AUBANK
AU SMALL FINANCE BANK LTD
Historical option data for AUBANK
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 672.60 | 15.85 | -0.45 | - | 11,79,000 | -20,000 | 7,87,000 | |||
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| 4 Jul | 673.45 | 16.3 | - | 15,43,000 | 70,000 | 8,07,000 | ||||
| 3 Jul | 666.25 | 15.55 | - | 23,64,000 | 2,78,000 | 7,37,000 | ||||
| 2 Jul | 673.30 | 16.85 | - | 10,33,000 | 1,06,000 | 4,44,000 | ||||
| 1 Jul | 673.85 | 19.25 | - | 5,24,000 | 30,000 | 3,38,000 | ||||
| 28 Jun | 672.05 | 18 | - | 4,73,000 | 60,000 | 3,08,000 | ||||
| 27 Jun | 666.10 | 20.35 | - | 6,29,000 | 60,000 | 2,48,000 | ||||
| 26 Jun | 692.45 | 25.6 | - | 13,09,000 | -1,95,000 | 1,89,000 | ||||
| 25 Jun | 682.20 | 19.8 | - | 17,59,000 | 1,55,000 | 3,84,000 | ||||
| 24 Jun | 679.50 | 22.1 | - | 4,89,000 | 2,02,000 | 2,26,000 | ||||
| 21 Jun | 667.60 | 17.15 | - | 36,000 | 19,000 | 24,000 | ||||
| 20 Jun | 666.75 | 19.00 | - | 4,000 | 4,000 | 4,000 | ||||
| 19 Jun | 656.95 | 18.00 | - | 1,000 | 0 | 0 | ||||
| 18 Jun | 664.50 | 24.20 | - | 0 | 0 | 0 | ||||
| 14 Jun | 661.25 | 24.20 | - | 0 | 0 | 0 | ||||
| 11 Jun | 671.60 | 24.20 | - | 0 | 0 | 0 | ||||
| 7 Jun | 669.00 | 24.20 | - | 0 | 0 | 0 | ||||
For AU SMALL FINANCE BANK LTD - strike price 680 expiring on 25JUL2024
Delta for 680 CE is -
Historical price for 680 CE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 15.85, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -20000 which decreased total open position to 787000
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 16.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 70000 which increased total open position to 807000
On 3 Jul AUBANK was trading at 666.25. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 278000 which increased total open position to 737000
On 2 Jul AUBANK was trading at 673.30. The strike last trading price was 16.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 106000 which increased total open position to 444000
On 1 Jul AUBANK was trading at 673.85. The strike last trading price was 19.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 338000
On 28 Jun AUBANK was trading at 672.05. The strike last trading price was 18, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 308000
On 27 Jun AUBANK was trading at 666.10. The strike last trading price was 20.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 248000
On 26 Jun AUBANK was trading at 692.45. The strike last trading price was 25.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -195000 which decreased total open position to 189000
On 25 Jun AUBANK was trading at 682.20. The strike last trading price was 19.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 155000 which increased total open position to 384000
On 24 Jun AUBANK was trading at 679.50. The strike last trading price was 22.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 202000 which increased total open position to 226000
On 21 Jun AUBANK was trading at 667.60. The strike last trading price was 17.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 19000 which increased total open position to 24000
On 20 Jun AUBANK was trading at 666.75. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 4000
On 19 Jun AUBANK was trading at 656.95. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun AUBANK was trading at 664.50. The strike last trading price was 24.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun AUBANK was trading at 661.25. The strike last trading price was 24.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun AUBANK was trading at 671.60. The strike last trading price was 24.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun AUBANK was trading at 669.00. The strike last trading price was 24.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 672.60 | 31.6 | -0.75 | - | 52,000 | 7,000 | 1,22,000 |
| 4 Jul | 673.45 | 32.35 | - | 93,000 | -2,000 | 1,15,000 | |
| 3 Jul | 666.25 | 36 | - | 1,63,000 | 33,000 | 1,17,000 | |
| 2 Jul | 673.30 | 33.5 | - | 69,000 | 5,000 | 83,000 | |
| 1 Jul | 673.85 | 29.95 | - | 56,000 | 8,000 | 78,000 | |
| 28 Jun | 672.05 | 34.35 | - | 69,000 | 6,000 | 70,000 | |
| 27 Jun | 666.10 | 35.2 | - | 1,29,000 | 5,000 | 64,000 | |
| 26 Jun | 692.45 | 30.8 | - | 2,18,000 | 34,000 | 60,000 | |
| 25 Jun | 682.20 | 40.35 | - | 89,000 | 26,000 | 26,000 | |
| 24 Jun | 679.50 | 83.05 | - | 0 | 0 | 0 | |
| 21 Jun | 667.60 | 83.05 | - | 0 | 0 | 0 | |
| 20 Jun | 666.75 | 83.05 | - | 0 | 0 | 0 | |
| 19 Jun | 656.95 | 83.05 | - | 0 | 0 | 0 | |
| 18 Jun | 664.50 | 83.05 | - | 0 | 0 | 0 | |
| 14 Jun | 661.25 | 83.05 | - | 0 | 0 | 0 | |
| 11 Jun | 671.60 | 83.05 | - | 0 | 0 | 0 | |
| 7 Jun | 669.00 | 83.05 | - | 0 | 0 | 0 | |
For AU SMALL FINANCE BANK LTD - strike price 680 expiring on 25JUL2024
Delta for 680 PE is -
Historical price for 680 PE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 31.6, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 122000
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 32.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -2000 which decreased total open position to 115000
On 3 Jul AUBANK was trading at 666.25. The strike last trading price was 36, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 117000
On 2 Jul AUBANK was trading at 673.30. The strike last trading price was 33.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 83000
On 1 Jul AUBANK was trading at 673.85. The strike last trading price was 29.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 78000
On 28 Jun AUBANK was trading at 672.05. The strike last trading price was 34.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 70000
On 27 Jun AUBANK was trading at 666.10. The strike last trading price was 35.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 64000
On 26 Jun AUBANK was trading at 692.45. The strike last trading price was 30.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 34000 which increased total open position to 60000
On 25 Jun AUBANK was trading at 682.20. The strike last trading price was 40.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 26000 which increased total open position to 26000
On 24 Jun AUBANK was trading at 679.50. The strike last trading price was 83.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun AUBANK was trading at 667.60. The strike last trading price was 83.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun AUBANK was trading at 666.75. The strike last trading price was 83.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun AUBANK was trading at 656.95. The strike last trading price was 83.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun AUBANK was trading at 664.50. The strike last trading price was 83.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun AUBANK was trading at 661.25. The strike last trading price was 83.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun AUBANK was trading at 671.60. The strike last trading price was 83.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun AUBANK was trading at 669.00. The strike last trading price was 83.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0