AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 700 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.39
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 16.9 | -7.8 | 27.06 | 987 | 78 | 507 | |||||||||
| 21 Sept | 718.70 | 23.5 | -3 | 24.16 | 492 | -22 | 427 | |||||||||
| 18 Sept | 719.65 | 27.05 | 7.4 | 25.29 | 1,263 | -117 | 446 | |||||||||
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| 14 Sept | 706.65 | 20.6 | -2.1 | 23.54 | 374 | 1 | 405 | |||||||||
| 17 Aug | 750.60 | 146.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.65
Historical price for 700 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 16.9, which was -7.8 lower than the previous day. The implied volatity was 27.06, the open interest changed by 78 which increased total open position to 507
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 23.5, which was -3 lower than the previous day. The implied volatity was 24.16, the open interest changed by -22 which decreased total open position to 427
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 27.05, which was 7.4 higher than the previous day. The implied volatity was 25.29, the open interest changed by -117 which decreased total open position to 446
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 20.6, which was -2.1 lower than the previous day. The implied volatity was 23.54, the open interest changed by 1 which increased total open position to 405
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 146.8, 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 700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.39
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 6.1 | 1.8 | 24.83 | 1,307 | -10 | 937 |
| 21 Sept | 718.70 | 4.6 | 0.35 | 23.80 | 926 | -19 | 943 |
| 18 Sept | 719.65 | 4.1 | -3.7 | 23.65 | 1,188 | -23 | 931 |
| 14 Sept | 706.65 | 9.8 | -0.1 | 23.36 | 584 | 8 | 925 |
| 17 Aug | 750.60 | 8.75 | -3.4 | 28.33 | 80 | 24 | 62 |
For Au Small Finance Bank Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.34
Historical price for 700 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 6.1, which was 1.8 higher than the previous day. The implied volatity was 24.83, the open interest changed by -10 which decreased total open position to 937
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 4.6, which was 0.35 higher than the previous day. The implied volatity was 23.80, the open interest changed by -19 which decreased total open position to 943
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 4.1, which was -3.7 lower than the previous day. The implied volatity was 23.65, the open interest changed by -23 which decreased total open position to 931
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 9.8, which was -0.1 lower than the previous day. The implied volatity was 23.36, the open interest changed by 8 which increased total open position to 925
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 8.75, which was -3.4 lower than the previous day. The implied volatity was 28.33, the open interest changed by 24 which increased total open position to 62
