[--[65.84.65.76]--]

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Historical option data for AUBANK

18 Jun 2026 01:23 PM IST
AUBANK 30-Jun-2026 (12d) 1000 CE
Delta: 0.76
Vega: 0.01
Theta: -0.61
Gamma: 0.00705
Date Close Ltp Change IV Volume OI Chg OI
18 Jun 1027.00 36.1 2.55 (7.60%) 23.38 168 5 532
17 Jun 1020.85 33.55 -1.85 (-5.23%) 25.15 165 -11 527
16 Jun 1023.10 35 -9.15 (-20.72%) 24.06 180 12 538
15 Jun 1033.60 43 9.3 (27.60%) 26.16 310 -40 526
12 Jun 1015.50 34 23.35 (219.25%) 25.22 3,914 -311 567
11 Jun 963.30 11.3 0.65 (6.10%) 25.47 855 -27 879
10 Jun 959.20 10.95 -7 (-39.00%) 27.96 1,278 198 908
9 Jun 978.50 17.95 5.45 (43.60%) 26.72 931 -44 712
8 Jun 958.90 11.55 -6.05 (-34.38%) 28.46 693 57 754
5 Jun 969.40 17.85 0.35 (2.00%) 27.79 1,283 25 695
4 Jun 962.05 18.5 -2.15 (-10.41%) 29.77 483 27 673
3 Jun 970.60 20.65 -1.9 (-8.43%) 29.77 1,416 37 646
2 Jun 976.45 22.4 2.35 (11.72%) 28.14 822 -2 609
1 Jun 969.15 19.75 -8.1 (-29.08%) 27.31 637 84 609
29 May 984.70 27 -10.55 (-28.10%) 25.28 814 136 525
27 May 1005.00 35.75 -7.75 (-17.82%) 24.9 354 1 389
26 May 1011.80 45 7 (18.42%) 25.63 530 -3 386
25 May 999.30 39.95 11.4 (39.93%) 27.58 983 -102 390
22 May 977.90 28.4 9.15 (47.53%) 26.37 1,562 235 494
21 May 958.70 19 -6 (-24.00%) 25.61 178 31 261
20 May 974.00 25.6 -1.4 (-5.19%) 26.77 268 137 230
19 May 971.90 26.45 -4.55 (-14.68%) 27.52 49 18 93
18 May 979.00 31 -8 (-20.51%) 28.37 112 24 74
15 May 990.50 40 -8.85 (-18.12%) 28.07 87 15 51
14 May 1004.70 48.85 5.15 (11.78%) 28.84 21 5 36
13 May 994.80 43.7 -3.3 (-7.02%) 0 20 3 30
12 May 999.60 47 -23.6 (-33.43%) 0 22 18 26
11 May 1021.40 70.6 0 (0.00%) 0 0 0 8
8 May 1050.40 70.6 7.05 (11.09%) 26.62 1 0 7
7 May 1032.40 63.55 -13.75 (-17.79%) 27.85 0 0 7
6 May 1024.00 63.55 44.4 (231.85%) 27.85 7 6 6
5 May 1007.10 0 0 - 0 0 0
4 May 1015.00 0 0 - 0 0 0
30 Apr 1015.95 0 0 - 0 0 0
29 Apr 1017.65 0 0 - 0 0 0
28 Apr 1022.80 0 0 - 0 0 0
27 Apr 1043.00 0 0 - 0 0 0
24 Apr 1065.65 0 0 - 0 0 0
23 Apr 1056.25 0 0 - 0 0 0
17 Apr 990.60 - - - 0 0 0
13 Apr 981.80 0 0 - 0 0 0
10 Apr 981.80 0 0 (0.00%) 0.53 0 0 0
9 Apr 963.00 0 0 (0.00%) 0.88 0 0 0
8 Apr 967.80 0 0 (0.00%) 5.47 0 0 0


For Au Small Finance Bank Ltd - strike price 1000 expiring on 30JUN2026

Delta for 1000 CE is 0.76

Historical price for 1000 CE is as follows

On 18 Jun AUBANK was trading at 1027.00. The strike last trading price was 36.1, which was 2.55 higher than the previous day. The implied volatity was 23.38, the open interest changed by 5 which increased total open position to 532


On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 33.55, which was -1.85 lower than the previous day. The implied volatity was 25.15, the open interest changed by -11 which decreased total open position to 527


On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 35, which was -9.15 lower than the previous day. The implied volatity was 24.06, the open interest changed by 12 which increased total open position to 538


On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 43, which was 9.3 higher than the previous day. The implied volatity was 26.16, the open interest changed by -40 which decreased total open position to 526


On 12 Jun AUBANK was trading at 1015.50. The strike last trading price was 34, which was 23.35 higher than the previous day. The implied volatity was 25.22, the open interest changed by -311 which decreased total open position to 567


On 11 Jun AUBANK was trading at 963.30. The strike last trading price was 11.3, which was 0.65 higher than the previous day. The implied volatity was 25.47, the open interest changed by -27 which decreased total open position to 879


On 10 Jun AUBANK was trading at 959.20. The strike last trading price was 10.95, which was -7 lower than the previous day. The implied volatity was 27.96, the open interest changed by 198 which increased total open position to 908


On 9 Jun AUBANK was trading at 978.50. The strike last trading price was 17.95, which was 5.45 higher than the previous day. The implied volatity was 26.72, the open interest changed by -44 which decreased total open position to 712


On 8 Jun AUBANK was trading at 958.90. The strike last trading price was 11.55, which was -6.05 lower than the previous day. The implied volatity was 28.46, the open interest changed by 57 which increased total open position to 754


On 5 Jun AUBANK was trading at 969.40. The strike last trading price was 17.85, which was 0.35 higher than the previous day. The implied volatity was 27.79, the open interest changed by 25 which increased total open position to 695


On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 18.5, which was -2.15 lower than the previous day. The implied volatity was 29.77, the open interest changed by 27 which increased total open position to 673


On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 20.65, which was -1.9 lower than the previous day. The implied volatity was 29.77, the open interest changed by 37 which increased total open position to 646


On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 22.4, which was 2.35 higher than the previous day. The implied volatity was 28.14, the open interest changed by -2 which decreased total open position to 609


On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 19.75, which was -8.1 lower than the previous day. The implied volatity was 27.31, the open interest changed by 84 which increased total open position to 609


On 29 May AUBANK was trading at 984.70. The strike last trading price was 27, which was -10.55 lower than the previous day. The implied volatity was 25.28, the open interest changed by 136 which increased total open position to 525


On 27 May AUBANK was trading at 1005.00. The strike last trading price was 35.75, which was -7.75 lower than the previous day. The implied volatity was 24.9, the open interest changed by 1 which increased total open position to 389


On 26 May AUBANK was trading at 1011.80. The strike last trading price was 45, which was 7 higher than the previous day. The implied volatity was 25.63, the open interest changed by -3 which decreased total open position to 386


On 25 May AUBANK was trading at 999.30. The strike last trading price was 39.95, which was 11.4 higher than the previous day. The implied volatity was 27.58, the open interest changed by -102 which decreased total open position to 390


On 22 May AUBANK was trading at 977.90. The strike last trading price was 28.4, which was 9.15 higher than the previous day. The implied volatity was 26.37, the open interest changed by 235 which increased total open position to 494


On 21 May AUBANK was trading at 958.70. The strike last trading price was 19, which was -6 lower than the previous day. The implied volatity was 25.61, the open interest changed by 31 which increased total open position to 261


On 20 May AUBANK was trading at 974.00. The strike last trading price was 25.6, which was -1.4 lower than the previous day. The implied volatity was 26.77, the open interest changed by 137 which increased total open position to 230


On 19 May AUBANK was trading at 971.90. The strike last trading price was 26.45, which was -4.55 lower than the previous day. The implied volatity was 27.52, the open interest changed by 18 which increased total open position to 93


On 18 May AUBANK was trading at 979.00. The strike last trading price was 31, which was -8 lower than the previous day. The implied volatity was 28.37, the open interest changed by 24 which increased total open position to 74


On 15 May AUBANK was trading at 990.50. The strike last trading price was 40, which was -8.85 lower than the previous day. The implied volatity was 28.07, the open interest changed by 15 which increased total open position to 51


On 14 May AUBANK was trading at 1004.70. The strike last trading price was 48.85, which was 5.15 higher than the previous day. The implied volatity was 28.84, the open interest changed by 5 which increased total open position to 36


On 13 May AUBANK was trading at 994.80. The strike last trading price was 43.7, which was -3.3 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 30


On 12 May AUBANK was trading at 999.60. The strike last trading price was 47, which was -23.6 lower than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 26


On 11 May AUBANK was trading at 1021.40. The strike last trading price was 70.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 8


On 8 May AUBANK was trading at 1050.40. The strike last trading price was 70.6, which was 7.05 higher than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 7


On 7 May AUBANK was trading at 1032.40. The strike last trading price was 63.55, which was -13.75 lower than the previous day. The implied volatity was 27.85, the open interest changed by 0 which decreased total open position to 7


On 6 May AUBANK was trading at 1024.00. The strike last trading price was 63.55, which was 44.4 higher than the previous day. The implied volatity was 27.85, the open interest changed by 6 which increased total open position to 6


On 5 May AUBANK was trading at 1007.10. The strike last trading price was 0, 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


On 4 May AUBANK was trading at 1015.00. The strike last trading price was 0, 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


On 30 Apr AUBANK was trading at 1015.95. The strike last trading price was 0, 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


On 29 Apr AUBANK was trading at 1017.65. The strike last trading price was 0, 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


On 28 Apr AUBANK was trading at 1022.80. The strike last trading price was 0, 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


On 27 Apr AUBANK was trading at 1043.00. The strike last trading price was 0, 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


On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 0, 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


On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 0, 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


On 17 Apr AUBANK was trading at 990.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr AUBANK was trading at 981.80. The strike last trading price was 0, 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


On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0


On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0


On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0


AUBANK 30-Jun-2026 (12d) 1000 PE
Delta: -0.26
Vega: 0.01
Theta: -0.51
Gamma: 0.0069
Date Close Ltp Change IV Volume OI Chg OI
18 Jun 1027.00 7.45 -1.55 (-17.22%) 24.71 256 12 584
17 Jun 1020.85 8.65 -0.95 (-9.90%) 24.01 372 30 572
16 Jun 1023.10 9.55 1.55 (19.38%) 24.16 829 -72 538
15 Jun 1033.60 8.6 -7.7 (-47.24%) 25.94 1,077 57 610
12 Jun 1015.50 16 -27.7 (-63.39%) 27.69 1,044 198 553
11 Jun 963.30 42 -7.2 (-14.63%) 24.4 52 6 355
10 Jun 959.20 48 13 (37.14%) 27.04 60 9 350
9 Jun 978.50 35 -19 (-35.19%) 26.18 62 0 341
8 Jun 958.90 55 14 (34.15%) 31.23 35 -1 338
5 Jun 969.40 41 -3 (-6.82%) 24.73 65 20 338
4 Jun 962.05 44 2 (4.76%) 24.97 30 -2 318
3 Jun 970.60 42 6 (16.67%) 25.47 84 -20 320
2 Jun 976.45 37 -4 (-9.76%) 23.87 50 -7 340
1 Jun 969.15 42 10 (31.25%) 24.54 233 -19 347
29 May 984.70 32 8 (33.33%) 22.27 612 20 366
27 May 1005.00 25 3 (13.64%) 24.17 366 -8 348
26 May 1011.80 21 -8 (-27.59%) 25.3 277 58 355
25 May 999.30 26 -16 (-38.10%) 24.7 328 72 297
22 May 977.90 41 -12 (-22.64%) 24.96 198 84 226
21 May 958.70 53.4 7.4 (16.09%) 24.27 30 24 142
20 May 974.00 46 1 (2.22%) 24.84 15 1 118
19 May 971.90 45 3.75 (9.09%) 24.3 9 3 117
18 May 979.00 40.65 1.15 (2.91%) 25.41 43 28 114
15 May 990.50 39.5 6.05 (18.09%) 28.28 64 7 87
14 May 1004.70 33.45 -3.55 (-9.59%) 0 4 2 80
13 May 994.80 37 1.2 (3.35%) 0 32 3 73
12 May 999.60 35.35 11.35 (47.29%) 0 89 -9 70
11 May 1021.40 24 3.3 (15.94%) 0 57 0 57
8 May 1050.40 20.7 -4.7 (-18.50%) 28.12 15 5 57
7 May 1032.40 25.4 -3.05 (-10.72%) 27.73 29 15 51
6 May 1024.00 28.6 -7.1 (-19.89%) 27.62 15 -2 36
5 May 1007.10 35.7 0.75 (2.15%) 27.33 7 4 37
4 May 1015.00 34.95 -5.85 (-14.34%) 28.86 4 2 33
30 Apr 1015.95 40.8 7.5 (22.52%) 29.23 1 0 31
29 Apr 1017.65 33.3 3.25 (10.82%) 28.61 17 1 31
28 Apr 1022.80 30.05 -1.45 (-4.60%) 28.76 6 0 30
27 Apr 1043.00 31.5 0 (0.00%) - 0 0 30
24 Apr 1065.65 31.5 0 (0.00%) 33.14 0 0 30
23 Apr 1056.25 31.5 -127.05 (-80.13%) 33.14 30 6 6
17 Apr 990.60 - - - 0 0 0
13 Apr 981.80 0 0 - 0 0 0
10 Apr 981.80 0 0 (0.00%) - 0 0 0
9 Apr 963.00 0 0 (0.00%) - 0 0 0
8 Apr 967.80 0 0 (0.00%) - 0 0 0


For Au Small Finance Bank Ltd - strike price 1000 expiring on 30JUN2026

Delta for 1000 PE is -0.26

Historical price for 1000 PE is as follows

On 18 Jun AUBANK was trading at 1027.00. The strike last trading price was 7.45, which was -1.55 lower than the previous day. The implied volatity was 24.71, the open interest changed by 12 which increased total open position to 584


On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 8.65, which was -0.95 lower than the previous day. The implied volatity was 24.01, the open interest changed by 30 which increased total open position to 572


On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 9.55, which was 1.55 higher than the previous day. The implied volatity was 24.16, the open interest changed by -72 which decreased total open position to 538


On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 8.6, which was -7.7 lower than the previous day. The implied volatity was 25.94, the open interest changed by 57 which increased total open position to 610


On 12 Jun AUBANK was trading at 1015.50. The strike last trading price was 16, which was -27.7 lower than the previous day. The implied volatity was 27.69, the open interest changed by 198 which increased total open position to 553


On 11 Jun AUBANK was trading at 963.30. The strike last trading price was 42, which was -7.2 lower than the previous day. The implied volatity was 24.4, the open interest changed by 6 which increased total open position to 355


On 10 Jun AUBANK was trading at 959.20. The strike last trading price was 48, which was 13 higher than the previous day. The implied volatity was 27.04, the open interest changed by 9 which increased total open position to 350


On 9 Jun AUBANK was trading at 978.50. The strike last trading price was 35, which was -19 lower than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 341


On 8 Jun AUBANK was trading at 958.90. The strike last trading price was 55, which was 14 higher than the previous day. The implied volatity was 31.23, the open interest changed by -1 which decreased total open position to 338


On 5 Jun AUBANK was trading at 969.40. The strike last trading price was 41, which was -3 lower than the previous day. The implied volatity was 24.73, the open interest changed by 20 which increased total open position to 338


On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 44, which was 2 higher than the previous day. The implied volatity was 24.97, the open interest changed by -2 which decreased total open position to 318


On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 42, which was 6 higher than the previous day. The implied volatity was 25.47, the open interest changed by -20 which decreased total open position to 320


On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 37, which was -4 lower than the previous day. The implied volatity was 23.87, the open interest changed by -7 which decreased total open position to 340


On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 42, which was 10 higher than the previous day. The implied volatity was 24.54, the open interest changed by -19 which decreased total open position to 347


On 29 May AUBANK was trading at 984.70. The strike last trading price was 32, which was 8 higher than the previous day. The implied volatity was 22.27, the open interest changed by 20 which increased total open position to 366


On 27 May AUBANK was trading at 1005.00. The strike last trading price was 25, which was 3 higher than the previous day. The implied volatity was 24.17, the open interest changed by -8 which decreased total open position to 348


On 26 May AUBANK was trading at 1011.80. The strike last trading price was 21, which was -8 lower than the previous day. The implied volatity was 25.3, the open interest changed by 58 which increased total open position to 355


On 25 May AUBANK was trading at 999.30. The strike last trading price was 26, which was -16 lower than the previous day. The implied volatity was 24.7, the open interest changed by 72 which increased total open position to 297


On 22 May AUBANK was trading at 977.90. The strike last trading price was 41, which was -12 lower than the previous day. The implied volatity was 24.96, the open interest changed by 84 which increased total open position to 226


On 21 May AUBANK was trading at 958.70. The strike last trading price was 53.4, which was 7.4 higher than the previous day. The implied volatity was 24.27, the open interest changed by 24 which increased total open position to 142


On 20 May AUBANK was trading at 974.00. The strike last trading price was 46, which was 1 higher than the previous day. The implied volatity was 24.84, the open interest changed by 1 which increased total open position to 118


On 19 May AUBANK was trading at 971.90. The strike last trading price was 45, which was 3.75 higher than the previous day. The implied volatity was 24.3, the open interest changed by 3 which increased total open position to 117


On 18 May AUBANK was trading at 979.00. The strike last trading price was 40.65, which was 1.15 higher than the previous day. The implied volatity was 25.41, the open interest changed by 28 which increased total open position to 114


On 15 May AUBANK was trading at 990.50. The strike last trading price was 39.5, which was 6.05 higher than the previous day. The implied volatity was 28.28, the open interest changed by 7 which increased total open position to 87


On 14 May AUBANK was trading at 1004.70. The strike last trading price was 33.45, which was -3.55 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 80


On 13 May AUBANK was trading at 994.80. The strike last trading price was 37, which was 1.2 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 73


On 12 May AUBANK was trading at 999.60. The strike last trading price was 35.35, which was 11.35 higher than the previous day. The implied volatity was 0, the open interest changed by -9 which decreased total open position to 70


On 11 May AUBANK was trading at 1021.40. The strike last trading price was 24, which was 3.3 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 57


On 8 May AUBANK was trading at 1050.40. The strike last trading price was 20.7, which was -4.7 lower than the previous day. The implied volatity was 28.12, the open interest changed by 5 which increased total open position to 57


On 7 May AUBANK was trading at 1032.40. The strike last trading price was 25.4, which was -3.05 lower than the previous day. The implied volatity was 27.73, the open interest changed by 15 which increased total open position to 51


On 6 May AUBANK was trading at 1024.00. The strike last trading price was 28.6, which was -7.1 lower than the previous day. The implied volatity was 27.62, the open interest changed by -2 which decreased total open position to 36


On 5 May AUBANK was trading at 1007.10. The strike last trading price was 35.7, which was 0.75 higher than the previous day. The implied volatity was 27.33, the open interest changed by 4 which increased total open position to 37


On 4 May AUBANK was trading at 1015.00. The strike last trading price was 34.95, which was -5.85 lower than the previous day. The implied volatity was 28.86, the open interest changed by 2 which increased total open position to 33


On 30 Apr AUBANK was trading at 1015.95. The strike last trading price was 40.8, which was 7.5 higher than the previous day. The implied volatity was 29.23, the open interest changed by 0 which decreased total open position to 31


On 29 Apr AUBANK was trading at 1017.65. The strike last trading price was 33.3, which was 3.25 higher than the previous day. The implied volatity was 28.61, the open interest changed by 1 which increased total open position to 31


On 28 Apr AUBANK was trading at 1022.80. The strike last trading price was 30.05, which was -1.45 lower than the previous day. The implied volatity was 28.76, the open interest changed by 0 which decreased total open position to 30


On 27 Apr AUBANK was trading at 1043.00. The strike last trading price was 31.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 31.5, which was 0 lower than the previous day. The implied volatity was 33.14, the open interest changed by 0 which decreased total open position to 30


On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 31.5, which was -127.05 lower than the previous day. The implied volatity was 33.14, the open interest changed by 6 which increased total open position to 6


On 17 Apr AUBANK was trading at 990.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr AUBANK was trading at 981.80. The strike last trading price was 0, 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


On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 0, 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


On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 0, 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


On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 0, 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