AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 670 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.90
Vega: 0.19
Theta: -0.53
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 41.5 | -9.45 | 31.41 | 18 | 4 | 51 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 718.70 | 50.15 | 4.05 | 30.06 | 25 | -1 | 49 | |||||||||
| 18 Sept | 719.65 | 46.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 706.65 | 43.8 | -1.55 | 26.25 | 4 | -1 | 48 | |||||||||
For Au Small Finance Bank Ltd - strike price 670 expiring on 30SEP2025
Delta for 670 CE is 0.90
Historical price for 670 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 41.5, which was -9.45 lower than the previous day. The implied volatity was 31.41, the open interest changed by 4 which increased total open position to 51
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 50.15, which was 4.05 higher than the previous day. The implied volatity was 30.06, the open interest changed by -1 which decreased total open position to 49
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 46.1, 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 43.8, which was -1.55 lower than the previous day. The implied volatity was 26.25, the open interest changed by -1 which decreased total open position to 48
| AUBANK 30SEP2025 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.16
Theta: -0.28
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 1.2 | 0.2 | 28.94 | 138 | 15 | 355 |
| 21 Sept | 718.70 | 1 | 0.05 | 27.32 | 146 | 8 | 339 |
| 18 Sept | 719.65 | 0.9 | -0.8 | 26.92 | 344 | -58 | 333 |
| 14 Sept | 706.65 | 2.9 | -0.15 | 25.26 | 92 | 7 | 237 |
For Au Small Finance Bank Ltd - strike price 670 expiring on 30SEP2025
Delta for 670 PE is -0.08
Historical price for 670 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 28.94, the open interest changed by 15 which increased total open position to 355
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 27.32, the open interest changed by 8 which increased total open position to 339
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 0.9, which was -0.8 lower than the previous day. The implied volatity was 26.92, the open interest changed by -58 which decreased total open position to 333
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 2.9, which was -0.15 lower than the previous day. The implied volatity was 25.26, the open interest changed by 7 which increased total open position to 237
