AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 640 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 77.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 718.70 | 77.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 719.65 | 77.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 706.65 | 64.1 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 CE is 0.00
Historical price for 640 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 77.35, which was 0 lower than the previous day. The implied volatity was 0.00, 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 77.35, which was 0 lower than the previous day. The implied volatity was 0.00, 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 77.35, which was 0 lower than the previous day. The implied volatity was 0.00, 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 64.1, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| AUBANK 30SEP2025 640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.08
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 0.6 | 0.05 | 39.51 | 25 | -4 | 210 |
| 21 Sept | 718.70 | 0.55 | 0.1 | 36.36 | 75 | 38 | 214 |
| 18 Sept | 719.65 | 0.45 | -0.15 | 34.80 | 53 | -25 | 177 |
| 14 Sept | 706.65 | 0.9 | -0.1 | 28.75 | 104 | 49 | 145 |
For Au Small Finance Bank Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -0.04
Historical price for 640 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 39.51, the open interest changed by -4 which decreased total open position to 210
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 36.36, the open interest changed by 38 which increased total open position to 214
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 34.80, the open interest changed by -25 which decreased total open position to 177
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 28.75, the open interest changed by 49 which increased total open position to 145
