AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
28 Sep 2025 10:06 PM IST
| AUBANK 28-OCT-2025 740 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.86
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 743.20 | 28.1 | 1.35 | 25.81 | 344 | -34 | 212 | |||||||||
| 22 Sept | 706.05 | 13.65 | -4.25 | 26.45 | 39 | 7 | 84 | |||||||||
| 21 Sept | 718.70 | 17.05 | 0.15 | 25.42 | 65 | 29 | 76 | |||||||||
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| 18 Sept | 719.65 | 16.9 | 3.35 | 23.33 | 36 | 32 | 48 | |||||||||
| 14 Sept | 706.65 | 12.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 750.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 740 expiring on 28OCT2025
Delta for 740 CE is 0.59
Historical price for 740 CE is as follows
On 28 Sept AUBANK was trading at 743.20. The strike last trading price was 28.1, which was 1.35 higher than the previous day. The implied volatity was 25.81, the open interest changed by -34 which decreased total open position to 212
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 13.65, which was -4.25 lower than the previous day. The implied volatity was 26.45, the open interest changed by 7 which increased total open position to 84
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 17.05, which was 0.15 higher than the previous day. The implied volatity was 25.42, the open interest changed by 29 which increased total open position to 76
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 16.9, which was 3.35 higher than the previous day. The implied volatity was 23.33, the open interest changed by 32 which increased total open position to 48
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 12.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
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 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.86
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 743.20 | 19.9 | -0.65 | 28.38 | 350 | -5 | 122 |
| 22 Sept | 706.05 | 41.4 | 10.3 | 30.48 | 1 | 0 | 3 |
| 21 Sept | 718.70 | 31.1 | -2.4 | 23.84 | 2 | 2 | 2 |
| 18 Sept | 719.65 | 33.5 | -16.1 | 29.44 | 1 | 0 | 0 |
| 14 Sept | 706.65 | 49.6 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 750.60 | 0 | 0 | 2.09 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 740 expiring on 28OCT2025
Delta for 740 PE is -0.42
Historical price for 740 PE is as follows
On 28 Sept AUBANK was trading at 743.20. The strike last trading price was 19.9, which was -0.65 lower than the previous day. The implied volatity was 28.38, the open interest changed by -5 which decreased total open position to 122
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 41.4, which was 10.3 higher than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 3
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 31.1, which was -2.4 lower than the previous day. The implied volatity was 23.84, the open interest changed by 2 which increased total open position to 2
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 33.5, which was -16.1 lower than the previous day. The implied volatity was 29.44, the open interest changed by 0 which decreased total open position to 0
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 49.6, 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
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 2.09, the open interest changed by 0 which decreased total open position to 0
