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 | 14.3 | -0.45 | - | 1,35,000 | 11,000 | 2,22,000 | |||
| 4 Jul | 673.45 | 14.75 | - | 1,35,000 | -6,000 | 2,11,000 | ||||
| 3 Jul | 666.25 | 13.85 | - | 3,41,000 | 57,000 | 2,17,000 | ||||
| 2 Jul | 673.30 | 14.8 | - | 2,16,000 | 34,000 | 1,60,000 | ||||
| 1 Jul | 673.85 | 17.5 | - | 1,12,000 | 6,000 | 1,26,000 | ||||
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| 28 Jun | 672.05 | 16.3 | - | 2,24,000 | 22,000 | 1,20,000 | ||||
| 27 Jun | 666.10 | 18.6 | - | 3,41,000 | 24,000 | 98,000 | ||||
| 26 Jun | 692.45 | 23.5 | - | 2,67,000 | 24,000 | 74,000 | ||||
| 25 Jun | 682.20 | 18.1 | - | 1,30,000 | 50,000 | 50,000 | ||||
| 24 Jun | 679.50 | 22.2 | - | 0 | 0 | 0 | ||||
| 21 Jun | 667.60 | 22.20 | - | 0 | 0 | 0 | ||||
| 20 Jun | 666.75 | 22.20 | - | 0 | 0 | 0 | ||||
| 19 Jun | 656.95 | 22.20 | - | 0 | 0 | 0 | ||||
| 18 Jun | 664.50 | 22.20 | - | 0 | 0 | 0 | ||||
| 14 Jun | 661.25 | 22.20 | - | 0 | 0 | 0 | ||||
| 11 Jun | 671.60 | 22.20 | - | 0 | 0 | 0 | ||||
| 7 Jun | 669.00 | 22.20 | - | 0 | 0 | 0 | ||||
For AU SMALL FINANCE BANK LTD - strike price 685 expiring on 25JUL2024
Delta for 685 CE is -
Historical price for 685 CE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 14.3, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 222000
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 14.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -6000 which decreased total open position to 211000
On 3 Jul AUBANK was trading at 666.25. The strike last trading price was 13.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 57000 which increased total open position to 217000
On 2 Jul AUBANK was trading at 673.30. The strike last trading price was 14.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 34000 which increased total open position to 160000
On 1 Jul AUBANK was trading at 673.85. The strike last trading price was 17.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 126000
On 28 Jun AUBANK was trading at 672.05. The strike last trading price was 16.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 120000
On 27 Jun AUBANK was trading at 666.10. The strike last trading price was 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 98000
On 26 Jun AUBANK was trading at 692.45. The strike last trading price was 23.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 74000
On 25 Jun AUBANK was trading at 682.20. The strike last trading price was 18.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 50000 which increased total open position to 50000
On 24 Jun AUBANK was trading at 679.50. The strike last trading price was 22.2, 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 22.20, 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 20 Jun AUBANK was trading at 666.75. The strike last trading price was 22.20, 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 19 Jun AUBANK was trading at 656.95. The strike last trading price was 22.20, 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 18 Jun AUBANK was trading at 664.50. The strike last trading price was 22.20, 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 22.20, 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 22.20, 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 22.20, 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 | 34.95 | -3.65 | - | 17,000 | 5,000 | 47,000 |
| 4 Jul | 673.45 | 38.6 | - | 1,000 | 4,000 | 42,000 | |
| 3 Jul | 666.25 | 40.3 | - | 18,000 | 6,000 | 38,000 | |
| 2 Jul | 673.30 | 36.8 | - | 15,000 | 10,000 | 31,000 | |
| 1 Jul | 673.85 | 33.75 | - | 6,000 | 4,000 | 21,000 | |
| 28 Jun | 672.05 | 37.95 | - | 30,000 | 6,000 | 17,000 | |
| 27 Jun | 666.10 | 40.5 | - | 19,000 | 9,000 | 11,000 | |
| 26 Jun | 692.45 | 34.85 | - | 13,000 | 3,000 | 4,000 | |
| 25 Jun | 682.20 | 46.05 | - | 10,000 | 1,000 | 1,000 | |
| 24 Jun | 679.50 | 60.95 | - | 0 | 0 | 0 | |
| 21 Jun | 667.60 | 60.95 | - | 0 | 0 | 0 | |
| 20 Jun | 666.75 | 60.95 | - | 0 | 0 | 0 | |
| 19 Jun | 656.95 | 60.95 | - | 0 | 0 | 0 | |
| 18 Jun | 664.50 | 60.95 | - | 0 | 0 | 0 | |
| 14 Jun | 661.25 | 60.95 | - | 0 | 0 | 0 | |
| 11 Jun | 671.60 | 60.95 | - | 0 | 0 | 0 | |
| 7 Jun | 669.00 | 60.95 | - | 0 | 0 | 0 | |
For AU SMALL FINANCE BANK LTD - strike price 685 expiring on 25JUL2024
Delta for 685 PE is -
Historical price for 685 PE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 34.95, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 47000
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 38.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 42000
On 3 Jul AUBANK was trading at 666.25. The strike last trading price was 40.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 38000
On 2 Jul AUBANK was trading at 673.30. The strike last trading price was 36.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 31000
On 1 Jul AUBANK was trading at 673.85. The strike last trading price was 33.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 21000
On 28 Jun AUBANK was trading at 672.05. The strike last trading price was 37.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 17000
On 27 Jun AUBANK was trading at 666.10. The strike last trading price was 40.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 11000
On 26 Jun AUBANK was trading at 692.45. The strike last trading price was 34.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 4000
On 25 Jun AUBANK was trading at 682.20. The strike last trading price was 46.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1000
On 24 Jun AUBANK was trading at 679.50. The strike last trading price was 60.95, 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 60.95, 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 60.95, 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 60.95, 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 60.95, 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 60.95, 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 60.95, 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 60.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0