AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 750 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.20
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 1.65 | -1.2 | 29.82 | 1,388 | 251 | 1,124 | |||||||||
| 21 Sept | 718.70 | 2.5 | -1.35 | 24.17 | 1,378 | -63 | 870 | |||||||||
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| 18 Sept | 719.65 | 3.95 | 0.8 | 25.39 | 1,767 | -4 | 941 | |||||||||
| 14 Sept | 706.65 | 3.2 | -0.85 | 24.07 | 905 | -17 | 825 | |||||||||
| 17 Aug | 750.60 | 46 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 750 expiring on 30SEP2025
Delta for 750 CE is 0.11
Historical price for 750 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 1.65, which was -1.2 lower than the previous day. The implied volatity was 29.82, the open interest changed by 251 which increased total open position to 1124
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 2.5, which was -1.35 lower than the previous day. The implied volatity was 24.17, the open interest changed by -63 which decreased total open position to 870
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 3.95, which was 0.8 higher than the previous day. The implied volatity was 25.39, the open interest changed by -4 which decreased total open position to 941
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 3.2, which was -0.85 lower than the previous day. The implied volatity was 24.07, the open interest changed by -17 which decreased total open position to 825
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 46, 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 750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.20
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 41.6 | 10 | 29.78 | 51 | -5 | 245 |
| 21 Sept | 718.70 | 33.45 | 2.55 | 23.69 | 101 | -13 | 252 |
| 18 Sept | 719.65 | 30.5 | -10.3 | 22.69 | 106 | -13 | 263 |
| 14 Sept | 706.65 | 41.75 | 0.1 | 22.72 | 15 | 5 | 268 |
| 17 Aug | 750.60 | 33 | 0 | 0.00 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 750 expiring on 30SEP2025
Delta for 750 PE is -0.89
Historical price for 750 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 41.6, which was 10 higher than the previous day. The implied volatity was 29.78, the open interest changed by -5 which decreased total open position to 245
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 33.45, which was 2.55 higher than the previous day. The implied volatity was 23.69, the open interest changed by -13 which decreased total open position to 252
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 30.5, which was -10.3 lower than the previous day. The implied volatity was 22.69, the open interest changed by -13 which decreased total open position to 263
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 41.75, which was 0.1 higher than the previous day. The implied volatity was 22.72, the open interest changed by 5 which increased total open position to 268
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 33, 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
