AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
17 Aug 2025 12:54 AM IST
| AUBANK 30SEP2025 780 CE | ||||||||||||||||
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Delta: 0.38
Vega: 1.02
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.38
Historical price for 780 CE is as follows
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: -0.57
Vega: 1.06
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.57
Historical price for 780 PE is as follows
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
