AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
29 Apr 2026 04:10 PM IST
| AUBANK 26-May-2026 (26d) 1000 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0.01
Theta: -0.68
Gamma: 0.00434
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 1017.65 | 46 | -6.5 | 31.85 | 324 | 53 | 354 | |||||||||
| 28 Apr | 1022.80 | 53.2 | -23.299999999999997 | 33.91 | 359 | -26 | 297 | |||||||||
| 27 Apr | 1043.00 | 72.6 | -18.900000000000006 | 41.2 | 337 | 151 | 323 | |||||||||
| 24 Apr | 1065.65 | 91.5 | 6.900000000000006 | 37.01 | 131 | 85 | 155 | |||||||||
| 23 Apr | 1056.25 | 84.6 | 12.649999999999991 | 39.31 | 16 | 1 | 71 | |||||||||
| 22 Apr | 1043.20 | 71.95 | 3.6500000000000057 | 35.24 | 71 | -7 | 70 | |||||||||
| 21 Apr | 1037.90 | 69 | 23.25 | 34.9 | 127 | 3 | 77 | |||||||||
| 20 Apr | 997.65 | 44 | -0.3500000000000014 | 35.52 | 133 | 32 | 74 | |||||||||
| 17 Apr | 990.60 | 44.35 | 2.700000000000003 | 34.54 | 38 | 5 | 42 | |||||||||
| 16 Apr | 983.95 | 41.65 | 1.1499999999999986 | 35.8 | 34 | 12 | 37 | |||||||||
| 15 Apr | 981.10 | 40 | -3.25 | 35.13 | 15 | 7 | 24 | |||||||||
| 13 Apr | 979.05 | 43.25 | 4.299999999999997 | 36.5 | 44 | -11 | 18 | |||||||||
| 10 Apr | 981.80 | 38.95 | 4.75 | 33.36 | 38 | 6 | 28 | |||||||||
| 9 Apr | 963.00 | 34.2 | -2.2 | 33.18 | 24 | 16 | 21 | |||||||||
| 8 Apr | 967.80 | 36.4 | -42.3 | 31.38 | 5 | 4 | 4 | |||||||||
| 7 Apr | 888.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 883.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 868.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 874.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 842.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 882.75 | 78.7 | 0 | 5.23 | 0 | 0 | 0 | |||||||||
| 25 Mar | 910.40 | 78.7 | 0 | 5.09 | 0 | 0 | 0 | |||||||||
| 24 Mar | 877.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 849.55 | 78.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 901.50 | 78.7 | 0 | 5.23 | 0 | 0 | 0 | |||||||||
| 19 Mar | 901.55 | 78.7 | 0 | 5.28 | 0 | 0 | 0 | |||||||||
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| 18 Mar | 930.15 | 78.7 | 0 | 4.46 | 0 | 0 | 0 | |||||||||
| 17 Mar | 902.05 | 0 | 0 | 5.34 | 0 | 0 | 0 | |||||||||
| 16 Mar | 885.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 884.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 902.20 | 0 | 0 | 4.96 | 0 | 0 | 0 | |||||||||
| 11 Mar | 918.40 | 0 | 0 | 3.78 | 0 | 0 | 0 | |||||||||
| 10 Mar | 938.50 | 0 | 0 | 2.67 | 0 | 0 | 0 | |||||||||
| 9 Mar | 931.65 | 0 | 0 | 3.2 | 0 | 0 | 0 | |||||||||
| 6 Mar | 964.25 | 0 | 0 | 0.85 | 0 | 0 | 0 | |||||||||
| 5 Mar | 973.45 | 0 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
| 4 Mar | 946.10 | 0 | 0 | 1.93 | 0 | 0 | 0 | |||||||||
| 2 Mar | 951.25 | 0 | 0 | 1.47 | 0 | 0 | 0 | |||||||||
| 27 Feb | 958.35 | 0 | 0 | 1.31 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 1000 expiring on 26MAY2026
Delta for 1000 CE is 0.61
Historical price for 1000 CE is as follows
On 29 Apr AUBANK was trading at 1017.65. The strike last trading price was 46, which was -6.5 lower than the previous day. The implied volatity was 31.85, the open interest changed by 53 which increased total open position to 354
On 28 Apr AUBANK was trading at 1022.80. The strike last trading price was 53.2, which was -23.299999999999997 lower than the previous day. The implied volatity was 33.91, the open interest changed by -26 which decreased total open position to 297
On 27 Apr AUBANK was trading at 1043.00. The strike last trading price was 72.6, which was -18.900000000000006 lower than the previous day. The implied volatity was 41.2, the open interest changed by 151 which increased total open position to 323
On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 91.5, which was 6.900000000000006 higher than the previous day. The implied volatity was 37.01, the open interest changed by 85 which increased total open position to 155
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 84.6, which was 12.649999999999991 higher than the previous day. The implied volatity was 39.31, the open interest changed by 1 which increased total open position to 71
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 71.95, which was 3.6500000000000057 higher than the previous day. The implied volatity was 35.24, the open interest changed by -7 which decreased total open position to 70
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 69, which was 23.25 higher than the previous day. The implied volatity was 34.9, the open interest changed by 3 which increased total open position to 77
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 44, which was -0.3500000000000014 lower than the previous day. The implied volatity was 35.52, the open interest changed by 32 which increased total open position to 74
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 44.35, which was 2.700000000000003 higher than the previous day. The implied volatity was 34.54, the open interest changed by 5 which increased total open position to 42
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 41.65, which was 1.1499999999999986 higher than the previous day. The implied volatity was 35.8, the open interest changed by 12 which increased total open position to 37
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 40, which was -3.25 lower than the previous day. The implied volatity was 35.13, the open interest changed by 7 which increased total open position to 24
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 43.25, which was 4.299999999999997 higher than the previous day. The implied volatity was 36.5, the open interest changed by -11 which decreased total open position to 18
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 38.95, which was 4.75 higher than the previous day. The implied volatity was 33.36, the open interest changed by 6 which increased total open position to 28
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 34.2, which was -2.2 lower than the previous day. The implied volatity was 33.18, the open interest changed by 16 which increased total open position to 21
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 36.4, which was -42.3 lower than the previous day. The implied volatity was 31.38, the open interest changed by 4 which increased total open position to 4
On 7 Apr AUBANK was trading at 888.45. 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 6 Apr AUBANK was trading at 883.55. 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 2 Apr AUBANK was trading at 868.25. 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 1 Apr AUBANK was trading at 874.90. 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 30 Mar AUBANK was trading at 842.70. 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 27 Mar AUBANK was trading at 882.75. The strike last trading price was 78.7, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 78.7, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0
On 24 Mar AUBANK was trading at 877.50. 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 23 Mar AUBANK was trading at 849.55. The strike last trading price was 78.7, 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 20 Mar AUBANK was trading at 901.50. The strike last trading price was 78.7, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0
On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 78.7, which was 0 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0
On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 78.7, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.34, the open interest changed by 0 which decreased total open position to 0
On 16 Mar AUBANK was trading at 885.30. 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 Mar AUBANK was trading at 884.35. 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 12 Mar AUBANK was trading at 902.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0
On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0
On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0
On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 4 Mar AUBANK was trading at 946.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
| AUBANK 26-May-2026 (26d) 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.01
Theta: -0.48
Gamma: 0.00468
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 1017.65 | 23.2 | 0.34999999999999787 | 29.42 | 788 | 35 | 488 |
| 28 Apr | 1022.80 | 22.65 | -3.450000000000003 | 30.83 | 2,309 | 63 | 458 |
| 27 Apr | 1043.00 | 27.5 | 6.899999999999999 | 40.46 | 725 | 139 | 389 |
| 24 Apr | 1065.65 | 21.45 | -1.5 | 40.27 | 235 | 29 | 241 |
| 23 Apr | 1056.25 | 22.4 | -1 | 38.07 | 164 | 20 | 209 |
| 22 Apr | 1043.20 | 23 | -4 | 34.66 | 201 | -3 | 185 |
| 21 Apr | 1037.90 | 27.45 | -13.400000000000002 | 36.4 | 212 | 110 | 181 |
| 20 Apr | 997.65 | 42 | -1.25 | 34.39 | 37 | 16 | 69 |
| 17 Apr | 990.60 | 43.25 | -10.75 | 30.93 | 3 | -1 | 53 |
| 16 Apr | 983.95 | 54 | 2.700000000000003 | 35.44 | 58 | 5 | 20 |
| 15 Apr | 981.10 | 50.5 | -10.5 | 33.04 | 6 | 3 | 14 |
| 13 Apr | 979.05 | 61 | 7 | 34.62 | 2 | 0 | 12 |
| 10 Apr | 981.80 | 54 | -10 | 33.01 | 9 | 8 | 11 |
| 9 Apr | 963.00 | 64 | 3.95 | 35.64 | 3 | 2 | 2 |
| 8 Apr | 967.80 | 60.05 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 888.45 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 883.55 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 868.25 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 874.90 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 842.70 | - | - | - | 0 | 0 | 0 |
| 27 Mar | 882.75 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 910.40 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 877.50 | - | - | - | 0 | 0 | 0 |
| 23 Mar | 849.55 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 901.50 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 901.55 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 930.15 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 902.05 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 885.30 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 884.35 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 902.20 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 918.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 938.50 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 931.65 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 964.25 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 973.45 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 946.10 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 951.25 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 958.35 | 0 | 0 | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 1000 expiring on 26MAY2026
Delta for 1000 PE is -0.39
Historical price for 1000 PE is as follows
On 29 Apr AUBANK was trading at 1017.65. The strike last trading price was 23.2, which was 0.34999999999999787 higher than the previous day. The implied volatity was 29.42, the open interest changed by 35 which increased total open position to 488
On 28 Apr AUBANK was trading at 1022.80. The strike last trading price was 22.65, which was -3.450000000000003 lower than the previous day. The implied volatity was 30.83, the open interest changed by 63 which increased total open position to 458
On 27 Apr AUBANK was trading at 1043.00. The strike last trading price was 27.5, which was 6.899999999999999 higher than the previous day. The implied volatity was 40.46, the open interest changed by 139 which increased total open position to 389
On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 21.45, which was -1.5 lower than the previous day. The implied volatity was 40.27, the open interest changed by 29 which increased total open position to 241
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 22.4, which was -1 lower than the previous day. The implied volatity was 38.07, the open interest changed by 20 which increased total open position to 209
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 23, which was -4 lower than the previous day. The implied volatity was 34.66, the open interest changed by -3 which decreased total open position to 185
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 27.45, which was -13.400000000000002 lower than the previous day. The implied volatity was 36.4, the open interest changed by 110 which increased total open position to 181
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 42, which was -1.25 lower than the previous day. The implied volatity was 34.39, the open interest changed by 16 which increased total open position to 69
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 43.25, which was -10.75 lower than the previous day. The implied volatity was 30.93, the open interest changed by -1 which decreased total open position to 53
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 54, which was 2.700000000000003 higher than the previous day. The implied volatity was 35.44, the open interest changed by 5 which increased total open position to 20
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 50.5, which was -10.5 lower than the previous day. The implied volatity was 33.04, the open interest changed by 3 which increased total open position to 14
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 61, which was 7 higher than the previous day. The implied volatity was 34.62, the open interest changed by 0 which decreased total open position to 12
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 54, which was -10 lower than the previous day. The implied volatity was 33.01, the open interest changed by 8 which increased total open position to 11
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 64, which was 3.95 higher than the previous day. The implied volatity was 35.64, the open interest changed by 2 which increased total open position to 2
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 60.05, 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 7 Apr AUBANK was trading at 888.45. 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 6 Apr AUBANK was trading at 883.55. 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 2 Apr AUBANK was trading at 868.25. 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 1 Apr AUBANK was trading at 874.90. 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 30 Mar AUBANK was trading at 842.70. 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 27 Mar AUBANK was trading at 882.75. 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 25 Mar AUBANK was trading at 910.40. 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 Mar AUBANK was trading at 877.50. 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 23 Mar AUBANK was trading at 849.55. 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 20 Mar AUBANK was trading at 901.50. 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 19 Mar AUBANK was trading at 901.55. 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 18 Mar AUBANK was trading at 930.15. 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 Mar AUBANK was trading at 902.05. 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 16 Mar AUBANK was trading at 885.30. 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 Mar AUBANK was trading at 884.35. 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 12 Mar AUBANK was trading at 902.20. 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 11 Mar AUBANK was trading at 918.40. 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 Mar AUBANK was trading at 938.50. 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 Mar AUBANK was trading at 931.65. 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 6 Mar AUBANK was trading at 964.25. 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 5 Mar AUBANK was trading at 973.45. 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 Mar AUBANK was trading at 946.10. 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 2 Mar AUBANK was trading at 951.25. 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 27 Feb AUBANK was trading at 958.35. 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
