4 | 2 | 10 |
| 15 Oct | 695.80 | 7.85 | 1.35 | - | 4 | 2 | 6 |
| 14 Oct | 701.00 | 6.5 | -2.50 | - | 2 | 1 | 4 |
| 11 Oct | 690.40 | 9 | - | 3 | 2 | 2 | |
For Au Small Finance Bank Ltd - strike price 650 expiring on 28NOV2024
Delta for 650 PE is -0.90
Historical price for 650 PE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 76, which was -7.15 lower than the previous day. The implied volatity was 46.93, the open interest changed by -2 which decreased total open position to 158
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 83.15, which was 10.10 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 161
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 73.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 73.05, which was 6.05 higher than the previous day. The implied volatity was 37.42, the open interest changed by -4 which decreased total open position to 166
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 67, which was 19.25 higher than the previous day. The implied volatity was 32.68, the open interest changed by -17 which decreased total open position to 170
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 47.75, which was 6.10 higher than the previous day. The implied volatity was 29.01, the open interest changed by -4 which decreased total open position to 188
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 41.65, which was 2.20 higher than the previous day. The implied volatity was 30.25, the open interest changed by 21 which increased total open position to 191
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 39.45, which was 6.90 higher than the previous day. The implied volatity was 30.88, the open interest changed by -3 which decreased total open position to 171
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 32.55, which was -7.15 lower than the previous day. The implied volatity was 31.61, the open interest changed by 14 which increased total open position to 174
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 39.7, which was -3.30 lower than the previous day. The implied volatity was 33.49, the open interest changed by 2 which increased total open position to 160
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 43, which was -4.80 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 47.8, which was 5.80 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 42, which was -3.95 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 45.95, which was -9.90 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 55.85, which was 30.85 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 25, which was -2.65 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 27.65, which was -3.40 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 31.05, which was 13.15 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 17.9, which was 7.60 higher 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 10.3, which was 0.45 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 9.85, which was 1.85 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 8, which was 0.15 higher 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 7.85, 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 14 Oct AUBANK was trading at 701.00. The strike last trading price was 6.5, 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 11 Oct AUBANK was trading at 690.40. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
