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 | 1.45 | 0.15 | - | 1,64,000 | 31,000 | 4,28,000 | |||
| 4 Jul | 673.45 | 1.3 | - | 37,000 | 5,000 | 3,97,000 | ||||
| 3 Jul | 666.25 | 1.1 | - | 95,000 | 30,000 | 3,92,000 | ||||
| 2 Jul | 673.30 | 1.45 | - | 4,00,000 | 1,96,000 | 3,62,000 | ||||
| 1 Jul | 673.85 | 1.75 | - | 2,05,000 | 1,41,000 | 1,66,000 | ||||
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| 28 Jun | 672.05 | 2 | - | 29,000 | 25,000 | 25,000 | ||||
For AU SMALL FINANCE BANK LTD - strike price 780 expiring on 25JUL2024
Delta for 780 CE is -
Historical price for 780 CE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 1.45, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 31000 which increased total open position to 428000
On 4 Jul AUBANK was trading at 673.45. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 397000
On 3 Jul AUBANK was trading at 666.25. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 392000
On 2 Jul AUBANK was trading at 673.30. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 196000 which increased total open position to 362000
On 1 Jul AUBANK was trading at 673.85. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 141000 which increased total open position to 166000
On 28 Jun AUBANK was trading at 672.05. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 25000 which increased total open position to 25000
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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 | 164.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 673.45 | 164.1 | - | 0 | 0 | 0 | |
| 3 Jul | 666.25 | 164.1 | - | 0 | 0 | 0 | |
| 2 Jul | 673.30 | 164.1 | - | 0 | 0 | 0 | |
| 1 Jul | 673.85 | 164.1 | - | 0 | 0 | 0 | |
| 28 Jun | 672.05 | 164.1 | - | 0 | 0 | 0 | |
For AU SMALL FINANCE BANK LTD - strike price 780 expiring on 25JUL2024
Delta for 780 PE is -
Historical price for 780 PE is as follows
On 5 Jul AUBANK was trading at 672.60. The strike last trading price was 164.1, 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 164.1, 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 164.1, 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 164.1, 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 164.1, 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 164.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0