AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 710 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.42
Theta: -0.79
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 11.05 | -6.75 | 26.47 | 1,978 | 292 | 743 | |||||||||
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| 21 Sept | 718.70 | 16.4 | -2.95 | 23.27 | 1,282 | -15 | 453 | |||||||||
| 18 Sept | 719.65 | 19.55 | 5.65 | 23.99 | 2,647 | -244 | 482 | |||||||||
| 14 Sept | 706.65 | 15 | -1.9 | 23.36 | 816 | 69 | 543 | |||||||||
| 17 Aug | 750.60 | 67.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 710 expiring on 30SEP2025
Delta for 710 CE is 0.51
Historical price for 710 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 11.05, which was -6.75 lower than the previous day. The implied volatity was 26.47, the open interest changed by 292 which increased total open position to 743
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 16.4, which was -2.95 lower than the previous day. The implied volatity was 23.27, the open interest changed by -15 which decreased total open position to 453
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 19.55, which was 5.65 higher than the previous day. The implied volatity was 23.99, the open interest changed by -244 which decreased total open position to 482
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 15, which was -1.9 lower than the previous day. The implied volatity was 23.36, the open interest changed by 69 which increased total open position to 543
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 67.2, 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 710 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 0.42
Theta: -0.53
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 10.15 | 3.25 | 24.21 | 993 | 64 | 446 |
| 21 Sept | 718.70 | 7.4 | 0.4 | 22.81 | 1,200 | -100 | 383 |
| 18 Sept | 719.65 | 6.55 | -5.3 | 22.65 | 1,366 | 17 | 493 |
| 14 Sept | 706.65 | 14.3 | 0.4 | 23.42 | 514 | 20 | 374 |
| 17 Aug | 750.60 | 11.85 | -16.65 | 29.11 | 6 | 3 | 3 |
For Au Small Finance Bank Ltd - strike price 710 expiring on 30SEP2025
Delta for 710 PE is -0.49
Historical price for 710 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 10.15, which was 3.25 higher than the previous day. The implied volatity was 24.21, the open interest changed by 64 which increased total open position to 446
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 7.4, which was 0.4 higher than the previous day. The implied volatity was 22.81, the open interest changed by -100 which decreased total open position to 383
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 6.55, which was -5.3 lower than the previous day. The implied volatity was 22.65, the open interest changed by 17 which increased total open position to 493
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 14.3, which was 0.4 higher than the previous day. The implied volatity was 23.42, the open interest changed by 20 which increased total open position to 374
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 11.85, which was -16.65 lower than the previous day. The implied volatity was 29.11, the open interest changed by 3 which increased total open position to 3
