AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.15
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 706.05 | 1.15 | -0.85 | 31.87 | 415 | 39 | 349 | |||||||||
| 21 Sept | 718.70 | 1.5 | -1 | 24.97 | 539 | -70 | 313 | |||||||||
| 18 Sept | 719.65 | 2.6 | 0.4 | 26.34 | 732 | -61 | 380 | |||||||||
| 14 Sept | 706.65 | 2.15 | -0.7 | 24.69 | 467 | 1 | 394 | |||||||||
| 17 Aug | 750.60 | 104.75 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 760 expiring on 30SEP2025
Delta for 760 CE is 0.08
Historical price for 760 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 31.87, the open interest changed by 39 which increased total open position to 349
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 1.5, which was -1 lower than the previous day. The implied volatity was 24.97, the open interest changed by -70 which decreased total open position to 313
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 2.6, which was 0.4 higher than the previous day. The implied volatity was 26.34, the open interest changed by -61 which decreased total open position to 380
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 2.15, which was -0.7 lower than the previous day. The implied volatity was 24.69, the open interest changed by 1 which increased total open position to 394
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 104.75, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
| AUBANK 30SEP2025 760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.16
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 51.15 | 10.55 | 32.28 | 22 | -3 | 68 |
| 21 Sept | 718.70 | 41.55 | -12.3 | 19.25 | 13 | -4 | 73 |
| 18 Sept | 719.65 | 53.85 | 0 | 0.00 | 0 | -1 | 0 |
| 14 Sept | 706.65 | 51.3 | 5.05 | 25.14 | 5 | 2 | 81 |
| 17 Aug | 750.60 | 32.85 | 0 | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 760 expiring on 30SEP2025
Delta for 760 PE is -0.92
Historical price for 760 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 51.15, which was 10.55 higher than the previous day. The implied volatity was 32.28, the open interest changed by -3 which decreased total open position to 68
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 41.55, which was -12.3 lower than the previous day. The implied volatity was 19.25, the open interest changed by -4 which decreased total open position to 73
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 53.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 51.3, which was 5.05 higher than the previous day. The implied volatity was 25.14, the open interest changed by 2 which increased total open position to 81
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 32.85, 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
