AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 810 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.05
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 0.3 | -0.15 | 42.59 | 16 | -10 | 51 | |||||||||
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| 21 Sept | 718.70 | 0.45 | -0.15 | 35.26 | 9 | 1 | 61 | |||||||||
| 18 Sept | 719.65 | 0.6 | 0.1 | 34.20 | 1 | 0 | 59 | |||||||||
| 14 Sept | 706.65 | 0.5 | -0.15 | 30.31 | 22 | 0 | 50 | |||||||||
| 17 Aug | 750.60 | 24 | 0 | 4.94 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 810 expiring on 30SEP2025
Delta for 810 CE is 0.02
Historical price for 810 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 42.59, the open interest changed by -10 which decreased total open position to 51
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 35.26, the open interest changed by 1 which increased total open position to 61
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 34.20, the open interest changed by 0 which decreased total open position to 59
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 50
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
| AUBANK 30SEP2025 810 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 | 85.75 | -0.05 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 718.70 | 85.75 | -0.05 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 719.65 | 85.75 | -0.05 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 706.65 | 85.75 | -0.05 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 750.60 | 84.3 | 0 | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 810 expiring on 30SEP2025
Delta for 810 PE is 0.00
Historical price for 810 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 85.75, which was -0.05 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 85.75, which was -0.05 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 85.75, which was -0.05 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 85.75, which was -0.05 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 84.3, 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
