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 | 6.4 | 0.05 | - | 3,18,000 | 13,000 | 3,92,000 | |||
| 4 Jul | 673.45 | 6.35 | - | 2,31,000 | -22,000 | 3,79,000 | ||||
| 3 Jul | 666.25 | 6.1 | - | 4,44,000 | 95,000 | 4,01,000 | ||||
| 2 Jul | 673.30 | 6.95 | - | 2,42,000 | 54,000 | 3,06,000 | ||||
| 1 Jul | 673.85 | 7.95 | - | 1,47,000 | 16,000 | 2,52,000 | ||||
| 28 Jun | 672.05 | 8.05 | - | 2,00,000 | 28,000 | 2,36,000 | ||||
| 27 Jun | 666.10 | 9.8 | - | 3,78,000 | 11,000 | 2,08,000 | ||||
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| 26 Jun | 692.45 | 13 | - | 5,56,000 | 44,000 | 1,97,000 | ||||
| 25 Jun | 682.20 | 9.35 | - | 3,69,000 | 1,41,000 | 1,53,000 | ||||
| 24 Jun | 679.50 | 11 | - | 15,000 | 11,000 | 11,000 | ||||
| 21 Jun | 667.60 | 15.10 | - | 0 | 0 | 0 | ||||
| 20 Jun | 666.75 | 15.10 | - | 0 | 0 | 0 | ||||
| 19 Jun | 656.95 | 15.10 | - | 0 | 0 | 0 | ||||
| 11 Jun | 671.60 | 15.10 | - | 0 | 0 | 0 | ||||
| 7 Jun | 669.00 | 15.10 | - | 0 | 0 | 0 | ||||
For AU SMALL FINANCE BANK LTD - strike price 720 expiring on 25JUL2024
Delta for 720 CE is -
Historical price for 720 CE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 6.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 13000 which increased total open position to 392000
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -22000 which decreased total open position to 379000
On 3 Jul AUBANK was trading at 666.25. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 95000 which increased total open position to 401000
On 2 Jul AUBANK was trading at 673.30. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 54000 which increased total open position to 306000
On 1 Jul AUBANK was trading at 673.85. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 252000
On 28 Jun AUBANK was trading at 672.05. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 28000 which increased total open position to 236000
On 27 Jun AUBANK was trading at 666.10. The strike last trading price was 9.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 208000
On 26 Jun AUBANK was trading at 692.45. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 197000
On 25 Jun AUBANK was trading at 682.20. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 141000 which increased total open position to 153000
On 24 Jun AUBANK was trading at 679.50. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 11000
On 21 Jun AUBANK was trading at 667.60. The strike last trading price was 15.10, 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 15.10, 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 15.10, 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 15.10, 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 15.10, 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 | 58.55 | -5.45 | - | 3,000 | 3,000 | 9,000 |
| 4 Jul | 673.45 | 64 | - | 1,000 | 6,000 | 6,000 | |
| 3 Jul | 666.25 | 65.2 | - | 0 | 0 | 0 | |
| 2 Jul | 673.30 | 65.2 | - | 0 | 1,000 | 0 | |
| 1 Jul | 673.85 | 65.2 | - | 0 | 1,000 | 0 | |
| 28 Jun | 672.05 | 65.2 | - | 0 | 1,000 | 0 | |
| 27 Jun | 666.10 | 65.2 | - | 5,000 | 1,000 | 3,000 | |
| 26 Jun | 692.45 | 71.35 | - | 3,000 | 2,000 | 2,000 | |
| 25 Jun | 682.20 | 113.25 | - | 0 | 0 | 0 | |
| 24 Jun | 679.50 | 113.25 | - | 0 | 0 | 0 | |
| 21 Jun | 667.60 | 113.25 | - | 0 | 0 | 0 | |
| 20 Jun | 666.75 | 113.25 | - | 0 | 0 | 0 | |
| 19 Jun | 656.95 | 113.25 | - | 0 | 0 | 0 | |
| 11 Jun | 671.60 | 113.25 | - | 0 | 0 | 0 | |
| 7 Jun | 669.00 | 113.25 | - | 0 | 0 | 0 | |
For AU SMALL FINANCE BANK LTD - strike price 720 expiring on 25JUL2024
Delta for 720 PE is -
Historical price for 720 PE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 58.55, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 9000
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 64, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 6000
On 3 Jul AUBANK was trading at 666.25. The strike last trading price was 65.2, 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 2 Jul AUBANK was trading at 673.30. The strike last trading price was 65.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 0
On 1 Jul AUBANK was trading at 673.85. The strike last trading price was 65.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 0
On 28 Jun AUBANK was trading at 672.05. The strike last trading price was 65.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 0
On 27 Jun AUBANK was trading at 666.10. The strike last trading price was 65.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 3000
On 26 Jun AUBANK was trading at 692.45. The strike last trading price was 71.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2000
On 25 Jun AUBANK was trading at 682.20. The strike last trading price was 113.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun AUBANK was trading at 679.50. The strike last trading price was 113.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun AUBANK was trading at 667.60. The strike last trading price was 113.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun AUBANK was trading at 666.75. The strike last trading price was 113.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun AUBANK was trading at 656.95. The strike last trading price was 113.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun AUBANK was trading at 671.60. The strike last trading price was 113.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun AUBANK was trading at 669.00. The strike last trading price was 113.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0