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 | 10.05 | -0.35 | - | 9,92,000 | -20,000 | 11,31,000 | |||
| 4 Jul | 673.45 | 10.4 | - | 8,34,000 | 54,000 | 11,51,000 | ||||
| 3 Jul | 666.25 | 9.9 | - | 13,14,000 | 78,000 | 10,97,000 | ||||
| 2 Jul | 673.30 | 10.8 | - | 10,61,000 | 37,000 | 10,18,000 | ||||
| 1 Jul | 673.85 | 12.7 | - | 7,46,000 | -33,000 | 9,81,000 | ||||
| 28 Jun | 672.05 | 12 | - | 11,68,000 | 49,000 | 10,14,000 | ||||
| 27 Jun | 666.10 | 14.35 | - | 24,92,000 | 84,000 | 9,65,000 | ||||
| 26 Jun | 692.45 | 18.6 | - | 71,76,000 | 3,000 | 8,57,000 | ||||
| 25 Jun | 682.20 | 13.8 | - | 40,58,000 | 3,43,000 | 8,54,000 | ||||
| 24 Jun | 679.50 | 15.5 | - | 15,60,000 | 3,53,000 | 5,08,000 | ||||
| 21 Jun | 667.60 | 11.40 | - | 1,84,000 | 22,000 | 1,53,000 | ||||
| 20 Jun | 666.75 | 13.40 | - | 2,96,000 | 0 | 1,31,000 | ||||
| 19 Jun | 656.95 | 11.90 | - | 3,75,000 | 96,000 | 1,31,000 | ||||
| 18 Jun | 664.50 | 9.90 | - | 51,000 | 32,000 | 35,000 | ||||
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| 14 Jun | 661.25 | 10.50 | - | 4,000 | 3,000 | 3,000 | ||||
| 11 Jun | 671.60 | 19.20 | - | 0 | 0 | 0 | ||||
| 7 Jun | 669.00 | 19.20 | - | 0 | 0 | 0 | ||||
For AU SMALL FINANCE BANK LTD - strike price 700 expiring on 25JUL2024
Delta for 700 CE is -
Historical price for 700 CE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 10.05, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -20000 which decreased total open position to 1131000
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 10.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 54000 which increased total open position to 1151000
On 3 Jul AUBANK was trading at 666.25. The strike last trading price was 9.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 78000 which increased total open position to 1097000
On 2 Jul AUBANK was trading at 673.30. The strike last trading price was 10.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 37000 which increased total open position to 1018000
On 1 Jul AUBANK was trading at 673.85. The strike last trading price was 12.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -33000 which decreased total open position to 981000
On 28 Jun AUBANK was trading at 672.05. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by 49000 which increased total open position to 1014000
On 27 Jun AUBANK was trading at 666.10. The strike last trading price was 14.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 965000
On 26 Jun AUBANK was trading at 692.45. The strike last trading price was 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 857000
On 25 Jun AUBANK was trading at 682.20. The strike last trading price was 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 343000 which increased total open position to 854000
On 24 Jun AUBANK was trading at 679.50. The strike last trading price was 15.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 353000 which increased total open position to 508000
On 21 Jun AUBANK was trading at 667.60. The strike last trading price was 11.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 153000
On 20 Jun AUBANK was trading at 666.75. The strike last trading price was 13.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 131000
On 19 Jun AUBANK was trading at 656.95. The strike last trading price was 11.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 96000 which increased total open position to 131000
On 18 Jun AUBANK was trading at 664.50. The strike last trading price was 9.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 35000
On 14 Jun AUBANK was trading at 661.25. The strike last trading price was 10.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000
On 11 Jun AUBANK was trading at 671.60. The strike last trading price was 19.20, 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 19.20, 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 | 45.7 | -0.70 | - | 69,000 | 5,000 | 1,20,000 |
| 4 Jul | 673.45 | 46.4 | - | 40,000 | -6,000 | 1,15,000 | |
| 3 Jul | 666.25 | 50.9 | - | 18,000 | 7,000 | 1,21,000 | |
| 2 Jul | 673.30 | 44.8 | - | 7,000 | -1,000 | 1,13,000 | |
| 1 Jul | 673.85 | 44.25 | - | 6,000 | -1,000 | 1,14,000 | |
| 28 Jun | 672.05 | 48.05 | - | 18,000 | 7,000 | 1,15,000 | |
| 27 Jun | 666.10 | 48.25 | - | 1,17,000 | -5,000 | 1,08,000 | |
| 26 Jun | 692.45 | 42.75 | - | 3,80,000 | 4,000 | 1,14,000 | |
| 25 Jun | 682.20 | 53.8 | - | 1,16,000 | 31,000 | 1,10,000 | |
| 24 Jun | 679.50 | 52 | - | 57,000 | 40,000 | 75,000 | |
| 21 Jun | 667.60 | 55.00 | - | 11,000 | 10,000 | 34,000 | |
| 20 Jun | 666.75 | 58.45 | - | 4,000 | 4,000 | 23,000 | |
| 19 Jun | 656.95 | 60.00 | - | 19,000 | 18,000 | 19,000 | |
| 18 Jun | 664.50 | 55.50 | - | 1,000 | 0 | 0 | |
| 14 Jun | 661.25 | 97.70 | - | 0 | 0 | 0 | |
| 11 Jun | 671.60 | 97.70 | - | 0 | 0 | 0 | |
| 7 Jun | 669.00 | 97.70 | - | 0 | 0 | 0 | |
For AU SMALL FINANCE BANK LTD - strike price 700 expiring on 25JUL2024
Delta for 700 PE is -
Historical price for 700 PE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 45.7, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 120000
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 46.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -6000 which decreased total open position to 115000
On 3 Jul AUBANK was trading at 666.25. The strike last trading price was 50.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 121000
On 2 Jul AUBANK was trading at 673.30. The strike last trading price was 44.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 113000
On 1 Jul AUBANK was trading at 673.85. The strike last trading price was 44.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 114000
On 28 Jun AUBANK was trading at 672.05. The strike last trading price was 48.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 115000
On 27 Jun AUBANK was trading at 666.10. The strike last trading price was 48.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -5000 which decreased total open position to 108000
On 26 Jun AUBANK was trading at 692.45. The strike last trading price was 42.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 114000
On 25 Jun AUBANK was trading at 682.20. The strike last trading price was 53.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 31000 which increased total open position to 110000
On 24 Jun AUBANK was trading at 679.50. The strike last trading price was 52, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 75000
On 21 Jun AUBANK was trading at 667.60. The strike last trading price was 55.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 34000
On 20 Jun AUBANK was trading at 666.75. The strike last trading price was 58.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 23000
On 19 Jun AUBANK was trading at 656.95. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 19000
On 18 Jun AUBANK was trading at 664.50. The strike last trading price was 55.50, 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 97.70, 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 97.70, 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 97.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0