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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 670 CE
Delta: 0.03
Vega: 0.07
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 573.90 0.45 -0.10 39.30 84 42 304
13 Nov 560.80 0.55 -0.30 43.10 209 16 263
12 Nov 579.25 0.85 0.00 38.97 27 -8 246
11 Nov 576.05 0.85 -0.20 39.06 58 -8 255
8 Nov 580.65 1.05 -0.90 35.30 358 29 271
7 Nov 602.30 1.95 -0.85 31.31 64 3 244
6 Nov 609.80 2.8 -0.95 30.24 187 35 242
5 Nov 613.80 3.75 -2.10 30.78 304 7 207
4 Nov 625.45 5.85 -0.25 30.17 357 4 201
1 Nov 617.35 6.1 -0.30 32.31 25 2 197
31 Oct 612.45 6.4 -0.15 - 112 39 203
30 Oct 609.40 6.55 -0.80 - 176 36 161
29 Oct 621.50 7.35 -0.35 - 49 -1 125
28 Oct 620.00 7.7 -0.55 - 113 16 128
25 Oct 604.50 8.25 -6.95 - 212 23 112
24 Oct 645.65 15.2 -6.20 - 225 75 89
23 Oct 652.05 21.4 -68.05 - 18 14 14
22 Oct 638.50 89.45 0.00 - 0 0 0
21 Oct 664.85 89.45 0.00 - 0 0 0
18 Oct 683.65 89.45 0.00 - 0 0 0
17 Oct 686.95 89.45 0.00 - 0 0 0
16 Oct 696.45 89.45 0.00 - 0 0 0
15 Oct 695.80 89.45 0.00 - 0 0 0
14 Oct 701.00 89.45 0.00 - 0 0 0
11 Oct 690.40 89.45 0.00 - 0 0 0
10 Oct 699.95 89.45 0.00 - 0 0 0
9 Oct 705.30 89.45 0.00 - 0 0 0
8 Oct 727.35 89.45 0.00 - 0 0 0
7 Oct 733.00 89.45 0.00 - 0 0 0
4 Oct 718.95 89.45 - 0 0 0


For Au Small Finance Bank Ltd - strike price 670 expiring on 28NOV2024

Delta for 670 CE is 0.03

Historical price for 670 CE is as follows

On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 39.30, the open interest changed by 42 which increased total open position to 304


On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 43.10, the open interest changed by 16 which increased total open position to 263


On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 38.97, the open interest changed by -8 which decreased total open position to 246


On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 39.06, the open interest changed by -8 which decreased total open position to 255


On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 1.05, which was -0.90 lower than the previous day. The implied volatity was 35.30, the open interest changed by 29 which increased total open position to 271


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 1.95, which was -0.85 lower than the previous day. The implied volatity was 31.31, the open interest changed by 3 which increased total open position to 244


On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 2.8, which was -0.95 lower than the previous day. The implied volatity was 30.24, the open interest changed by 35 which increased total open position to 242


On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 3.75, which was -2.10 lower than the previous day. The implied volatity was 30.78, the open interest changed by 7 which increased total open position to 207


On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 5.85, which was -0.25 lower than the previous day. The implied volatity was 30.17, the open interest changed by 4 which increased total open position to 201


On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 6.1, which was -0.30 lower than the previous day. The implied volatity was 32.31, the open interest changed by 2 which increased total open position to 197


On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 6.4, 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 6.55, which was -0.80 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 7.35, 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 28 Oct AUBANK was trading at 620.00. The strike last trading price was 7.7, 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 25 Oct AUBANK was trading at 604.50. The strike last trading price was 8.25, which was -6.95 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 15.2, which was -6.20 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 21.4, which was -68.05 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 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


AUBANK 28NOV2024 670 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 73.05 0.00 0.00 0 0 0
13 Nov 560.80 73.05 0.00 0.00 0 0 0
12 Nov 579.25 73.05 0.00 0.00 0 0 0
11 Nov 576.05 73.05 0.00 0.00 0 -1 0
8 Nov 580.65 73.05 17.15 - 5 0 23
7 Nov 602.30 55.9 0.00 0.00 0 0 0
6 Nov 609.80 55.9 0.00 0.00 0 1 0
5 Nov 613.80 55.9 3.85 31.73 1 0 22
4 Nov 625.45 52.05 -1.95 40.98 1 0 22
1 Nov 617.35 54 -6.50 31.92 2 0 20
31 Oct 612.45 60.5 -2.50 - 14 10 19
30 Oct 609.40 63 3.00 - 9 4 8
29 Oct 621.50 60 22.50 - 1 0 3
28 Oct 620.00 37.5 0.00 - 0 0 0
25 Oct 604.50 37.5 0.00 - 0 3 0
24 Oct 645.65 37.5 22.40 - 6 3 3
23 Oct 652.05 15.1 0.00 - 0 0 0
22 Oct 638.50 15.1 0.00 - 0 0 0
21 Oct 664.85 15.1 0.00 - 0 0 0
18 Oct 683.65 15.1 0.00 - 0 0 0
17 Oct 686.95 15.1 0.00 - 0 0 0
16 Oct 696.45 15.1 0.00 - 0 0 0
15 Oct 695.80 15.1 0.00 - 0 0 0
14 Oct 701.00 15.1 0.00 - 0 0 0
11 Oct 690.40 15.1 0.00 - 0 0 0
10 Oct 699.95 15.1 0.00 - 0 0 0
9 Oct 705.30 15.1 0.00 - 0 0 0
8 Oct 727.35 15.1 0.00 - 0 0 0
7 Oct 733.00 15.1 0.00 - 0 0 0
4 Oct 718.95 15.1 - 0 0 0


For Au Small Finance Bank Ltd - strike price 670 expiring on 28NOV2024

Delta for 670 PE is 0.00

Historical price for 670 PE is as follows

On 14 Nov AUBANK was trading at 573.90. 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 0 which decreased total open position to 0


On 13 Nov AUBANK was trading at 560.80. 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 0 which decreased total open position to 0


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 0 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 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 8 Nov AUBANK was trading at 580.65. The strike last trading price was 73.05, which was 17.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 55.9, 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 6 Nov AUBANK was trading at 609.80. The strike last trading price was 55.9, 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 5 Nov AUBANK was trading at 613.80. The strike last trading price was 55.9, which was 3.85 higher than the previous day. The implied volatity was 31.73, the open interest changed by 0 which decreased total open position to 22


On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 52.05, which was -1.95 lower than the previous day. The implied volatity was 40.98, the open interest changed by 0 which decreased total open position to 22


On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 54, which was -6.50 lower than the previous day. The implied volatity was 31.92, the open interest changed by 0 which decreased total open position to 20


On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 60.5, 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 30 Oct AUBANK was trading at 609.40. The strike last trading price was 63, which was 3.00 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 60, which was 22.50 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 37.5, 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 37.5, 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 37.5, which was 22.40 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to