AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.06
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 706.05 | 0.35 | -0.2 | 39.80 | 134 | -4 | 615 | |||||||||
| 21 Sept | 718.70 | 0.45 | -0.2 | 32.21 | 304 | 14 | 619 | |||||||||
| 18 Sept | 719.65 | 0.7 | 0.1 | 32.05 | 326 | 8 | 602 | |||||||||
| 14 Sept | 706.65 | 0.55 | -0.25 | 28.34 | 130 | -23 | 597 | |||||||||
| 17 Aug | 750.60 | 9.3 | 0 | 21.99 | 88 | 51 | 169 | |||||||||
For Au Small Finance Bank Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.02
Historical price for 800 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 39.80, the open interest changed by -4 which decreased total open position to 615
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 32.21, the open interest changed by 14 which increased total open position to 619
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 32.05, the open interest changed by 8 which increased total open position to 602
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 28.34, the open interest changed by -23 which decreased total open position to 597
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 9.3, which was 0 lower than the previous day. The implied volatity was 21.99, the open interest changed by 51 which increased total open position to 169
| AUBANK 30SEP2025 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 79.9 | 0.65 | 0.00 | 0 | -2 | 0 |
| 21 Sept | 718.70 | 79.9 | 2.4 | - | 32 | -2 | 129 |
| 18 Sept | 719.65 | 77.5 | -13.1 | 24.55 | 12 | 1 | 135 |
| 14 Sept | 706.65 | 87.5 | 0 | - | 3 | 0 | 151 |
| 17 Aug | 750.60 | 59.2 | -7.2 | 32.44 | 4 | 4 | 24 |
For Au Small Finance Bank Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 PE is 0.00
Historical price for 800 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 79.9, which was 0.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 79.9, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 129
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 77.5, which was -13.1 lower than the previous day. The implied volatity was 24.55, the open interest changed by 1 which increased total open position to 135
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 87.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 151
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 59.2, which was -7.2 lower than the previous day. The implied volatity was 32.44, the open interest changed by 4 which increased total open position to 24
