AUBANK
AU SMALL FINANCE BANK LTD
Historical option data for AUBANK
26 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 | |||
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| 26 Jul | 650.40 | 2.65 | -0.50 | - | 9,82,000 | -15,000 | 2,45,000 | |||
| 25 Jul | 631.65 | 3.15 | - | 5,01,000 | 1,77,000 | 2,60,000 | ||||
| 24 Jul | 659.55 | 7 | - | 1,56,000 | 83,000 | 83,000 | ||||
| 23 Jul | 656.25 | 6 | - | 0 | 0 | 0 | ||||
| 24 Jun | 679.50 | 0 | - | 0 | 0 | 0 | ||||
For AU SMALL FINANCE BANK LTD - strike price 720 expiring on 29AUG2024
Delta for 720 CE is -
Historical price for 720 CE is as follows
On 26 Jul AUBANK was trading at 650.40. The strike last trading price was 2.65, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -15000 which decreased total open position to 245000
On 25 Jul AUBANK was trading at 631.65. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 177000 which increased total open position to 260000
On 24 Jul AUBANK was trading at 659.55. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by 83000 which increased total open position to 83000
On 23 Jul AUBANK was trading at 656.25. The strike last trading price was 6, 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 0, 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 |
| 26 Jul | 650.40 | 86.65 | 1.65 | - | 9,000 | 8,000 | 8,000 |
| 25 Jul | 631.65 | 85 | - | 0 | 2,000 | 0 | |
| 24 Jul | 659.55 | 85 | - | 3,000 | 2,000 | 2,000 | |
| 23 Jul | 656.25 | 91.6 | - | 0 | 0 | 0 | |
| 24 Jun | 679.50 | 0 | - | 0 | 0 | 0 | |
For AU SMALL FINANCE BANK LTD - strike price 720 expiring on 29AUG2024
Delta for 720 PE is -
Historical price for 720 PE is as follows
On 26 Jul AUBANK was trading at 650.40. The strike last trading price was 86.65, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000
On 25 Jul AUBANK was trading at 631.65. The strike last trading price was 85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 0
On 24 Jul AUBANK was trading at 659.55. The strike last trading price was 85, 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 23 Jul AUBANK was trading at 656.25. The strike last trading price was 91.6, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0