AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
20 Feb 2026 04:10 PM IST
| AUBANK 24-FEB-2026 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.05
Theta: -0.35
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1029.65 | 29.15 | 8.2 | 13.4 | 262 | -55 | 225 | |||||||||
| 19 Feb | 1017.05 | 18.35 | -7.4 | 18.22 | 835 | -105 | 281 | |||||||||
| 18 Feb | 1022.05 | 26.75 | 10.7 | 17.77 | 2,941 | -595 | 405 | |||||||||
| 17 Feb | 999.75 | 15.95 | -5.8 | 26.41 | 2,090 | 283 | 1,018 | |||||||||
| 16 Feb | 1010.00 | 21.7 | 5.7 | 25.32 | 2,791 | -179 | 749 | |||||||||
| 13 Feb | 994.90 | 15.2 | -4.45 | 24.5 | 2,508 | -12 | 927 | |||||||||
| 12 Feb | 1000.60 | 18.7 | 3.2 | 24.08 | 1,664 | -116 | 955 | |||||||||
| 11 Feb | 990.25 | 14 | -7.15 | 24.5 | 2,718 | 115 | 1,074 | |||||||||
| 10 Feb | 1001.15 | 20.95 | -3.85 | 23.74 | 1,977 | 117 | 970 | |||||||||
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| 9 Feb | 1005.30 | 24.1 | 5.3 | 25.53 | 2,763 | -15 | 859 | |||||||||
| 6 Feb | 991.05 | 17.9 | -0.35 | 23.64 | 1,178 | 46 | 893 | |||||||||
| 5 Feb | 986.00 | 18 | 0 | 25.5 | 803 | -59 | 847 | |||||||||
| 4 Feb | 980.95 | 18 | -1.25 | 26.2 | 983 | 66 | 907 | |||||||||
| 3 Feb | 982.30 | 19 | 5.95 | 25.84 | 1,884 | 22 | 841 | |||||||||
| 2 Feb | 965.20 | 13.8 | -6.95 | 25.74 | 1,916 | -12 | 808 | |||||||||
| 1 Feb | 979.60 | 20.8 | -1.75 | 29.64 | 1,283 | -2 | 822 | |||||||||
| 30 Jan | 982.35 | 21.85 | -4.25 | 27.13 | 1,892 | 30 | 835 | |||||||||
| 29 Jan | 987.90 | 26.5 | 8.7 | 26.46 | 4,107 | 169 | 806 | |||||||||
| 28 Jan | 962.35 | 17.5 | -1.1 | 28.19 | 1,203 | 136 | 636 | |||||||||
| 27 Jan | 963.55 | 17.9 | -2.05 | 28.84 | 1,229 | 111 | 495 | |||||||||
| 23 Jan | 966.10 | 18.75 | -17.85 | 25.34 | 724 | 138 | 378 | |||||||||
| 22 Jan | 1000.55 | 36.2 | 2.15 | 27.2 | 678 | 5 | 254 | |||||||||
| 21 Jan | 994.90 | 33.5 | -11 | 26.02 | 1,123 | 142 | 254 | |||||||||
| 20 Jan | 1001.25 | 44.2 | -12.9 | 31.36 | 151 | 55 | 112 | |||||||||
| 19 Jan | 1020.95 | 57.1 | -1.7 | 31.8 | 70 | -18 | 56 | |||||||||
| 16 Jan | 1025.40 | 55.9 | 24.7 | 28.3 | 84 | -14 | 75 | |||||||||
| 14 Jan | 976.35 | 31.9 | 2.9 | 27.18 | 32 | 1 | 83 | |||||||||
| 13 Jan | 971.95 | 29.4 | -15.9 | 28.14 | 88 | 10 | 81 | |||||||||
| 12 Jan | 1007.80 | 45.3 | 4.65 | 24.69 | 23 | 7 | 71 | |||||||||
| 9 Jan | 999.20 | 40.65 | 3.15 | 23.77 | 11 | 2 | 65 | |||||||||
| 8 Jan | 992.10 | 37.5 | -3.35 | 25.17 | 30 | 14 | 58 | |||||||||
| 7 Jan | 1004.55 | 40.85 | -6.15 | 21.51 | 12 | 4 | 42 | |||||||||
| 6 Jan | 1008.75 | 47 | -3.6 | 24.01 | 25 | -12 | 38 | |||||||||
| 5 Jan | 1014.95 | 49.55 | 8.05 | 23.47 | 70 | 21 | 50 | |||||||||
| 2 Jan | 999.40 | 41 | 2.85 | 22.28 | 57 | 22 | 29 | |||||||||
| 1 Jan | 999.45 | 38.15 | 4.3 | 19.5 | 6 | 4 | 6 | |||||||||
| 31 Dec | 994.50 | 33.85 | -17.6 | 18.13 | 3 | 1 | 1 | |||||||||
| 30 Dec | 996.45 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 986.65 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 974.95 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 974.05 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 980.35 | 51.45 | - | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 984.45 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 985.15 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 987.65 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 990.30 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 980.60 | 51.45 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 15 Dec | 979.05 | 51.45 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 12 Dec | 968.05 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 973.00 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 993.70 | 51.45 | - | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 972.05 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 952.55 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 960.70 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 948.75 | 51.45 | 0 | 1.79 | 0 | 0 | 0 | |||||||||
| 3 Dec | 948.70 | 51.45 | 0 | 1.65 | 0 | 0 | 0 | |||||||||
| 2 Dec | 953.05 | 51.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 950.50 | 51.45 | 0 | 1.69 | 0 | 0 | 0 | |||||||||
| 28 Nov | 955.25 | 51.45 | 0 | 1.25 | 0 | 0 | 0 | |||||||||
| 27 Nov | 947.15 | 51.45 | 0 | 1.7 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 1000 expiring on 24FEB2026
Delta for 1000 CE is 0.98
Historical price for 1000 CE is as follows
On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was 29.15, which was 8.2 higher than the previous day. The implied volatity was 13.4, the open interest changed by -55 which decreased total open position to 225
On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was 18.35, which was -7.4 lower than the previous day. The implied volatity was 18.22, the open interest changed by -105 which decreased total open position to 281
On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was 26.75, which was 10.7 higher than the previous day. The implied volatity was 17.77, the open interest changed by -595 which decreased total open position to 405
On 17 Feb AUBANK was trading at 999.75. The strike last trading price was 15.95, which was -5.8 lower than the previous day. The implied volatity was 26.41, the open interest changed by 283 which increased total open position to 1018
On 16 Feb AUBANK was trading at 1010.00. The strike last trading price was 21.7, which was 5.7 higher than the previous day. The implied volatity was 25.32, the open interest changed by -179 which decreased total open position to 749
On 13 Feb AUBANK was trading at 994.90. The strike last trading price was 15.2, which was -4.45 lower than the previous day. The implied volatity was 24.5, the open interest changed by -12 which decreased total open position to 927
On 12 Feb AUBANK was trading at 1000.60. The strike last trading price was 18.7, which was 3.2 higher than the previous day. The implied volatity was 24.08, the open interest changed by -116 which decreased total open position to 955
On 11 Feb AUBANK was trading at 990.25. The strike last trading price was 14, which was -7.15 lower than the previous day. The implied volatity was 24.5, the open interest changed by 115 which increased total open position to 1074
On 10 Feb AUBANK was trading at 1001.15. The strike last trading price was 20.95, which was -3.85 lower than the previous day. The implied volatity was 23.74, the open interest changed by 117 which increased total open position to 970
On 9 Feb AUBANK was trading at 1005.30. The strike last trading price was 24.1, which was 5.3 higher than the previous day. The implied volatity was 25.53, the open interest changed by -15 which decreased total open position to 859
On 6 Feb AUBANK was trading at 991.05. The strike last trading price was 17.9, which was -0.35 lower than the previous day. The implied volatity was 23.64, the open interest changed by 46 which increased total open position to 893
On 5 Feb AUBANK was trading at 986.00. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 25.5, the open interest changed by -59 which decreased total open position to 847
On 4 Feb AUBANK was trading at 980.95. The strike last trading price was 18, which was -1.25 lower than the previous day. The implied volatity was 26.2, the open interest changed by 66 which increased total open position to 907
On 3 Feb AUBANK was trading at 982.30. The strike last trading price was 19, which was 5.95 higher than the previous day. The implied volatity was 25.84, the open interest changed by 22 which increased total open position to 841
On 2 Feb AUBANK was trading at 965.20. The strike last trading price was 13.8, which was -6.95 lower than the previous day. The implied volatity was 25.74, the open interest changed by -12 which decreased total open position to 808
On 1 Feb AUBANK was trading at 979.60. The strike last trading price was 20.8, which was -1.75 lower than the previous day. The implied volatity was 29.64, the open interest changed by -2 which decreased total open position to 822
On 30 Jan AUBANK was trading at 982.35. The strike last trading price was 21.85, which was -4.25 lower than the previous day. The implied volatity was 27.13, the open interest changed by 30 which increased total open position to 835
On 29 Jan AUBANK was trading at 987.90. The strike last trading price was 26.5, which was 8.7 higher than the previous day. The implied volatity was 26.46, the open interest changed by 169 which increased total open position to 806
On 28 Jan AUBANK was trading at 962.35. The strike last trading price was 17.5, which was -1.1 lower than the previous day. The implied volatity was 28.19, the open interest changed by 136 which increased total open position to 636
On 27 Jan AUBANK was trading at 963.55. The strike last trading price was 17.9, which was -2.05 lower than the previous day. The implied volatity was 28.84, the open interest changed by 111 which increased total open position to 495
On 23 Jan AUBANK was trading at 966.10. The strike last trading price was 18.75, which was -17.85 lower than the previous day. The implied volatity was 25.34, the open interest changed by 138 which increased total open position to 378
On 22 Jan AUBANK was trading at 1000.55. The strike last trading price was 36.2, which was 2.15 higher than the previous day. The implied volatity was 27.2, the open interest changed by 5 which increased total open position to 254
On 21 Jan AUBANK was trading at 994.90. The strike last trading price was 33.5, which was -11 lower than the previous day. The implied volatity was 26.02, the open interest changed by 142 which increased total open position to 254
On 20 Jan AUBANK was trading at 1001.25. The strike last trading price was 44.2, which was -12.9 lower than the previous day. The implied volatity was 31.36, the open interest changed by 55 which increased total open position to 112
On 19 Jan AUBANK was trading at 1020.95. The strike last trading price was 57.1, which was -1.7 lower than the previous day. The implied volatity was 31.8, the open interest changed by -18 which decreased total open position to 56
On 16 Jan AUBANK was trading at 1025.40. The strike last trading price was 55.9, which was 24.7 higher than the previous day. The implied volatity was 28.3, the open interest changed by -14 which decreased total open position to 75
On 14 Jan AUBANK was trading at 976.35. The strike last trading price was 31.9, which was 2.9 higher than the previous day. The implied volatity was 27.18, the open interest changed by 1 which increased total open position to 83
On 13 Jan AUBANK was trading at 971.95. The strike last trading price was 29.4, which was -15.9 lower than the previous day. The implied volatity was 28.14, the open interest changed by 10 which increased total open position to 81
On 12 Jan AUBANK was trading at 1007.80. The strike last trading price was 45.3, which was 4.65 higher than the previous day. The implied volatity was 24.69, the open interest changed by 7 which increased total open position to 71
On 9 Jan AUBANK was trading at 999.20. The strike last trading price was 40.65, which was 3.15 higher than the previous day. The implied volatity was 23.77, the open interest changed by 2 which increased total open position to 65
On 8 Jan AUBANK was trading at 992.10. The strike last trading price was 37.5, which was -3.35 lower than the previous day. The implied volatity was 25.17, the open interest changed by 14 which increased total open position to 58
On 7 Jan AUBANK was trading at 1004.55. The strike last trading price was 40.85, which was -6.15 lower than the previous day. The implied volatity was 21.51, the open interest changed by 4 which increased total open position to 42
On 6 Jan AUBANK was trading at 1008.75. The strike last trading price was 47, which was -3.6 lower than the previous day. The implied volatity was 24.01, the open interest changed by -12 which decreased total open position to 38
On 5 Jan AUBANK was trading at 1014.95. The strike last trading price was 49.55, which was 8.05 higher than the previous day. The implied volatity was 23.47, the open interest changed by 21 which increased total open position to 50
On 2 Jan AUBANK was trading at 999.40. The strike last trading price was 41, which was 2.85 higher than the previous day. The implied volatity was 22.28, the open interest changed by 22 which increased total open position to 29
On 1 Jan AUBANK was trading at 999.45. The strike last trading price was 38.15, which was 4.3 higher than the previous day. The implied volatity was 19.5, the open interest changed by 4 which increased total open position to 6
On 31 Dec AUBANK was trading at 994.50. The strike last trading price was 33.85, which was -17.6 lower than the previous day. The implied volatity was 18.13, the open interest changed by 1 which increased total open position to 1
On 30 Dec AUBANK was trading at 996.45. The strike last trading price was 51.45, 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 Dec AUBANK was trading at 986.65. The strike last trading price was 51.45, 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 26 Dec AUBANK was trading at 974.95. The strike last trading price was 51.45, 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 Dec AUBANK was trading at 974.05. The strike last trading price was 51.45, 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 Dec AUBANK was trading at 980.35. The strike last trading price was 51.45, 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 22 Dec AUBANK was trading at 984.45. The strike last trading price was 51.45, 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 Dec AUBANK was trading at 985.15. The strike last trading price was 51.45, 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 Dec AUBANK was trading at 987.65. The strike last trading price was 51.45, 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 Dec AUBANK was trading at 990.30. The strike last trading price was 51.45, 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 Dec AUBANK was trading at 980.60. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 15 Dec AUBANK was trading at 979.05. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 51.45, 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 Dec AUBANK was trading at 973.00. The strike last trading price was 51.45, 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 Dec AUBANK was trading at 993.70. The strike last trading price was 51.45, 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 9 Dec AUBANK was trading at 972.05. The strike last trading price was 51.45, 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 Dec AUBANK was trading at 952.55. The strike last trading price was 51.45, 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 Dec AUBANK was trading at 960.70. The strike last trading price was 51.45, 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 Dec AUBANK was trading at 948.75. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 51.45, 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 1 Dec AUBANK was trading at 950.50. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 1.7, the open interest changed by 0 which decreased total open position to 0
| AUBANK 24FEB2026 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.28
Theta: -1.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1029.65 | 3.25 | -1.9 | 30.96 | 1,442 | -85 | 499 |
| 19 Feb | 1017.05 | 5.85 | 0.75 | 25.54 | 3,018 | -70 | 597 |
| 18 Feb | 1022.05 | 4.85 | -9 | 27.01 | 1,857 | 22 | 661 |
| 17 Feb | 999.75 | 13.65 | 1.55 | 27.07 | 779 | 80 | 640 |
| 16 Feb | 1010.00 | 11.7 | -9.05 | 28.66 | 927 | 87 | 575 |
| 13 Feb | 994.90 | 21.8 | 3.2 | 29.03 | 714 | -6 | 487 |
| 12 Feb | 1000.60 | 18.55 | -5.85 | 27.45 | 221 | 5 | 493 |
| 11 Feb | 990.25 | 25.6 | 6.5 | 27.58 | 875 | 22 | 488 |
| 10 Feb | 1001.15 | 19.35 | 1.6 | 27.7 | 956 | 119 | 473 |
| 9 Feb | 1005.30 | 17.6 | -6.15 | 25.66 | 698 | 96 | 361 |
| 6 Feb | 991.05 | 23.55 | -5.75 | 23.21 | 105 | 0 | 266 |
| 5 Feb | 986.00 | 29.2 | -2.6 | 26.05 | 54 | -2 | 266 |
| 4 Feb | 980.95 | 30.8 | -1.45 | 25.39 | 138 | 58 | 270 |
| 3 Feb | 982.30 | 31.9 | -15.05 | 27.06 | 294 | 12 | 216 |
| 2 Feb | 965.20 | 45.45 | 5.25 | 31.85 | 214 | -84 | 204 |
| 1 Feb | 979.60 | 41.2 | 1.7 | 31.4 | 258 | 93 | 292 |
| 30 Jan | 982.35 | 38.5 | 3.2 | 30.57 | 111 | 12 | 199 |
| 29 Jan | 987.90 | 33.75 | -18.75 | 30.59 | 143 | -14 | 187 |
| 28 Jan | 962.35 | 52.5 | 3.55 | 33.89 | 51 | -2 | 201 |
| 27 Jan | 963.55 | 51.45 | 3.55 | 30.99 | 157 | -7 | 203 |
| 23 Jan | 966.10 | 47.5 | 18.95 | 29.4 | 314 | 2 | 207 |
| 22 Jan | 1000.55 | 28.3 | -4.4 | 26.66 | 550 | -32 | 206 |
| 21 Jan | 994.90 | 32.75 | -4.5 | 28.74 | 1,432 | 100 | 239 |
| 20 Jan | 1001.25 | 38.3 | 10.4 | 35.36 | 278 | 67 | 137 |
| 19 Jan | 1020.95 | 28.35 | 3.35 | 33.22 | 137 | 18 | 75 |
| 16 Jan | 1025.40 | 26.1 | -26.3 | 30.87 | 76 | 33 | 55 |
| 14 Jan | 976.35 | 52.4 | 20.4 | - | 0 | 0 | 22 |
| 13 Jan | 971.95 | 52.4 | 20.4 | 32.69 | 12 | 2 | 21 |
| 12 Jan | 1007.80 | 32 | -4 | - | 0 | 0 | 19 |
| 9 Jan | 999.20 | 32 | -4 | 27.27 | 6 | 1 | 15 |
| 8 Jan | 992.10 | 36 | 6 | 26.72 | 4 | 0 | 14 |
| 7 Jan | 1004.55 | 30 | 0 | 27.07 | 2 | 0 | 12 |
| 6 Jan | 1008.75 | 30 | 3 | 27.43 | 1 | 0 | 11 |
| 5 Jan | 1014.95 | 27 | -65.35 | 26.34 | 18 | 11 | 11 |
| 2 Jan | 999.40 | 92.35 | 0 | 1.14 | 0 | 0 | 0 |
| 1 Jan | 999.45 | 92.35 | 0 | 1.27 | 0 | 0 | 0 |
| 31 Dec | 994.50 | 92.35 | 0 | 0.96 | 0 | 0 | 0 |
| 30 Dec | 996.45 | 92.35 | 0 | 0.66 | 0 | 0 | 0 |
| 29 Dec | 986.65 | 92.35 | 0 | 0.3 | 0 | 0 | 0 |
| 26 Dec | 974.95 | 92.35 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 974.05 | 92.35 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 980.35 | 92.35 | - | - | 0 | 0 | 0 |
| 22 Dec | 984.45 | 92.35 | 0 | 0.22 | 0 | 0 | 0 |
| 19 Dec | 985.15 | 92.35 | 0 | 0.26 | 0 | 0 | 0 |
| 18 Dec | 987.65 | 92.35 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 990.30 | 92.35 | 0 | 0.67 | 0 | 0 | 0 |
| 16 Dec | 980.60 | 92.35 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 979.05 | 92.35 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 968.05 | 92.35 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 973.00 | 92.35 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 993.70 | 92.35 | - | - | 0 | 0 | 0 |
| 9 Dec | 972.05 | 92.35 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 952.55 | 92.35 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 960.70 | 92.35 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 948.75 | 92.35 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 948.70 | 92.35 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 953.05 | 92.35 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 950.50 | 92.35 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 955.25 | 92.35 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 947.15 | 92.35 | 0 | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 1000 expiring on 24FEB2026
Delta for 1000 PE is -0.18
Historical price for 1000 PE is as follows
On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was 3.25, which was -1.9 lower than the previous day. The implied volatity was 30.96, the open interest changed by -85 which decreased total open position to 499
On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was 5.85, which was 0.75 higher than the previous day. The implied volatity was 25.54, the open interest changed by -70 which decreased total open position to 597
On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was 4.85, which was -9 lower than the previous day. The implied volatity was 27.01, the open interest changed by 22 which increased total open position to 661
On 17 Feb AUBANK was trading at 999.75. The strike last trading price was 13.65, which was 1.55 higher than the previous day. The implied volatity was 27.07, the open interest changed by 80 which increased total open position to 640
On 16 Feb AUBANK was trading at 1010.00. The strike last trading price was 11.7, which was -9.05 lower than the previous day. The implied volatity was 28.66, the open interest changed by 87 which increased total open position to 575
On 13 Feb AUBANK was trading at 994.90. The strike last trading price was 21.8, which was 3.2 higher than the previous day. The implied volatity was 29.03, the open interest changed by -6 which decreased total open position to 487
On 12 Feb AUBANK was trading at 1000.60. The strike last trading price was 18.55, which was -5.85 lower than the previous day. The implied volatity was 27.45, the open interest changed by 5 which increased total open position to 493
On 11 Feb AUBANK was trading at 990.25. The strike last trading price was 25.6, which was 6.5 higher than the previous day. The implied volatity was 27.58, the open interest changed by 22 which increased total open position to 488
On 10 Feb AUBANK was trading at 1001.15. The strike last trading price was 19.35, which was 1.6 higher than the previous day. The implied volatity was 27.7, the open interest changed by 119 which increased total open position to 473
On 9 Feb AUBANK was trading at 1005.30. The strike last trading price was 17.6, which was -6.15 lower than the previous day. The implied volatity was 25.66, the open interest changed by 96 which increased total open position to 361
On 6 Feb AUBANK was trading at 991.05. The strike last trading price was 23.55, which was -5.75 lower than the previous day. The implied volatity was 23.21, the open interest changed by 0 which decreased total open position to 266
On 5 Feb AUBANK was trading at 986.00. The strike last trading price was 29.2, which was -2.6 lower than the previous day. The implied volatity was 26.05, the open interest changed by -2 which decreased total open position to 266
On 4 Feb AUBANK was trading at 980.95. The strike last trading price was 30.8, which was -1.45 lower than the previous day. The implied volatity was 25.39, the open interest changed by 58 which increased total open position to 270
On 3 Feb AUBANK was trading at 982.30. The strike last trading price was 31.9, which was -15.05 lower than the previous day. The implied volatity was 27.06, the open interest changed by 12 which increased total open position to 216
On 2 Feb AUBANK was trading at 965.20. The strike last trading price was 45.45, which was 5.25 higher than the previous day. The implied volatity was 31.85, the open interest changed by -84 which decreased total open position to 204
On 1 Feb AUBANK was trading at 979.60. The strike last trading price was 41.2, which was 1.7 higher than the previous day. The implied volatity was 31.4, the open interest changed by 93 which increased total open position to 292
On 30 Jan AUBANK was trading at 982.35. The strike last trading price was 38.5, which was 3.2 higher than the previous day. The implied volatity was 30.57, the open interest changed by 12 which increased total open position to 199
On 29 Jan AUBANK was trading at 987.90. The strike last trading price was 33.75, which was -18.75 lower than the previous day. The implied volatity was 30.59, the open interest changed by -14 which decreased total open position to 187
On 28 Jan AUBANK was trading at 962.35. The strike last trading price was 52.5, which was 3.55 higher than the previous day. The implied volatity was 33.89, the open interest changed by -2 which decreased total open position to 201
On 27 Jan AUBANK was trading at 963.55. The strike last trading price was 51.45, which was 3.55 higher than the previous day. The implied volatity was 30.99, the open interest changed by -7 which decreased total open position to 203
On 23 Jan AUBANK was trading at 966.10. The strike last trading price was 47.5, which was 18.95 higher than the previous day. The implied volatity was 29.4, the open interest changed by 2 which increased total open position to 207
On 22 Jan AUBANK was trading at 1000.55. The strike last trading price was 28.3, which was -4.4 lower than the previous day. The implied volatity was 26.66, the open interest changed by -32 which decreased total open position to 206
On 21 Jan AUBANK was trading at 994.90. The strike last trading price was 32.75, which was -4.5 lower than the previous day. The implied volatity was 28.74, the open interest changed by 100 which increased total open position to 239
On 20 Jan AUBANK was trading at 1001.25. The strike last trading price was 38.3, which was 10.4 higher than the previous day. The implied volatity was 35.36, the open interest changed by 67 which increased total open position to 137
On 19 Jan AUBANK was trading at 1020.95. The strike last trading price was 28.35, which was 3.35 higher than the previous day. The implied volatity was 33.22, the open interest changed by 18 which increased total open position to 75
On 16 Jan AUBANK was trading at 1025.40. The strike last trading price was 26.1, which was -26.3 lower than the previous day. The implied volatity was 30.87, the open interest changed by 33 which increased total open position to 55
On 14 Jan AUBANK was trading at 976.35. The strike last trading price was 52.4, which was 20.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 13 Jan AUBANK was trading at 971.95. The strike last trading price was 52.4, which was 20.4 higher than the previous day. The implied volatity was 32.69, the open interest changed by 2 which increased total open position to 21
On 12 Jan AUBANK was trading at 1007.80. The strike last trading price was 32, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 9 Jan AUBANK was trading at 999.20. The strike last trading price was 32, which was -4 lower than the previous day. The implied volatity was 27.27, the open interest changed by 1 which increased total open position to 15
On 8 Jan AUBANK was trading at 992.10. The strike last trading price was 36, which was 6 higher than the previous day. The implied volatity was 26.72, the open interest changed by 0 which decreased total open position to 14
On 7 Jan AUBANK was trading at 1004.55. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 12
On 6 Jan AUBANK was trading at 1008.75. The strike last trading price was 30, which was 3 higher than the previous day. The implied volatity was 27.43, the open interest changed by 0 which decreased total open position to 11
On 5 Jan AUBANK was trading at 1014.95. The strike last trading price was 27, which was -65.35 lower than the previous day. The implied volatity was 26.34, the open interest changed by 11 which increased total open position to 11
On 2 Jan AUBANK was trading at 999.40. The strike last trading price was 92.35, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 1 Jan AUBANK was trading at 999.45. The strike last trading price was 92.35, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0
On 31 Dec AUBANK was trading at 994.50. The strike last trading price was 92.35, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 30 Dec AUBANK was trading at 996.45. The strike last trading price was 92.35, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 29 Dec AUBANK was trading at 986.65. The strike last trading price was 92.35, which was 0 lower than the previous day. The implied volatity was 0.3, the open interest changed by 0 which decreased total open position to 0
On 26 Dec AUBANK was trading at 974.95. The strike last trading price was 92.35, 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 Dec AUBANK was trading at 974.05. The strike last trading price was 92.35, 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 Dec AUBANK was trading at 980.35. The strike last trading price was 92.35, 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 22 Dec AUBANK was trading at 984.45. The strike last trading price was 92.35, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 19 Dec AUBANK was trading at 985.15. The strike last trading price was 92.35, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 18 Dec AUBANK was trading at 987.65. The strike last trading price was 92.35, 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 Dec AUBANK was trading at 990.30. The strike last trading price was 92.35, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 16 Dec AUBANK was trading at 980.60. The strike last trading price was 92.35, 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 15 Dec AUBANK was trading at 979.05. The strike last trading price was 92.35, 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 Dec AUBANK was trading at 968.05. The strike last trading price was 92.35, 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 Dec AUBANK was trading at 973.00. The strike last trading price was 92.35, 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 Dec AUBANK was trading at 993.70. The strike last trading price was 92.35, 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 9 Dec AUBANK was trading at 972.05. The strike last trading price was 92.35, 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 Dec AUBANK was trading at 952.55. The strike last trading price was 92.35, 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 Dec AUBANK was trading at 960.70. The strike last trading price was 92.35, 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 Dec AUBANK was trading at 948.75. The strike last trading price was 92.35, 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 3 Dec AUBANK was trading at 948.70. The strike last trading price was 92.35, 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 Dec AUBANK was trading at 953.05. The strike last trading price was 92.35, 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 1 Dec AUBANK was trading at 950.50. The strike last trading price was 92.35, 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 Nov AUBANK was trading at 955.25. The strike last trading price was 92.35, 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 Nov AUBANK was trading at 947.15. The strike last trading price was 92.35, 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
