AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
20 Dec 2024 04:10 PM IST
| AUBANK 26DEC2024 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 537.60 | 0.1 | -0.05 | - | 4 | 0 | 51 | |||
| 19 Dec | 548.70 | 0.15 | -0.25 | - | 2 | 0 | 51 | |||
| 18 Dec | 558.35 | 0.4 | 0.00 | - | 1 | 0 | 50 | |||
| 17 Dec | 563.15 | 0.4 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 16 Dec | 578.15 | 0.4 | 0.15 | 44.55 | 10 | 0 | 47 | |||
| 13 Dec | 584.55 | 0.25 | -0.30 | 32.26 | 4 | 0 | 48 | |||
| 12 Dec | 591.05 | 0.55 | -0.20 | 34.19 | 3 | 0 | 49 | |||
| 11 Dec | 590.10 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 591.30 | 0.75 | 0.00 | 33.75 | 2 | 0 | 49 | |||
| 9 Dec | 581.20 | 0.75 | -0.20 | 35.98 | 68 | 0 | 50 | |||
| 6 Dec | 587.40 | 0.95 | -0.20 | 32.19 | 80 | 25 | 50 | |||
| 5 Dec | 597.75 | 1.15 | 0.05 | 28.74 | 48 | 7 | 24 | |||
| 4 Dec | 595.65 | 1.1 | 0.05 | 28.45 | 29 | 2 | 18 | |||
| 3 Dec | 594.85 | 1.05 | -0.25 | 28.02 | 18 | 6 | 16 | |||
| 2 Dec | 581.60 | 1.3 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 29 Nov | 583.35 | 1.3 | -0.30 | 30.35 | 20 | 4 | 9 | |||
| 28 Nov | 585.80 | 1.6 | -0.15 | 30.25 | 3 | 1 | 6 | |||
| 27 Nov | 589.80 | 1.75 | -0.70 | 29.40 | 9 | 3 | 4 | |||
| 26 Nov | 591.60 | 2.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 596.30 | 2.45 | 0.55 | 28.17 | 2 | 0 | 1 | |||
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| 22 Nov | 595.70 | 1.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 593.90 | 1.9 | 0.15 | 25.54 | 2 | 0 | 1 | |||
| 20 Nov | 591.00 | 1.75 | 0.00 | 26.63 | 2 | 1 | 0 | |||
| 19 Nov | 591.00 | 1.75 | -15.40 | 26.63 | 2 | 0 | 0 | |||
| 18 Nov | 579.00 | 17.15 | 17.15 | 11.29 | 0 | 0 | 0 | |||
| 4 Nov | 625.45 | 0 | 4.01 | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 670 expiring on 26DEC2024
Delta for 670 CE is -
Historical price for 670 CE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 0.4, 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 50
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 44.55, the open interest changed by 0 which decreased total open position to 47
On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 0.25, which was -0.30 lower than the previous day. The implied volatity was 32.26, the open interest changed by 0 which decreased total open position to 48
On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 34.19, the open interest changed by 0 which decreased total open position to 49
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 0.75, 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 10 Dec AUBANK was trading at 591.30. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 33.75, the open interest changed by 0 which decreased total open position to 49
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 35.98, the open interest changed by 0 which decreased total open position to 50
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 32.19, the open interest changed by 25 which increased total open position to 50
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 28.74, the open interest changed by 7 which increased total open position to 24
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 28.45, the open interest changed by 2 which increased total open position to 18
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 28.02, the open interest changed by 6 which increased total open position to 16
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 30.35, the open interest changed by 4 which increased total open position to 9
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 30.25, the open interest changed by 1 which increased total open position to 6
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 1.75, which was -0.70 lower than the previous day. The implied volatity was 29.40, the open interest changed by 3 which increased total open position to 4
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 2.45, 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 25 Nov AUBANK was trading at 596.30. The strike last trading price was 2.45, which was 0.55 higher than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 1
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 1.9, 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 21 Nov AUBANK was trading at 593.90. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 25.54, the open interest changed by 0 which decreased total open position to 1
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 26.63, the open interest changed by 1 which increased total open position to 0
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 1.75, which was -15.40 lower than the previous day. The implied volatity was 26.63, the open interest changed by 0 which decreased total open position to 0
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 17.15, which was 17.15 higher than the previous day. The implied volatity was 11.29, 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 0, which was lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
| AUBANK 26DEC2024 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 20 Dec | 537.60 | 127.9 | 0.00 | 0.00 | 0 | -1 | 0 |
| 19 Dec | 548.70 | 127.9 | 44.85 | - | 2 | 0 | 11 |
| 18 Dec | 558.35 | 83.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 563.15 | 83.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 578.15 | 83.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 584.55 | 83.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 591.05 | 83.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 590.10 | 83.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 591.30 | 83.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 581.20 | 83.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 587.40 | 83.05 | 11.15 | 48.04 | 1 | 0 | 11 |
| 5 Dec | 597.75 | 71.9 | -8.10 | 41.56 | 6 | 5 | 11 |
| 4 Dec | 595.65 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 594.85 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 581.60 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 583.35 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 585.80 | 80 | 0.00 | 0.00 | 0 | 4 | 0 |
| 27 Nov | 589.80 | 80 | 4.00 | 41.51 | 4 | 3 | 5 |
| 26 Nov | 591.60 | 76 | 0.00 | 0.00 | 0 | 2 | 0 |
| 25 Nov | 596.30 | 76 | 8.75 | 44.58 | 2 | 1 | 1 |
| 22 Nov | 595.70 | 67.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 593.90 | 67.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 591.00 | 67.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 591.00 | 67.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 579.00 | 67.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 625.45 | 67.25 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 670 expiring on 26DEC2024
Delta for 670 PE is 0.00
Historical price for 670 PE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 127.9, 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 19 Dec AUBANK was trading at 548.70. The strike last trading price was 127.9, which was 44.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 83.05, 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 17 Dec AUBANK was trading at 563.15. The strike last trading price was 83.05, 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 16 Dec AUBANK was trading at 578.15. The strike last trading price was 83.05, 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 Dec AUBANK was trading at 584.55. The strike last trading price was 83.05, 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 Dec AUBANK was trading at 591.05. The strike last trading price was 83.05, 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 Dec AUBANK was trading at 590.10. The strike last trading price was 83.05, 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 10 Dec AUBANK was trading at 591.30. The strike last trading price was 83.05, 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 9 Dec AUBANK was trading at 581.20. The strike last trading price was 83.05, 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 6 Dec AUBANK was trading at 587.40. The strike last trading price was 83.05, which was 11.15 higher than the previous day. The implied volatity was 48.04, the open interest changed by 0 which decreased total open position to 11
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 71.9, which was -8.10 lower than the previous day. The implied volatity was 41.56, the open interest changed by 5 which increased total open position to 11
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 80, 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 3 Dec AUBANK was trading at 594.85. The strike last trading price was 80, 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 2 Dec AUBANK was trading at 581.60. The strike last trading price was 80, 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 29 Nov AUBANK was trading at 583.35. The strike last trading price was 80, 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 28 Nov AUBANK was trading at 585.80. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 80, which was 4.00 higher than the previous day. The implied volatity was 41.51, the open interest changed by 3 which increased total open position to 5
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 76, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 76, which was 8.75 higher than the previous day. The implied volatity was 44.58, the open interest changed by 1 which increased total open position to 1
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 67.25, 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 21 Nov AUBANK was trading at 593.90. The strike last trading price was 67.25, 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 20 Nov AUBANK was trading at 591.00. The strike last trading price was 67.25, 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 19 Nov AUBANK was trading at 591.00. The strike last trading price was 67.25, 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 18 Nov AUBANK was trading at 579.00. The strike last trading price was 67.25, 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 67.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
