AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.07
Theta: -0.10
Gamma: 0.00
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| 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 | |||
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| 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
|
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| 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
