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 | |||
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| 5 Jul | 672.60 | 1.8 | 0.35 | - | 49,000 | -1,000 | 2,25,000 | |||
| 4 Jul | 673.45 | 1.45 | - | 73,000 | 46,000 | 2,26,000 | ||||
| 3 Jul | 666.25 | 1.55 | - | 23,000 | -9,000 | 1,80,000 | ||||
| 2 Jul | 673.30 | 1.85 | - | 17,000 | 0 | 1,89,000 | ||||
| 1 Jul | 673.85 | 2.3 | - | 20,000 | -5,000 | 1,89,000 | ||||
| 28 Jun | 672.05 | 2.5 | - | 2,83,000 | 1,52,000 | 1,94,000 | ||||
| 27 Jun | 666.10 | 4 | - | 58,000 | 27,000 | 42,000 | ||||
| 26 Jun | 692.45 | 4.85 | - | 23,000 | 15,000 | 15,000 | ||||
For AU SMALL FINANCE BANK LTD - strike price 770 expiring on 25JUL2024
Delta for 770 CE is -
Historical price for 770 CE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 225000
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 46000 which increased total open position to 226000
On 3 Jul AUBANK was trading at 666.25. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 180000
On 2 Jul AUBANK was trading at 673.30. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 189000
On 1 Jul AUBANK was trading at 673.85. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -5000 which decreased total open position to 189000
On 28 Jun AUBANK was trading at 672.05. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 152000 which increased total open position to 194000
On 27 Jun AUBANK was trading at 666.10. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 42000
On 26 Jun AUBANK was trading at 692.45. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 15000
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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 | 155.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 673.45 | 155.25 | - | 0 | 0 | 0 | |
| 3 Jul | 666.25 | 155.25 | - | 0 | 0 | 0 | |
| 2 Jul | 673.30 | 155.25 | - | 0 | 0 | 0 | |
| 1 Jul | 673.85 | 155.25 | - | 0 | 0 | 0 | |
| 28 Jun | 672.05 | 155.25 | - | 0 | 0 | 0 | |
| 27 Jun | 666.10 | 155.25 | - | 0 | 0 | 0 | |
| 26 Jun | 692.45 | 155.25 | - | 0 | 0 | 0 | |
For AU SMALL FINANCE BANK LTD - strike price 770 expiring on 25JUL2024
Delta for 770 PE is -
Historical price for 770 PE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 155.25, 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 155.25, 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 3 Jul AUBANK was trading at 666.25. The strike last trading price was 155.25, 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 2 Jul AUBANK was trading at 673.30. The strike last trading price was 155.25, 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 1 Jul AUBANK was trading at 673.85. The strike last trading price was 155.25, 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 28 Jun AUBANK was trading at 672.05. The strike last trading price was 155.25, 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 27 Jun AUBANK was trading at 666.10. The strike last trading price was 155.25, 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 26 Jun AUBANK was trading at 692.45. The strike last trading price was 155.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0