AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 770 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.12
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 0.85 | -0.55 | 34.11 | 390 | -57 | 320 | |||||||||
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| 21 Sept | 718.70 | 1.05 | -0.65 | 26.74 | 368 | -39 | 376 | |||||||||
| 18 Sept | 719.65 | 1.8 | 0.3 | 27.68 | 369 | 13 | 409 | |||||||||
| 14 Sept | 706.65 | 1.55 | -0.45 | 25.78 | 302 | -27 | 341 | |||||||||
| 17 Aug | 750.60 | 37.45 | 0 | 1.19 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 770 expiring on 30SEP2025
Delta for 770 CE is 0.06
Historical price for 770 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 34.11, the open interest changed by -57 which decreased total open position to 320
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 26.74, the open interest changed by -39 which decreased total open position to 376
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 1.8, which was 0.3 higher than the previous day. The implied volatity was 27.68, the open interest changed by 13 which increased total open position to 409
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 25.78, the open interest changed by -27 which decreased total open position to 341
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 37.45, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
| AUBANK 30SEP2025 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.12
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 60.75 | 2.5 | 33.99 | 4 | 0 | 160 |
| 21 Sept | 718.70 | 58.25 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 719.65 | 58.25 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 706.65 | 60.25 | 5.15 | 24.67 | 11 | -9 | 156 |
| 17 Aug | 750.60 | 48 | 0 | 0.00 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 770 expiring on 30SEP2025
Delta for 770 PE is -0.94
Historical price for 770 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 60.75, which was 2.5 higher than the previous day. The implied volatity was 33.99, the open interest changed by 0 which decreased total open position to 160
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 58.25, 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 18 Sept AUBANK was trading at 719.65. The strike last trading price was 58.25, 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 14 Sept AUBANK was trading at 706.65. The strike last trading price was 60.25, which was 5.15 higher than the previous day. The implied volatity was 24.67, the open interest changed by -9 which decreased total open position to 156
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 48, 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
