AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 690 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.05
Theta: -0.09
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 573.90 | 0.35 | -0.05 | 43.85 | 9 | -4 | 164 | |||
| 13 Nov | 560.80 | 0.4 | -0.10 | 46.87 | 15 | -2 | 168 | |||
| 12 Nov | 579.25 | 0.5 | -0.15 | 41.42 | 23 | 2 | 170 | |||
| 11 Nov | 576.05 | 0.65 | -0.20 | 43.14 | 66 | 8 | 147 | |||
| 8 Nov | 580.65 | 0.85 | -0.25 | 39.93 | 20 | -4 | 140 | |||
| 7 Nov | 602.30 | 1.1 | -0.40 | 33.33 | 83 | -9 | 144 | |||
| 6 Nov | 609.80 | 1.5 | -0.55 | 31.78 | 146 | 87 | 153 | |||
|
|
||||||||||
| 5 Nov | 613.80 | 2.05 | -1.20 | 32.12 | 55 | 8 | 68 | |||
| 4 Nov | 625.45 | 3.25 | -0.45 | 31.28 | 99 | 9 | 60 | |||
| 1 Nov | 617.35 | 3.7 | -0.30 | 33.59 | 3 | 1 | 51 | |||
| 31 Oct | 612.45 | 4 | 0.05 | - | 23 | 5 | 49 | |||
| 30 Oct | 609.40 | 3.95 | -1.20 | - | 51 | 27 | 43 | |||
| 29 Oct | 621.50 | 5.15 | 0.00 | - | 3 | 0 | 17 | |||
| 28 Oct | 620.00 | 5.15 | -0.45 | - | 19 | 1 | 18 | |||
| 25 Oct | 604.50 | 5.6 | -4.15 | - | 20 | 10 | 17 | |||
| 24 Oct | 645.65 | 9.75 | -65.80 | - | 12 | 8 | 8 | |||
| 23 Oct | 652.05 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 638.50 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 664.85 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 683.65 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 686.95 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 696.45 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 695.80 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 701.00 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 690.40 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 699.95 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 705.30 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 727.35 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 733.00 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 718.95 | 75.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 731.10 | 75.55 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 690 expiring on 28NOV2024
Delta for 690 CE is 0.02
Historical price for 690 CE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 43.85, the open interest changed by -4 which decreased total open position to 164
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 46.87, the open interest changed by -2 which decreased total open position to 168
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 41.42, the open interest changed by 2 which increased total open position to 170
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 43.14, the open interest changed by 8 which increased total open position to 147
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 39.93, the open interest changed by -4 which decreased total open position to 140
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 1.1, which was -0.40 lower than the previous day. The implied volatity was 33.33, the open interest changed by -9 which decreased total open position to 144
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 31.78, the open interest changed by 87 which increased total open position to 153
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 2.05, which was -1.20 lower than the previous day. The implied volatity was 32.12, the open interest changed by 8 which increased total open position to 68
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 3.25, which was -0.45 lower than the previous day. The implied volatity was 31.28, the open interest changed by 9 which increased total open position to 60
On 1 Nov AUBANK was trading at 617.35. The strike last trading price was 3.7, which was -0.30 lower than the previous day. The implied volatity was 33.59, the open interest changed by 1 which increased total open position to 51
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 4, which was 0.05 higher 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 3.95, which was -1.20 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 5.15, 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 28 Oct AUBANK was trading at 620.00. The strike last trading price was 5.15, which was -0.45 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 5.6, which was -4.15 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 9.75, which was -65.80 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 75.55, 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 75.55, 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 75.55, 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 75.55, 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 75.55, 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 75.55, 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 75.55, 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 75.55, 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 75.55, 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 75.55, 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 75.55, 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 75.55, 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 75.55, 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 75.55, 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 27 Sept AUBANK was trading at 731.10. The strike last trading price was 75.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUBANK 28NOV2024 690 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 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 560.80 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 579.25 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 576.05 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 580.65 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 602.30 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 609.80 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 613.80 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 625.45 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 617.35 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 612.45 | 76.4 | -3.60 | - | 3 | 0 | 15 |
| 30 Oct | 609.40 | 80 | -5.20 | - | 1 | 0 | 14 |
| 29 Oct | 621.50 | 85.2 | 0.00 | - | 0 | 8 | 0 |
| 28 Oct | 620.00 | 85.2 | 31.60 | - | 8 | 11 | 11 |
| 25 Oct | 604.50 | 53.6 | 0.00 | - | 0 | 4 | 0 |
| 24 Oct | 645.65 | 53.6 | 3.55 | - | 5 | 0 | 2 |
| 23 Oct | 652.05 | 50.05 | 0.00 | - | 0 | -6 | 0 |
| 22 Oct | 638.50 | 50.05 | 14.20 | - | 6 | 0 | 8 |
| 21 Oct | 664.85 | 35.85 | 25.85 | - | 9 | 2 | 3 |
| 18 Oct | 683.65 | 10 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 686.95 | 10 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 696.45 | 10 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 695.80 | 10 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 701.00 | 10 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 690.40 | 10 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 699.95 | 10 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 705.30 | 10 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 727.35 | 10 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 733.00 | 10 | 0.00 | - | 0 | 1 | 0 |
| 4 Oct | 718.95 | 10 | -10.95 | - | 1 | 0 | 0 |
| 27 Sept | 731.10 | 20.95 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 690 expiring on 28NOV2024
Delta for 690 PE is 0.00
Historical price for 690 PE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 76.4, 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 76.4, 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 76.4, 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 76.4, 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 8 Nov AUBANK was trading at 580.65. The strike last trading price was 76.4, 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 7 Nov AUBANK was trading at 602.30. The strike last trading price was 76.4, 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 76.4, 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 5 Nov AUBANK was trading at 613.80. The strike last trading price was 76.4, 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 4 Nov AUBANK was trading at 625.45. The strike last trading price was 76.4, 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 1 Nov AUBANK was trading at 617.35. The strike last trading price was 76.4, 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 31 Oct AUBANK was trading at 612.45. The strike last trading price was 76.4, which was -3.60 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 80, which was -5.20 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 85.2, 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 28 Oct AUBANK was trading at 620.00. The strike last trading price was 85.2, which was 31.60 higher 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 53.6, 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 53.6, which was 3.55 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 50.05, 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 50.05, which was 14.20 higher 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 35.85, which was 25.85 higher 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept AUBANK was trading at 731.10. The strike last trading price was 20.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
