AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 28OCT2025 720 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.89
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 20.9 | -4.6 | 25.95 | 108 | 49 | 240 | |||||||||
| 21 Sept | 718.70 | 25 | -1.15 | 24.46 | 81 | 12 | 191 | |||||||||
| 18 Sept | 719.65 | 26.4 | 5.85 | 23.54 | 215 | 21 | 179 | |||||||||
| 14 Sept | 706.65 | 21 | -1.8 | 22.73 | 114 | 24 | 89 | |||||||||
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| 17 Aug | 750.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 720 expiring on 28OCT2025
Delta for 720 CE is 0.49
Historical price for 720 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 20.9, which was -4.6 lower than the previous day. The implied volatity was 25.95, the open interest changed by 49 which increased total open position to 240
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 25, which was -1.15 lower than the previous day. The implied volatity was 24.46, the open interest changed by 12 which increased total open position to 191
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 26.4, which was 5.85 higher than the previous day. The implied volatity was 23.54, the open interest changed by 21 which increased total open position to 179
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 21, which was -1.8 lower than the previous day. The implied volatity was 22.73, the open interest changed by 24 which increased total open position to 89
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 0, 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 28OCT2025 720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0.89
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 27.7 | 7.15 | 28.50 | 29 | 10 | 73 |
| 21 Sept | 718.70 | 20.55 | -1.3 | 24.30 | 20 | 8 | 62 |
| 18 Sept | 719.65 | 21.85 | -6.45 | 27.06 | 36 | 4 | 56 |
| 14 Sept | 706.65 | 28.2 | 0.5 | 26.19 | 31 | 24 | 28 |
| 17 Aug | 750.60 | 40.25 | 0 | 3.78 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 720 expiring on 28OCT2025
Delta for 720 PE is -0.51
Historical price for 720 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 27.7, which was 7.15 higher than the previous day. The implied volatity was 28.50, the open interest changed by 10 which increased total open position to 73
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 20.55, which was -1.3 lower than the previous day. The implied volatity was 24.30, the open interest changed by 8 which increased total open position to 62
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 21.85, which was -6.45 lower than the previous day. The implied volatity was 27.06, the open interest changed by 4 which increased total open position to 56
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 28.2, which was 0.5 higher than the previous day. The implied volatity was 26.19, the open interest changed by 24 which increased total open position to 28
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 40.25, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
