AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 660 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.20
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 52.2 | 0.75 | 41.20 | 14 | 4 | 19 | |||||||||
| 21 Sept | 718.70 | 51.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 719.65 | 51.45 | 0 | 0.00 | 0 | 3 | 0 | |||||||||
| 14 Sept | 706.65 | 52.8 | -5.15 | 27.61 | 6 | -1 | 12 | |||||||||
For Au Small Finance Bank Ltd - strike price 660 expiring on 30SEP2025
Delta for 660 CE is 0.89
Historical price for 660 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 52.2, which was 0.75 higher than the previous day. The implied volatity was 41.20, the open interest changed by 4 which increased total open position to 19
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 51.45, 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 51.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 52.8, which was -5.15 lower than the previous day. The implied volatity was 27.61, the open interest changed by -1 which decreased total open position to 12
| AUBANK 30SEP2025 660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.12
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 0.8 | 0.1 | 31.46 | 46 | 5 | 205 |
| 21 Sept | 718.70 | 0.7 | 0 | 29.53 | 64 | -31 | 201 |
| 18 Sept | 719.65 | 0.65 | -0.4 | 29.14 | 164 | -103 | 233 |
| 14 Sept | 706.65 | 1.9 | -0.15 | 26.17 | 101 | 27 | 318 |
For Au Small Finance Bank Ltd - strike price 660 expiring on 30SEP2025
Delta for 660 PE is -0.06
Historical price for 660 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 31.46, the open interest changed by 5 which increased total open position to 205
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 29.53, the open interest changed by -31 which decreased total open position to 201
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 0.65, which was -0.4 lower than the previous day. The implied volatity was 29.14, the open interest changed by -103 which decreased total open position to 233
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 26.17, the open interest changed by 27 which increased total open position to 318
