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 | 3.15 | 0.20 | - | 3,83,000 | 13,000 | 8,11,000 | |||
| 4 Jul | 673.45 | 2.95 | - | 2,92,000 | -12,000 | 7,98,000 | ||||
| 3 Jul | 666.25 | 2.9 | - | 7,58,000 | -1,32,000 | 8,10,000 | ||||
| 2 Jul | 673.30 | 3.3 | - | 4,17,000 | 42,000 | 9,41,000 | ||||
| 1 Jul | 673.85 | 3.95 | - | 3,50,000 | 75,000 | 8,99,000 | ||||
| 28 Jun | 672.05 | 4.05 | - | 6,41,000 | 1,92,000 | 8,24,000 | ||||
| 27 Jun | 666.10 | 5.75 | - | 7,75,000 | 1,16,000 | 6,32,000 | ||||
| 26 Jun | 692.45 | 7.5 | - | 41,30,000 | 91,000 | 5,15,000 | ||||
| 25 Jun | 682.20 | 5.7 | - | 12,17,000 | 3,57,000 | 4,24,000 | ||||
| 24 Jun | 679.50 | 6.2 | - | 79,000 | 60,000 | 65,000 | ||||
| 21 Jun | 667.60 | 1.05 | - | 6,000 | 4,000 | 4,000 | ||||
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| 20 Jun | 666.75 | 10.40 | - | 0 | 0 | 0 | ||||
| 19 Jun | 656.95 | 10.40 | - | 0 | 0 | 0 | ||||
For AU SMALL FINANCE BANK LTD - strike price 750 expiring on 25JUL2024
Delta for 750 CE is -
Historical price for 750 CE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 3.15, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 13000 which increased total open position to 811000
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 798000
On 3 Jul AUBANK was trading at 666.25. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -132000 which decreased total open position to 810000
On 2 Jul AUBANK was trading at 673.30. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 941000
On 1 Jul AUBANK was trading at 673.85. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 75000 which increased total open position to 899000
On 28 Jun AUBANK was trading at 672.05. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 192000 which increased total open position to 824000
On 27 Jun AUBANK was trading at 666.10. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 116000 which increased total open position to 632000
On 26 Jun AUBANK was trading at 692.45. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 91000 which increased total open position to 515000
On 25 Jun AUBANK was trading at 682.20. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 357000 which increased total open position to 424000
On 24 Jun AUBANK was trading at 679.50. The strike last trading price was 6.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 65000
On 21 Jun AUBANK was trading at 667.60. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 4000
On 20 Jun AUBANK was trading at 666.75. The strike last trading price was 10.40, 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 10.40, 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 | 87.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 673.45 | 87.4 | - | 0 | 0 | 0 | |
| 3 Jul | 666.25 | 87.4 | - | 0 | 0 | 0 | |
| 2 Jul | 673.30 | 87.4 | - | 3,000 | 6,000 | 6,000 | |
| 1 Jul | 673.85 | 87.25 | - | 0 | 1,000 | 0 | |
| 28 Jun | 672.05 | 87.25 | - | 1,000 | 1,000 | 5,000 | |
| 27 Jun | 666.10 | 89.6 | - | 4,000 | 3,000 | 4,000 | |
| 26 Jun | 692.45 | 90 | - | 0 | 0 | 0 | |
| 25 Jun | 682.20 | 90 | - | 1,000 | 0 | 0 | |
| 24 Jun | 679.50 | 138 | - | 0 | 0 | 0 | |
| 21 Jun | 667.60 | 138.00 | - | 0 | 0 | 0 | |
| 20 Jun | 666.75 | 138.00 | - | 0 | 0 | 0 | |
| 19 Jun | 656.95 | 138.00 | - | 0 | 0 | 0 | |
For AU SMALL FINANCE BANK LTD - strike price 750 expiring on 25JUL2024
Delta for 750 PE is -
Historical price for 750 PE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 87.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 87.4, 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 3 Jul AUBANK was trading at 666.25. The strike last trading price was 87.4, 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 87.4, 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 1 Jul AUBANK was trading at 673.85. The strike last trading price was 87.25, 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 87.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 5000
On 27 Jun AUBANK was trading at 666.10. The strike last trading price was 89.6, 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 26 Jun AUBANK was trading at 692.45. The strike last trading price was 90, 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 25 Jun AUBANK was trading at 682.20. The strike last trading price was 90, 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 138, 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 138.00, 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 138.00, 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 138.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0