AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 680 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.25
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 706.05 | 32.5 | -9.8 | 29.61 | 62 | -6 | 73 | |||||||||
| 21 Sept | 718.70 | 41.25 | -2.5 | 29.60 | 83 | -24 | 81 | |||||||||
| 18 Sept | 719.65 | 44.65 | 9.9 | 29.51 | 155 | -23 | 104 | |||||||||
| 14 Sept | 706.65 | 35.05 | -3.35 | 24.58 | 62 | 9 | 169 | |||||||||
| 17 Aug | 750.60 | 162.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 680 expiring on 30SEP2025
Delta for 680 CE is 0.84
Historical price for 680 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 32.5, which was -9.8 lower than the previous day. The implied volatity was 29.61, the open interest changed by -6 which decreased total open position to 73
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 41.25, which was -2.5 lower than the previous day. The implied volatity was 29.60, the open interest changed by -24 which decreased total open position to 81
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 44.65, which was 9.9 higher than the previous day. The implied volatity was 29.51, the open interest changed by -23 which decreased total open position to 104
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 35.05, which was -3.35 lower than the previous day. The implied volatity was 24.58, the open interest changed by 9 which increased total open position to 169
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 162.55, 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 680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.23
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 2 | 0.45 | 27.07 | 375 | 9 | 427 |
| 21 Sept | 718.70 | 1.65 | 0.15 | 25.96 | 350 | 35 | 418 |
| 18 Sept | 719.65 | 1.4 | -1.45 | 25.28 | 557 | -67 | 384 |
| 14 Sept | 706.65 | 4.45 | -0.15 | 24.56 | 286 | -1 | 343 |
| 17 Aug | 750.60 | 5.3 | -2.8 | 28.75 | 14 | 6 | 25 |
For Au Small Finance Bank Ltd - strike price 680 expiring on 30SEP2025
Delta for 680 PE is -0.14
Historical price for 680 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was 27.07, the open interest changed by 9 which increased total open position to 427
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 25.96, the open interest changed by 35 which increased total open position to 418
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 1.4, which was -1.45 lower than the previous day. The implied volatity was 25.28, the open interest changed by -67 which decreased total open position to 384
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 4.45, which was -0.15 lower than the previous day. The implied volatity was 24.56, the open interest changed by -1 which decreased total open position to 343
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 5.3, which was -2.8 lower than the previous day. The implied volatity was 28.75, the open interest changed by 6 which increased total open position to 25
