AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 690 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.32
Theta: -0.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 24.05 | -10.25 | 27.74 | 185 | -5 | 124 | |||||||||
| 21 Sept | 718.70 | 32.7 | -2.1 | 28.48 | 83 | 9 | 130 | |||||||||
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| 18 Sept | 719.65 | 35.35 | 8.8 | 26.54 | 271 | 10 | 119 | |||||||||
| 14 Sept | 706.65 | 29.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 750.60 | 79.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 690 expiring on 30SEP2025
Delta for 690 CE is 0.76
Historical price for 690 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 24.05, which was -10.25 lower than the previous day. The implied volatity was 27.74, the open interest changed by -5 which decreased total open position to 124
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 32.7, which was -2.1 lower than the previous day. The implied volatity was 28.48, the open interest changed by 9 which increased total open position to 130
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 35.35, which was 8.8 higher than the previous day. The implied volatity was 26.54, the open interest changed by 10 which increased total open position to 119
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 29.5, 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 17 Aug AUBANK was trading at 750.60. The strike last trading price was 79.8, 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 690 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.31
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 3.5 | 0.9 | 25.73 | 420 | 18 | 539 |
| 21 Sept | 718.70 | 2.75 | 0.25 | 24.75 | 1,054 | 238 | 521 |
| 18 Sept | 719.65 | 2.3 | -2.4 | 24.00 | 643 | -17 | 286 |
| 14 Sept | 706.65 | 6.6 | -0.15 | 23.76 | 228 | -15 | 167 |
| 17 Aug | 750.60 | 7.5 | -13.8 | 29.50 | 6 | 3 | 1 |
For Au Small Finance Bank Ltd - strike price 690 expiring on 30SEP2025
Delta for 690 PE is -0.22
Historical price for 690 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 3.5, which was 0.9 higher than the previous day. The implied volatity was 25.73, the open interest changed by 18 which increased total open position to 539
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was 24.75, the open interest changed by 238 which increased total open position to 521
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 2.3, which was -2.4 lower than the previous day. The implied volatity was 24.00, the open interest changed by -17 which decreased total open position to 286
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 6.6, which was -0.15 lower than the previous day. The implied volatity was 23.76, the open interest changed by -15 which decreased total open position to 167
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 7.5, which was -13.8 lower than the previous day. The implied volatity was 29.50, the open interest changed by 3 which increased total open position to 1
