AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 780 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.09
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 0.55 | -0.3 | 35.26 | 51 | -12 | 289 | |||||||||
| 21 Sept | 718.70 | 0.7 | -0.45 | 28.04 | 193 | 18 | 306 | |||||||||
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| 18 Sept | 719.65 | 1.2 | 0.1 | 28.66 | 201 | -21 | 283 | |||||||||
| 14 Sept | 706.65 | 1.05 | -0.3 | 26.44 | 75 | 5 | 309 | |||||||||
| 17 Aug | 750.60 | 14.45 | 0.3 | 21.31 | 13 | 5 | 29 | |||||||||
For Au Small Finance Bank Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.04
Historical price for 780 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 35.26, the open interest changed by -12 which decreased total open position to 289
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 28.04, the open interest changed by 18 which increased total open position to 306
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 28.66, the open interest changed by -21 which decreased total open position to 283
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 26.44, the open interest changed by 5 which increased total open position to 309
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 14.45, which was 0.3 higher than the previous day. The implied volatity was 21.31, the open interest changed by 5 which increased total open position to 29
| AUBANK 30SEP2025 780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 62 | 1.6 | 0.00 | 0 | -9 | 0 |
| 21 Sept | 718.70 | 62 | 3.5 | 30.16 | 48 | -9 | 70 |
| 18 Sept | 719.65 | 58.5 | -13.35 | 27.87 | 42 | -7 | 80 |
| 14 Sept | 706.65 | 69.75 | 5.4 | 25.23 | 11 | -3 | 81 |
| 17 Aug | 750.60 | 45.5 | -10.5 | 31.69 | 5 | 1 | 15 |
For Au Small Finance Bank Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 PE is 0.00
Historical price for 780 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 62, which was 1.6 higher than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 62, which was 3.5 higher than the previous day. The implied volatity was 30.16, the open interest changed by -9 which decreased total open position to 70
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 58.5, which was -13.35 lower than the previous day. The implied volatity was 27.87, the open interest changed by -7 which decreased total open position to 80
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 69.75, which was 5.4 higher than the previous day. The implied volatity was 25.23, the open interest changed by -3 which decreased total open position to 81
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 45.5, which was -10.5 lower than the previous day. The implied volatity was 31.69, the open interest changed by 1 which increased total open position to 15
