AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 790 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.07
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 0.45 | -0.25 | 37.78 | 23 | -6 | 89 | |||||||||
| 21 Sept | 718.70 | 0.55 | -0.3 | 30.10 | 62 | 6 | 95 | |||||||||
| 18 Sept | 719.65 | 0.85 | 0.05 | 29.97 | 75 | 14 | 89 | |||||||||
| 14 Sept | 706.65 | 0.8 | -0.3 | 27.69 | 32 | -2 | 76 | |||||||||
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| 17 Aug | 750.60 | 30.15 | 0 | 3.09 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 790 expiring on 30SEP2025
Delta for 790 CE is 0.03
Historical price for 790 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 37.78, the open interest changed by -6 which decreased total open position to 89
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 30.10, the open interest changed by 6 which increased total open position to 95
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 29.97, the open interest changed by 14 which increased total open position to 89
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was 27.69, the open interest changed by -2 which decreased total open position to 76
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
| AUBANK 30SEP2025 790 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 | 69.05 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 718.70 | 69.05 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 719.65 | 69.05 | -23.8 | 34.65 | 1 | 0 | 16 |
| 14 Sept | 706.65 | 92.85 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 750.60 | 70.65 | 0 | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 790 expiring on 30SEP2025
Delta for 790 PE is 0.00
Historical price for 790 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 69.05, 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 21 Sept AUBANK was trading at 718.70. The strike last trading price was 69.05, 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 69.05, which was -23.8 lower than the previous day. The implied volatity was 34.65, the open interest changed by 0 which decreased total open position to 16
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 92.85, 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 17 Aug AUBANK was trading at 750.60. The strike last trading price was 70.65, 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
