Historical option data for AUBANK
22 Jun 2026 01:19 PM IST
| AUBANK 28-Jul-2026 (36d) 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.01
Theta: -0.57
Gamma: 0.00357
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1032.40 | 61.65 | 1.65 (2.75%) | 31.32 | 99 | 48 | 162 | |||||||||
| 19 Jun | 1033.05 | 60.25 | 4.25 (7.59%) | 28.62 | 107 | 10 | 115 | |||||||||
| 18 Jun | 1025.35 | 55.55 | 0.55 (1.00%) | 27.77 | 15 | 2 | 106 | |||||||||
| 17 Jun | 1020.85 | 55.35 | 1.35 (2.50%) | 30.69 | 53 | 25 | 103 | |||||||||
| 16 Jun | 1023.10 | 54.2 | -9.8 (-15.31%) | 28.38 | 12 | 4 | 79 | |||||||||
| 15 Jun | 1033.60 | 63.55 | 8.55 (15.55%) | 30.37 | 4 | 1 | 76 | |||||||||
| 12 Jun | 1015.50 | 55 | 27 (96.43%) | 30.04 | 58 | 26 | 74 | |||||||||
| 11 Jun | 963.30 | 28.65 | 1.65 (6.11%) | 29.24 | 18 | 15 | 47 | |||||||||
| 10 Jun | 959.20 | 27.1 | -3.9 (-12.58%) | 29.8 | 11 | 5 | 31 | |||||||||
| 9 Jun | 978.50 | 31 | 0 (0.00%) | 31.66 | 3 | 0 | 26 | |||||||||
| 8 Jun | 958.90 | 31 | -8 (-20.51%) | 31.66 | 3 | 0 | 26 | |||||||||
| 5 Jun | 969.40 | 39 | 6 (18.18%) | 29.92 | 3 | 1 | 26 | |||||||||
| 4 Jun | 962.05 | 32.65 | -3.35 (-9.31%) | 31.41 | 6 | 3 | 25 | |||||||||
| 3 Jun | 970.60 | 36.5 | -8.5 (-18.89%) | 32.57 | 28 | 19 | 22 | |||||||||
| 2 Jun | 976.45 | 45 | -51 (-53.13%) | 33.58 | 3 | 3 | 3 | |||||||||
| 1 Jun | 969.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 984.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 1000 expiring on 28JUL2026
Delta for 1000 CE is 0.66
Historical price for 1000 CE is as follows
On 22 Jun AUBANK was trading at 1032.40. The strike last trading price was 61.65, which was 1.65 higher than the previous day. The implied volatity was 31.32, the open interest changed by 48 which increased total open position to 162
On 19 Jun AUBANK was trading at 1033.05. The strike last trading price was 60.25, which was 4.25 higher than the previous day. The implied volatity was 28.62, the open interest changed by 10 which increased total open position to 115
On 18 Jun AUBANK was trading at 1025.35. The strike last trading price was 55.55, which was 0.55 higher than the previous day. The implied volatity was 27.77, the open interest changed by 2 which increased total open position to 106
On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 55.35, which was 1.35 higher than the previous day. The implied volatity was 30.69, the open interest changed by 25 which increased total open position to 103
On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 54.2, which was -9.8 lower than the previous day. The implied volatity was 28.38, the open interest changed by 4 which increased total open position to 79
On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 63.55, which was 8.55 higher than the previous day. The implied volatity was 30.37, the open interest changed by 1 which increased total open position to 76
On 12 Jun AUBANK was trading at 1015.50. The strike last trading price was 55, which was 27 higher than the previous day. The implied volatity was 30.04, the open interest changed by 26 which increased total open position to 74
On 11 Jun AUBANK was trading at 963.30. The strike last trading price was 28.65, which was 1.65 higher than the previous day. The implied volatity was 29.24, the open interest changed by 15 which increased total open position to 47
On 10 Jun AUBANK was trading at 959.20. The strike last trading price was 27.1, which was -3.9 lower than the previous day. The implied volatity was 29.8, the open interest changed by 5 which increased total open position to 31
On 9 Jun AUBANK was trading at 978.50. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 26
On 8 Jun AUBANK was trading at 958.90. The strike last trading price was 31, which was -8 lower than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 26
On 5 Jun AUBANK was trading at 969.40. The strike last trading price was 39, which was 6 higher than the previous day. The implied volatity was 29.92, the open interest changed by 1 which increased total open position to 26
On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 32.65, which was -3.35 lower than the previous day. The implied volatity was 31.41, the open interest changed by 3 which increased total open position to 25
On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 36.5, which was -8.5 lower than the previous day. The implied volatity was 32.57, the open interest changed by 19 which increased total open position to 22
On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 45, which was -51 lower than the previous day. The implied volatity was 33.58, the open interest changed by 3 which increased total open position to 3
On 1 Jun AUBANK was trading at 969.15. 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 29 May AUBANK was trading at 984.70. 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
| AUBANK 28-Jul-2026 (36d) 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.01
Theta: -0.35
Gamma: 0.00385
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1032.40 | 19.1 | -0.9 (-4.50%) | 28.01 | 55 | 8 | 112 |
| 19 Jun | 1033.05 | 20.4 | -2.7 (-11.69%) | 27.48 | 80 | 41 | 104 |
| 18 Jun | 1025.35 | 23.05 | -0.95 (-3.96%) | 27.57 | 24 | 8 | 65 |
| 17 Jun | 1020.85 | 24 | -2.2 (-8.40%) | 26.22 | 38 | 21 | 53 |
| 16 Jun | 1023.10 | 26.2 | 3.45 (15.16%) | 26.83 | 41 | 12 | 32 |
| 15 Jun | 1033.60 | 22.75 | -9.9 (-30.32%) | 28.93 | 25 | 14 | 21 |
| 12 Jun | 1015.50 | 31.2 | -18.8 (-37.60%) | 29.05 | 12 | 2 | 6 |
| 11 Jun | 963.30 | 50 | 50 | - | 1 | 0 | 4 |
| 10 Jun | 959.20 | 50 | 50 (-5.66%) | 28.51 | 1 | 0 | 4 |
| 9 Jun | 978.50 | 50 | -3 (-5.66%) | 28.51 | 1 | 1 | 4 |
| 8 Jun | 958.90 | 53 | 53 | - | 1 | 0 | 3 |
| 5 Jun | 969.40 | 53 | 3 (6.00%) | 28.3 | 1 | 1 | 3 |
| 4 Jun | 962.05 | 63.95 | 63.95 | - | 1 | 0 | 2 |
| 3 Jun | 970.60 | 63.95 | 63.95 (11.11%) | 26.95 | 1 | 0 | 2 |
| 2 Jun | 976.45 | 50 | 5 (11.11%) | 26.95 | 1 | 1 | 2 |
| 1 Jun | 969.15 | 45 | 0 (0.00%) | 26.48 | 1 | 0 | 1 |
| 29 May | 984.70 | 45 | -14.15 (-23.92%) | 26.48 | 1 | 1 | 1 |
For Au Small Finance Bank Ltd - strike price 1000 expiring on 28JUL2026
Delta for 1000 PE is -0.31
Historical price for 1000 PE is as follows
On 22 Jun AUBANK was trading at 1032.40. The strike last trading price was 19.1, which was -0.9 lower than the previous day. The implied volatity was 28.01, the open interest changed by 8 which increased total open position to 112
On 19 Jun AUBANK was trading at 1033.05. The strike last trading price was 20.4, which was -2.7 lower than the previous day. The implied volatity was 27.48, the open interest changed by 41 which increased total open position to 104
On 18 Jun AUBANK was trading at 1025.35. The strike last trading price was 23.05, which was -0.95 lower than the previous day. The implied volatity was 27.57, the open interest changed by 8 which increased total open position to 65
On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 24, which was -2.2 lower than the previous day. The implied volatity was 26.22, the open interest changed by 21 which increased total open position to 53
On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 26.2, which was 3.45 higher than the previous day. The implied volatity was 26.83, the open interest changed by 12 which increased total open position to 32
On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 22.75, which was -9.9 lower than the previous day. The implied volatity was 28.93, the open interest changed by 14 which increased total open position to 21
On 12 Jun AUBANK was trading at 1015.50. The strike last trading price was 31.2, which was -18.8 lower than the previous day. The implied volatity was 29.05, the open interest changed by 2 which increased total open position to 6
On 11 Jun AUBANK was trading at 963.30. The strike last trading price was 50, which was 50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Jun AUBANK was trading at 959.20. The strike last trading price was 50, which was 50 higher than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 4
On 9 Jun AUBANK was trading at 978.50. The strike last trading price was 50, which was -3 lower than the previous day. The implied volatity was 28.51, the open interest changed by 1 which increased total open position to 4
On 8 Jun AUBANK was trading at 958.90. The strike last trading price was 53, which was 53 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun AUBANK was trading at 969.40. The strike last trading price was 53, which was 3 higher than the previous day. The implied volatity was 28.3, the open interest changed by 1 which increased total open position to 3
On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 63.95, which was 63.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 63.95, which was 63.95 higher than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 2
On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 50, which was 5 higher than the previous day. The implied volatity was 26.95, the open interest changed by 1 which increased total open position to 2
On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 45, which was 0 lower than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 1
On 29 May AUBANK was trading at 984.70. The strike last trading price was 45, which was -14.15 lower than the previous day. The implied volatity was 26.48, the open interest changed by 1 which increased total open position to 1
