AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 720 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.40
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 706.05 | 7 | -4.85 | 26.85 | 2,827 | 357 | 1,310 | |||||||||
| 21 Sept | 718.70 | 10.55 | -3.05 | 22.41 | 3,900 | -129 | 960 | |||||||||
| 18 Sept | 719.65 | 13.9 | 4.05 | 24.34 | 5,315 | -431 | 1,168 | |||||||||
| 14 Sept | 706.65 | 10.7 | -1.5 | 23.55 | 1,909 | 139 | 1,144 | |||||||||
| 17 Aug | 750.60 | 32 | -5.25 | 0.00 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.37
Historical price for 720 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 7, which was -4.85 lower than the previous day. The implied volatity was 26.85, the open interest changed by 357 which increased total open position to 1310
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 10.55, which was -3.05 lower than the previous day. The implied volatity was 22.41, the open interest changed by -129 which decreased total open position to 960
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 13.9, which was 4.05 higher than the previous day. The implied volatity was 24.34, the open interest changed by -431 which decreased total open position to 1168
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 10.7, which was -1.5 lower than the previous day. The implied volatity was 23.55, the open interest changed by 139 which increased total open position to 1144
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 32, which was -5.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| AUBANK 30SEP2025 720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.39
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 15.85 | 4.85 | 23.86 | 660 | -68 | 422 |
| 21 Sept | 718.70 | 12 | 1.05 | 22.95 | 1,435 | -74 | 489 |
| 18 Sept | 719.65 | 10.25 | -7.15 | 21.91 | 1,106 | 93 | 577 |
| 14 Sept | 706.65 | 20 | 0.85 | 23.70 | 296 | 29 | 304 |
| 17 Aug | 750.60 | 20.65 | 0 | 4.14 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.65
Historical price for 720 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 15.85, which was 4.85 higher than the previous day. The implied volatity was 23.86, the open interest changed by -68 which decreased total open position to 422
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 12, which was 1.05 higher than the previous day. The implied volatity was 22.95, the open interest changed by -74 which decreased total open position to 489
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 10.25, which was -7.15 lower than the previous day. The implied volatity was 21.91, the open interest changed by 93 which increased total open position to 577
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 20, which was 0.85 higher than the previous day. The implied volatity was 23.70, the open interest changed by 29 which increased total open position to 304
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 20.65, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
