AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 214 | 0 | - | 0 | 0 | 0 | |||||||||
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| 21 Sept | 718.70 | 214 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 719.65 | 214 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 706.65 | 214 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 CE is -
Historical price for 620 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 214, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 214, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 214, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 214, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AUBANK 30SEP2025 620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.05
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 0.35 | 0.1 | 45.16 | 43 | 20 | 187 |
| 21 Sept | 718.70 | 0.25 | -0.1 | 39.25 | 5 | 1 | 167 |
| 18 Sept | 719.65 | 0.35 | 0 | 40.79 | 12 | -2 | 164 |
| 14 Sept | 706.65 | 0.4 | -0.1 | 30.97 | 7 | -1 | 169 |
For Au Small Finance Bank Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 PE is -0.02
Historical price for 620 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 45.16, the open interest changed by 20 which increased total open position to 187
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 39.25, the open interest changed by 1 which increased total open position to 167
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 40.79, the open interest changed by -2 which decreased total open position to 164
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 30.97, the open interest changed by -1 which decreased total open position to 169
