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

573.9 13.11 (2.34%)

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Historical option data for AUBANK

14 Nov 2024 04:10 PM IST
AUBANK 28NOV2024 660 CE
Delta: 0.03
Vega: 0.08
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 573.90 0.45 -0.20 36.05 117 32 443
13 Nov 560.80 0.65 -0.15 41.08 213 -45 410
12 Nov 579.25 0.8 -0.15 35.23 68 -4 462
11 Nov 576.05 0.95 -0.35 36.64 391 -11 463
8 Nov 580.65 1.3 -1.40 33.73 398 -10 475
7 Nov 602.30 2.7 -1.00 30.52 340 123 485
6 Nov 609.80 3.7 -1.30 29.10 399 78 365
5 Nov 613.80 5 -2.90 29.96 582 108 286
4 Nov 625.45 7.9 -0.05 29.82 406 51 178
1 Nov 617.35 7.95 -0.20 31.92 15 0 127
31 Oct 612.45 8.15 -0.15 - 129 3 126
30 Oct 609.40 8.3 -1.30 - 106 30 121
29 Oct 621.50 9.6 0.20 - 48 8 91
28 Oct 620.00 9.4 -0.30 - 86 21 83
25 Oct 604.50 9.7 -9.25 - 117 33 62
24 Oct 645.65 18.95 -23.45 - 55 29 29
23 Oct 652.05 42.4 0.00 - 0 0 0
22 Oct 638.50 42.4 0.00 - 0 0 0
21 Oct 664.85 42.4 0.00 - 0 0 0
18 Oct 683.65 42.4 0.00 - 0 0 0
17 Oct 686.95 42.4 0.00 - 0 0 0
16 Oct 696.45 42.4 0.00 - 0 0 0
15 Oct 695.80 42.4 0.00 - 0 0 0
14 Oct 701.00 42.4 0.00 - 0 0 0
11 Oct 690.40 42.4 0.00 - 0 0 0
10 Oct 699.95 42.4 0.00 - 0 0 0
9 Oct 705.30 42.4 0.00 - 0 0 0
8 Oct 727.35 42.4 0.00 - 0 0 0
7 Oct 733.00 42.4 0.00 - 0 0 0
4 Oct 718.95 42.4 42.40 - 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
19 Sept 752.50 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 660 expiring on 28NOV2024

Delta for 660 CE is 0.03

Historical price for 660 CE is as follows

On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 36.05, the open interest changed by 32 which increased total open position to 443


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 41.08, the open interest changed by -45 which decreased total open position to 410


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 35.23, the open interest changed by -4 which decreased total open position to 462


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 36.64, the open interest changed by -11 which decreased total open position to 463


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 1.3, which was -1.40 lower than the previous day. The implied volatity was 33.73, the open interest changed by -10 which decreased total open position to 475


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 2.7, which was -1.00 lower than the previous day. The implied volatity was 30.52, the open interest changed by 123 which increased total open position to 485


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 3.7, which was -1.30 lower than the previous day. The implied volatity was 29.10, the open interest changed by 78 which increased total open position to 365


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 5, which was -2.90 lower than the previous day. The implied volatity was 29.96, the open interest changed by 108 which increased total open position to 286


On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 7.9, which was -0.05 lower than the previous day. The implied volatity was 29.82, the open interest changed by 51 which increased total open position to 178


On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 7.95, which was -0.20 lower than the previous day. The implied volatity was 31.92, the open interest changed by 0 which decreased total open position to 127


On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 8.15, which was -0.15 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 8.3, which was -1.30 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 9.6, 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 28 Oct AUBANK was trading at 620.00. The strike last trading price was 9.4, which was -0.30 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 9.7, which was -9.25 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 18.95, which was -23.45 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 42.4, 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 42.4, 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 42.4, 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 42.4, 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 42.4, 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 42.4, 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 42.4, 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 42.4, 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 42.4, 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 42.4, 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 42.4, 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 42.4, 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 42.4, 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 42.4, which was 42.40 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 19 Sept AUBANK was trading at 752.50. 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 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 660 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 573.90 94.65 0.00 0.00 0 -8 0
13 Nov 560.80 94.65 11.50 45.79 16 0 148
12 Nov 579.25 83.15 0.00 0.00 0 -4 0
11 Nov 576.05 83.15 8.15 41.87 13 -3 149
8 Nov 580.65 75 19.05 - 8 0 154
7 Nov 602.30 55.95 6.05 27.02 17 -2 155
6 Nov 609.80 49.9 2.30 30.58 36 11 156
5 Nov 613.80 47.6 6.90 31.65 20 -1 145
4 Nov 625.45 40.7 -5.35 33.68 21 0 145
1 Nov 617.35 46.05 -4.95 31.80 1 0 144
31 Oct 612.45 51 -4.85 - 11 7 142
30 Oct 609.40 55.85 2.85 - 6 3 135
29 Oct 621.50 53 0.00 - 0 3 0
28 Oct 620.00 53 -8.25 - 13 3 132
25 Oct 604.50 61.25 30.55 - 14 3 129
24 Oct 645.65 30.7 -1.50 - 86 13 128
23 Oct 652.05 32.2 -5.00 - 16 1 115
22 Oct 638.50 37.2 14.70 - 77 56 114
21 Oct 664.85 22.5 9.55 - 21 3 58
18 Oct 683.65 12.95 1.35 - 9 1 55
17 Oct 686.95 11.6 1.05 - 6 2 54
16 Oct 696.45 10.55 0.35 - 53 4 50
15 Oct 695.80 10.2 2.55 - 14 5 46
14 Oct 701.00 7.65 -3.90 - 11 -1 41
11 Oct 690.40 11.55 1.40 - 10 5 42
10 Oct 699.95 10.15 -0.85 - 20 10 37
9 Oct 705.30 11 4.60 - 19 11 26
8 Oct 727.35 6.4 -0.55 - 1 0 15
7 Oct 733.00 6.95 -0.55 - 20 -1 15
4 Oct 718.95 7.5 -42.70 - 17 15 15
26 Sept 735.95 50.2 0.00 - 0 0 0
25 Sept 731.40 50.2 0.00 - 0 0 0
24 Sept 736.20 50.2 0.00 - 0 0 0
23 Sept 735.75 50.2 0.00 - 0 0 0
20 Sept 731.30 50.2 0.00 - 0 0 0
19 Sept 752.50 50.2 0.00 - 0 0 0
18 Sept 724.25 50.2 0.00 - 0 0 0
17 Sept 719.45 50.2 0.00 - 0 0 0
16 Sept 718.95 50.2 0.00 - 0 0 0
13 Sept 722.90 50.2 0.00 - 0 0 0
12 Sept 720.50 50.2 0.00 - 0 0 0
11 Sept 722.25 50.2 0.00 - 0 0 0
10 Sept 718.20 50.2 0.00 - 0 0 0
6 Sept 703.00 50.2 0.00 - 0 0 0
5 Sept 702.90 50.2 0.00 - 0 0 0
3 Sept 674.25 50.2 0.00 - 0 0 0
2 Sept 680.80 50.2 - 0 0 0


For Au Small Finance Bank Ltd - strike price 660 expiring on 28NOV2024

Delta for 660 PE is 0.00

Historical price for 660 PE is as follows

On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 94.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 94.65, which was 11.50 higher than the previous day. The implied volatity was 45.79, the open interest changed by 0 which decreased total open position to 148


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 83.15, 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 83.15, which was 8.15 higher than the previous day. The implied volatity was 41.87, the open interest changed by -3 which decreased total open position to 149


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 75, which was 19.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 55.95, which was 6.05 higher than the previous day. The implied volatity was 27.02, the open interest changed by -2 which decreased total open position to 155


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 49.9, which was 2.30 higher than the previous day. The implied volatity was 30.58, the open interest changed by 11 which increased total open position to 156


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 47.6, which was 6.90 higher than the previous day. The implied volatity was 31.65, the open interest changed by -1 which decreased total open position to 145


On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 40.7, which was -5.35 lower than the previous day. The implied volatity was 33.68, the open interest changed by 0 which decreased total open position to 145


On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 46.05, which was -4.95 lower than the previous day. The implied volatity was 31.80, the open interest changed by 0 which decreased total open position to 144


On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 51, which was -4.85 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 55.85, which was 2.85 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 53, 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 53, which was -8.25 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 61.25, which was 30.55 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 30.7, which was -1.50 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 32.2, which was -5.00 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 37.2, which was 14.70 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 22.5, which was 9.55 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 12.95, 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 17 Oct AUBANK was trading at 686.95. The strike last trading price was 11.6, which was 1.05 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 10.55, which was 0.35 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 10.2, which was 2.55 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 7.65, which was -3.90 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 11.55, which was 1.40 higher 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 10.15, which was -0.85 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 11, which was 4.60 higher 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 6.4, which was -0.55 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 6.95, which was -0.55 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 7.5, which was -42.70 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 19 Sept AUBANK was trading at 752.50. The strike last trading price was 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, 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 50.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to