AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 650 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 | 73.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 718.70 | 73.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 719.65 | 73.5 | 10.05 | 38.55 | 2 | 0 | 36 | |||||||||
| 14 Sept | 706.65 | 64.05 | -3.45 | 36.07 | 12 | -2 | 39 | |||||||||
For Au Small Finance Bank Ltd - strike price 650 expiring on 30SEP2025
Delta for 650 CE is 0.00
Historical price for 650 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 73.5, 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 73.5, 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 73.5, which was 10.05 higher than the previous day. The implied volatity was 38.55, the open interest changed by 0 which decreased total open position to 36
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 64.05, which was -3.45 lower than the previous day. The implied volatity was 36.07, the open interest changed by -2 which decreased total open position to 39
| AUBANK 30SEP2025 650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.09
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 0.65 | 0.1 | 35.13 | 47 | 7 | 239 |
| 21 Sept | 718.70 | 0.55 | 0 | 32.28 | 49 | -14 | 232 |
| 18 Sept | 719.65 | 0.55 | -0.2 | 32.13 | 58 | -21 | 237 |
| 14 Sept | 706.65 | 1.3 | -0.1 | 27.42 | 118 | 28 | 235 |
For Au Small Finance Bank Ltd - strike price 650 expiring on 30SEP2025
Delta for 650 PE is -0.04
Historical price for 650 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 35.13, the open interest changed by 7 which increased total open position to 239
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 32.28, the open interest changed by -14 which decreased total open position to 232
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 32.13, the open interest changed by -21 which decreased total open position to 237
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 1.3, which was -0.1 lower than the previous day. The implied volatity was 27.42, the open interest changed by 28 which increased total open position to 235
