AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.02
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 706.05 | 0.1 | -0.15 | 39.52 | 13 | -2 | 313 | |||||||||
| 21 Sept | 718.70 | 0.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 719.65 | 0.25 | -0.1 | 32.44 | 8 | 0 | 315 | |||||||||
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| 14 Sept | 706.65 | 0.3 | -0.25 | 30.18 | 19 | -1 | 317 | |||||||||
| 17 Aug | 750.60 | 6.4 | -64.9 | 23.38 | 24 | 13 | 10 | |||||||||
For Au Small Finance Bank Ltd - strike price 820 expiring on 30SEP2025
Delta for 820 CE is 0.01
Historical price for 820 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 39.52, the open interest changed by -2 which decreased total open position to 313
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 0.25, 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 0.25, which was -0.1 lower than the previous day. The implied volatity was 32.44, the open interest changed by 0 which decreased total open position to 315
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 30.18, the open interest changed by -1 which decreased total open position to 317
On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 6.4, which was -64.9 lower than the previous day. The implied volatity was 23.38, the open interest changed by 13 which increased total open position to 10
| AUBANK 30SEP2025 820 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 | 56.5 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 718.70 | 56.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 719.65 | 56.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 706.65 | 56.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 750.60 | 58.5 | 0 | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 820 expiring on 30SEP2025
Delta for 820 PE is 0.00
Historical price for 820 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 56.5, 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 56.5, 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 56.5, 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 14 Sept AUBANK was trading at 706.65. The strike last trading price was 56.5, 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 58.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
