AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 730 CE | ||||||||||||||||
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Delta: 0.25
Vega: 0.33
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 4.25 | -3.65 | 27.37 | 2,579 | -437 | 547 | |||||||||
| 21 Sept | 718.70 | 6.7 | -2.45 | 22.83 | 2,489 | 124 | 982 | |||||||||
| 18 Sept | 719.65 | 9.3 | 2.6 | 24.30 | 2,994 | 264 | 853 | |||||||||
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| 14 Sept | 706.65 | 7.35 | -1.05 | 23.67 | 779 | 67 | 490 | |||||||||
| 17 Aug | 750.60 | 55.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 730 expiring on 30SEP2025
Delta for 730 CE is 0.25
Historical price for 730 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 4.25, which was -3.65 lower than the previous day. The implied volatity was 27.37, the open interest changed by -437 which decreased total open position to 547
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 6.7, which was -2.45 lower than the previous day. The implied volatity was 22.83, the open interest changed by 124 which increased total open position to 982
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 9.3, which was 2.6 higher than the previous day. The implied volatity was 24.30, the open interest changed by 264 which increased total open position to 853
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 7.35, which was -1.05 lower than the previous day. The implied volatity was 23.67, the open interest changed by 67 which increased total open position to 490
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 55.9, 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 730 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.31
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 23.1 | 6.55 | 23.81 | 261 | -12 | 285 |
| 21 Sept | 718.70 | 18.05 | 1.7 | 23.26 | 483 | 30 | 301 |
| 18 Sept | 719.65 | 15.95 | -8.2 | 22.52 | 331 | 13 | 264 |
| 14 Sept | 706.65 | 26.7 | 1.1 | 24.01 | 34 | 1 | 211 |
| 17 Aug | 750.60 | 17.75 | -5.25 | 28.62 | 1 | 1 | 2 |
For Au Small Finance Bank Ltd - strike price 730 expiring on 30SEP2025
Delta for 730 PE is -0.78
Historical price for 730 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 23.1, which was 6.55 higher than the previous day. The implied volatity was 23.81, the open interest changed by -12 which decreased total open position to 285
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 18.05, which was 1.7 higher than the previous day. The implied volatity was 23.26, the open interest changed by 30 which increased total open position to 301
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 15.95, which was -8.2 lower than the previous day. The implied volatity was 22.52, the open interest changed by 13 which increased total open position to 264
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 26.7, which was 1.1 higher than the previous day. The implied volatity was 24.01, the open interest changed by 1 which increased total open position to 211
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 17.75, which was -5.25 lower than the previous day. The implied volatity was 28.62, the open interest changed by 1 which increased total open position to 2
