AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 740 CE | ||||||||||||||||
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Delta: 0.17
Vega: 0.26
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 2.6 | -1.9 | 28.39 | 1,694 | -135 | 698 | |||||||||
| 21 Sept | 718.70 | 3.95 | -2 | 22.98 | 1,976 | -136 | 840 | |||||||||
| 18 Sept | 719.65 | 6.25 | 1.7 | 25.08 | 1,988 | 148 | 969 | |||||||||
| 14 Sept | 706.65 | 4.9 | -1.2 | 23.82 | 814 | -57 | 743 | |||||||||
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| 17 Aug | 750.60 | 117.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 740 expiring on 30SEP2025
Delta for 740 CE is 0.17
Historical price for 740 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 2.6, which was -1.9 lower than the previous day. The implied volatity was 28.39, the open interest changed by -135 which decreased total open position to 698
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 3.95, which was -2 lower than the previous day. The implied volatity was 22.98, the open interest changed by -136 which decreased total open position to 840
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 6.25, which was 1.7 higher than the previous day. The implied volatity was 25.08, the open interest changed by 148 which increased total open position to 969
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 4.9, which was -1.2 lower than the previous day. The implied volatity was 23.82, the open interest changed by -57 which decreased total open position to 743
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 117.85, 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 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.21
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 31.5 | 8.2 | 23.89 | 95 | 4 | 106 |
| 21 Sept | 718.70 | 24.15 | 0.95 | 20.51 | 165 | -14 | 104 |
| 18 Sept | 719.65 | 22.75 | -8.75 | 22.71 | 72 | -7 | 118 |
| 14 Sept | 706.65 | 29.65 | -0.5 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 750.60 | 26.3 | 0 | 2.23 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.88
Historical price for 740 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 31.5, which was 8.2 higher than the previous day. The implied volatity was 23.89, the open interest changed by 4 which increased total open position to 106
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 24.15, which was 0.95 higher than the previous day. The implied volatity was 20.51, the open interest changed by -14 which decreased total open position to 104
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 22.75, which was -8.75 lower than the previous day. The implied volatity was 22.71, the open interest changed by -7 which decreased total open position to 118
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 29.65, which was -0.5 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 26.3, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
