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 | 2.35 | 0.10 | - | 1,25,000 | 27,000 | 3,02,000 | |||
| 4 Jul | 673.45 | 2.25 | - | 93,000 | 18,000 | 2,75,000 | ||||
| 3 Jul | 666.25 | 2.1 | - | 66,000 | -5,000 | 2,57,000 | ||||
| 2 Jul | 673.30 | 2.7 | - | 87,000 | 17,000 | 2,63,000 | ||||
| 1 Jul | 673.85 | 2.85 | - | 96,000 | 7,000 | 2,46,000 | ||||
| 28 Jun | 672.05 | 3.2 | - | 1,07,000 | -21,000 | 2,39,000 | ||||
| 27 Jun | 666.10 | 4.75 | - | 60,000 | 13,000 | 2,60,000 | ||||
| 26 Jun | 692.45 | 6.1 | - | 2,55,000 | 72,000 | 2,47,000 | ||||
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| 25 Jun | 682.20 | 4.85 | - | 2,41,000 | 1,01,000 | 1,75,000 | ||||
| 24 Jun | 679.50 | 5.1 | - | 44,000 | 19,000 | 72,000 | ||||
| 21 Jun | 667.60 | 3.60 | - | 16,000 | 12,000 | 53,000 | ||||
| 20 Jun | 666.75 | 4.00 | - | 1,000 | 1,000 | 41,000 | ||||
| 19 Jun | 656.95 | 4.00 | - | 40,000 | 39,000 | 40,000 | ||||
For AU SMALL FINANCE BANK LTD - strike price 760 expiring on 25JUL2024
Delta for 760 CE is -
Historical price for 760 CE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 2.35, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 302000
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 275000
On 3 Jul AUBANK was trading at 666.25. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -5000 which decreased total open position to 257000
On 2 Jul AUBANK was trading at 673.30. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 17000 which increased total open position to 263000
On 1 Jul AUBANK was trading at 673.85. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 246000
On 28 Jun AUBANK was trading at 672.05. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -21000 which decreased total open position to 239000
On 27 Jun AUBANK was trading at 666.10. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 13000 which increased total open position to 260000
On 26 Jun AUBANK was trading at 692.45. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 247000
On 25 Jun AUBANK was trading at 682.20. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 101000 which increased total open position to 175000
On 24 Jun AUBANK was trading at 679.50. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 19000 which increased total open position to 72000
On 21 Jun AUBANK was trading at 667.60. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 53000
On 20 Jun AUBANK was trading at 666.75. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 41000
On 19 Jun AUBANK was trading at 656.95. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 39000 which increased total open position to 40000
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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 | 98.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 673.45 | 98.6 | - | 0 | 0 | 0 | |
| 3 Jul | 666.25 | 98.6 | - | 0 | 0 | 0 | |
| 2 Jul | 673.30 | 98.6 | - | 0 | 0 | 0 | |
| 1 Jul | 673.85 | 98.6 | - | 0 | 0 | 0 | |
| 28 Jun | 672.05 | 98.6 | - | 0 | 0 | 0 | |
| 27 Jun | 666.10 | 98.6 | - | 1,000 | 0 | 1,000 | |
| 26 Jun | 692.45 | 92.8 | - | 0 | 0 | 0 | |
| 25 Jun | 682.20 | 92.8 | - | 1,000 | 0 | 0 | |
| 24 Jun | 679.50 | 146.55 | - | 0 | 0 | 0 | |
| 21 Jun | 667.60 | 146.55 | - | 0 | 0 | 0 | |
| 20 Jun | 666.75 | 146.55 | - | 0 | 0 | 0 | |
| 19 Jun | 656.95 | 146.55 | - | 0 | 0 | 0 | |
For AU SMALL FINANCE BANK LTD - strike price 760 expiring on 25JUL2024
Delta for 760 PE is -
Historical price for 760 PE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 98.6, 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 98.6, 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 3 Jul AUBANK was trading at 666.25. The strike last trading price was 98.6, 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 2 Jul AUBANK was trading at 673.30. The strike last trading price was 98.6, 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 1 Jul AUBANK was trading at 673.85. The strike last trading price was 98.6, 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 28 Jun AUBANK was trading at 672.05. The strike last trading price was 98.6, 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 27 Jun AUBANK was trading at 666.10. The strike last trading price was 98.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 26 Jun AUBANK was trading at 692.45. The strike last trading price was 92.8, 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 92.8, 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 146.55, 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 146.55, 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 146.55, 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 146.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0