Historical option data for AUBANK
20 May 2026 04:10 PM IST
| AUBANK 26-May-2026 (5d) 1010 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0
Theta: -0.69
Gamma: 0.00702
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 974.00 | 2.8 | -1.2 (-30.00%) | 26.81 | 549 | 2 | 285 | |||||||||
| 19 May | 971.90 | 4.05 | -3.95 (-49.38%) | 28.92 | 141 | -16 | 283 | |||||||||
| 18 May | 979.00 | 7.5 | -5.5 (-42.31%) | 29.6 | 257 | 34 | 297 | |||||||||
| 15 May | 990.50 | 12.9 | -7.1 (-35.50%) | 29.3 | 1,640 | 4 | 263 | |||||||||
| 14 May | 1004.70 | 20.9 | 2.9 (16.11%) | 30.59 | 732 | -2 | 260 | |||||||||
| 13 May | 994.80 | 17 | -5 (-22.73%) | 32.23 | 779 | 96 | 261 | |||||||||
| 12 May | 999.60 | 21.85 | -12.15 (-35.74%) | 0 | 395 | 21 | 165 | |||||||||
| 11 May | 1021.40 | 34.2 | -18.8 (-35.47%) | 0 | 131 | 7 | 145 | |||||||||
| 8 May | 1050.40 | 53.2 | 8.7 (19.55%) | 28.61 | 21 | -5 | 139 | |||||||||
| 7 May | 1032.40 | 44.45 | 3.65 (8.95%) | 31.2 | 153 | -9 | 145 | |||||||||
| 6 May | 1024.00 | 40.9 | 9 (28.21%) | 30.71 | 502 | 3 | 153 | |||||||||
| 5 May | 1007.10 | 31.9 | -6.45 (-16.82%) | 31.66 | 251 | 37 | 147 | |||||||||
| 4 May | 1015.00 | 38.2 | -2.65 (-6.49%) | 33.93 | 86 | 62 | 110 | |||||||||
| 30 Apr | 1015.95 | 38.55 | -2.9 (-7.00%) | 32.1 | 394 | 63 | 111 | |||||||||
| 29 Apr | 1017.65 | 41 | -5.3 (-11.45%) | 33.62 | 62 | 24 | 47 | |||||||||
| 28 Apr | 1022.80 | 46.75 | -22.25 (-32.25%) | 32.73 | 43 | 11 | 23 | |||||||||
| 27 Apr | 1043.00 | 69 | -6.95 (-9.15%) | 40.2 | 16 | 7 | 11 | |||||||||
| 24 Apr | 1065.65 | 75.95 | 14.45 (23.50%) | 39.72 | 2 | 1 | 3 | |||||||||
| 23 Apr | 1056.25 | 61.5 | -5.85 (-8.69%) | - | 0 | 0 | 2 | |||||||||
| 22 Apr | 1043.20 | 61.5 | -5.85 (-8.69%) | 35.51 | 0 | 0 | 2 | |||||||||
| 21 Apr | 1037.90 | 61.5 | 19.25 (45.56%) | 35.51 | 3 | -1 | 1 | |||||||||
| 20 Apr | 997.65 | 42.25 | 34.35 (434.81%) | 36.58 | 2 | 1 | 1 | |||||||||
| 17 Apr | 990.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 983.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 981.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 979.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 981.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 963.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 967.80 | 7.9 | 0 (0.00%) | 2.77 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 1010 expiring on 26MAY2026
Delta for 1010 CE is 0.16
Historical price for 1010 CE is as follows
On 20 May AUBANK was trading at 974.00. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 26.81, the open interest changed by 2 which increased total open position to 285
On 19 May AUBANK was trading at 971.90. The strike last trading price was 4.05, which was -3.95 lower than the previous day. The implied volatity was 28.92, the open interest changed by -16 which decreased total open position to 283
On 18 May AUBANK was trading at 979.00. The strike last trading price was 7.5, which was -5.5 lower than the previous day. The implied volatity was 29.6, the open interest changed by 34 which increased total open position to 297
On 15 May AUBANK was trading at 990.50. The strike last trading price was 12.9, which was -7.1 lower than the previous day. The implied volatity was 29.3, the open interest changed by 4 which increased total open position to 263
On 14 May AUBANK was trading at 1004.70. The strike last trading price was 20.9, which was 2.9 higher than the previous day. The implied volatity was 30.59, the open interest changed by -2 which decreased total open position to 260
On 13 May AUBANK was trading at 994.80. The strike last trading price was 17, which was -5 lower than the previous day. The implied volatity was 32.23, the open interest changed by 96 which increased total open position to 261
On 12 May AUBANK was trading at 999.60. The strike last trading price was 21.85, which was -12.15 lower than the previous day. The implied volatity was 0, the open interest changed by 21 which increased total open position to 165
On 11 May AUBANK was trading at 1021.40. The strike last trading price was 34.2, which was -18.8 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 145
On 8 May AUBANK was trading at 1050.40. The strike last trading price was 53.2, which was 8.7 higher than the previous day. The implied volatity was 28.61, the open interest changed by -5 which decreased total open position to 139
On 7 May AUBANK was trading at 1032.40. The strike last trading price was 44.45, which was 3.65 higher than the previous day. The implied volatity was 31.2, the open interest changed by -9 which decreased total open position to 145
On 6 May AUBANK was trading at 1024.00. The strike last trading price was 40.9, which was 9 higher than the previous day. The implied volatity was 30.71, the open interest changed by 3 which increased total open position to 153
On 5 May AUBANK was trading at 1007.10. The strike last trading price was 31.9, which was -6.45 lower than the previous day. The implied volatity was 31.66, the open interest changed by 37 which increased total open position to 147
On 4 May AUBANK was trading at 1015.00. The strike last trading price was 38.2, which was -2.65 lower than the previous day. The implied volatity was 33.93, the open interest changed by 62 which increased total open position to 110
On 30 Apr AUBANK was trading at 1015.95. The strike last trading price was 38.55, which was -2.9 lower than the previous day. The implied volatity was 32.1, the open interest changed by 63 which increased total open position to 111
On 29 Apr AUBANK was trading at 1017.65. The strike last trading price was 41, which was -5.3 lower than the previous day. The implied volatity was 33.62, the open interest changed by 24 which increased total open position to 47
On 28 Apr AUBANK was trading at 1022.80. The strike last trading price was 46.75, which was -22.25 lower than the previous day. The implied volatity was 32.73, the open interest changed by 11 which increased total open position to 23
On 27 Apr AUBANK was trading at 1043.00. The strike last trading price was 69, which was -6.95 lower than the previous day. The implied volatity was 40.2, the open interest changed by 7 which increased total open position to 11
On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 75.95, which was 14.45 higher than the previous day. The implied volatity was 39.72, the open interest changed by 1 which increased total open position to 3
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 61.5, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 61.5, which was -5.85 lower than the previous day. The implied volatity was 35.51, the open interest changed by 0 which decreased total open position to 2
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 61.5, which was 19.25 higher than the previous day. The implied volatity was 35.51, the open interest changed by -1 which decreased total open position to 1
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 42.25, which was 34.35 higher than the previous day. The implied volatity was 36.58, the open interest changed by 1 which increased total open position to 1
On 17 Apr AUBANK was trading at 990.60. 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 Apr AUBANK was trading at 983.95. 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 15 Apr AUBANK was trading at 981.10. 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 13 Apr AUBANK was trading at 979.05. 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 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 -, 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 8 Apr AUBANK was trading at 967.80. The strike last trading price was 7.9, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
| AUBANK 26-May-2026 (5d) 1010 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0
Theta: -0.67
Gamma: 0.00734
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 974.00 | 37.5 | -1.95 (-4.94%) | 28.68 | 12 | -2 | 206 |
| 19 May | 971.90 | 39.55 | 4.85 (13.98%) | 21.77 | 6 | -2 | 208 |
| 18 May | 979.00 | 32.9 | 3.75 (12.86%) | 26.89 | 34 | -7 | 211 |
| 15 May | 990.50 | 28.35 | 5.15 (22.20%) | 25.36 | 492 | -3 | 218 |
| 14 May | 1004.70 | 22.1 | -7.25 (-24.70%) | 27.57 | 227 | -19 | 221 |
| 13 May | 994.80 | 30.45 | 4.1 (15.56%) | 0 | 212 | 25 | 243 |
| 12 May | 999.60 | 26 | 8.25 (46.48%) | 0 | 235 | 42 | 218 |
| 11 May | 1021.40 | 18.5 | 7.5 (68.18%) | 0 | 273 | 8 | 176 |
| 8 May | 1050.40 | 10.9 | -5.1 (-31.87%) | 29.7 | 346 | -28 | 169 |
| 7 May | 1032.40 | 15.45 | -4.25 (-21.57%) | 29.74 | 344 | 13 | 202 |
| 6 May | 1024.00 | 19.3 | -9.2 (-32.28%) | 29.71 | 465 | 4 | 189 |
| 5 May | 1007.10 | 28.4 | 1.95 (7.37%) | 30.36 | 271 | 0 | 188 |
| 4 May | 1015.00 | 26.3 | -2.35 (-8.20%) | 30.4 | 245 | 60 | 188 |
| 30 Apr | 1015.95 | 30.25 | 2.5 (9.01%) | 31.27 | 398 | 65 | 193 |
| 29 Apr | 1017.65 | 27.7 | 1 (3.75%) | 28.48 | 245 | 14 | 128 |
| 28 Apr | 1022.80 | 25.9 | -3.2 (-11.00%) | 30.23 | 266 | 67 | 116 |
| 27 Apr | 1043.00 | 30.9 | 6.7 (27.69%) | 38.82 | 95 | 23 | 50 |
| 24 Apr | 1065.65 | 23.5 | -2.55 (-9.79%) | 38.55 | 6 | 4 | 26 |
| 23 Apr | 1056.25 | 25.8 | -138.2 (-84.27%) | 38.12 | 28 | 22 | 22 |
| 22 Apr | 1043.20 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 1037.90 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 997.65 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 990.60 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 983.95 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 981.10 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 979.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 981.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 963.00 | - | - | - | 0 | 0 | 0 |
| 8 Apr | 967.80 | 164 | 0 (0.00%) | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 1010 expiring on 26MAY2026
Delta for 1010 PE is -0.81
Historical price for 1010 PE is as follows
On 20 May AUBANK was trading at 974.00. The strike last trading price was 37.5, which was -1.95 lower than the previous day. The implied volatity was 28.68, the open interest changed by -2 which decreased total open position to 206
On 19 May AUBANK was trading at 971.90. The strike last trading price was 39.55, which was 4.85 higher than the previous day. The implied volatity was 21.77, the open interest changed by -2 which decreased total open position to 208
On 18 May AUBANK was trading at 979.00. The strike last trading price was 32.9, which was 3.75 higher than the previous day. The implied volatity was 26.89, the open interest changed by -7 which decreased total open position to 211
On 15 May AUBANK was trading at 990.50. The strike last trading price was 28.35, which was 5.15 higher than the previous day. The implied volatity was 25.36, the open interest changed by -3 which decreased total open position to 218
On 14 May AUBANK was trading at 1004.70. The strike last trading price was 22.1, which was -7.25 lower than the previous day. The implied volatity was 27.57, the open interest changed by -19 which decreased total open position to 221
On 13 May AUBANK was trading at 994.80. The strike last trading price was 30.45, which was 4.1 higher than the previous day. The implied volatity was 0, the open interest changed by 25 which increased total open position to 243
On 12 May AUBANK was trading at 999.60. The strike last trading price was 26, which was 8.25 higher than the previous day. The implied volatity was 0, the open interest changed by 42 which increased total open position to 218
On 11 May AUBANK was trading at 1021.40. The strike last trading price was 18.5, which was 7.5 higher than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 176
On 8 May AUBANK was trading at 1050.40. The strike last trading price was 10.9, which was -5.1 lower than the previous day. The implied volatity was 29.7, the open interest changed by -28 which decreased total open position to 169
On 7 May AUBANK was trading at 1032.40. The strike last trading price was 15.45, which was -4.25 lower than the previous day. The implied volatity was 29.74, the open interest changed by 13 which increased total open position to 202
On 6 May AUBANK was trading at 1024.00. The strike last trading price was 19.3, which was -9.2 lower than the previous day. The implied volatity was 29.71, the open interest changed by 4 which increased total open position to 189
On 5 May AUBANK was trading at 1007.10. The strike last trading price was 28.4, which was 1.95 higher than the previous day. The implied volatity was 30.36, the open interest changed by 0 which decreased total open position to 188
On 4 May AUBANK was trading at 1015.00. The strike last trading price was 26.3, which was -2.35 lower than the previous day. The implied volatity was 30.4, the open interest changed by 60 which increased total open position to 188
On 30 Apr AUBANK was trading at 1015.95. The strike last trading price was 30.25, which was 2.5 higher than the previous day. The implied volatity was 31.27, the open interest changed by 65 which increased total open position to 193
On 29 Apr AUBANK was trading at 1017.65. The strike last trading price was 27.7, which was 1 higher than the previous day. The implied volatity was 28.48, the open interest changed by 14 which increased total open position to 128
On 28 Apr AUBANK was trading at 1022.80. The strike last trading price was 25.9, which was -3.2 lower than the previous day. The implied volatity was 30.23, the open interest changed by 67 which increased total open position to 116
On 27 Apr AUBANK was trading at 1043.00. The strike last trading price was 30.9, which was 6.7 higher than the previous day. The implied volatity was 38.82, the open interest changed by 23 which increased total open position to 50
On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 23.5, which was -2.55 lower than the previous day. The implied volatity was 38.55, the open interest changed by 4 which increased total open position to 26
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 25.8, which was -138.2 lower than the previous day. The implied volatity was 38.12, the open interest changed by 22 which increased total open position to 22
On 22 Apr AUBANK was trading at 1043.20. 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 21 Apr AUBANK was trading at 1037.90. 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 Apr AUBANK was trading at 997.65. 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 17 Apr AUBANK was trading at 990.60. 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 Apr AUBANK was trading at 983.95. 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 15 Apr AUBANK was trading at 981.10. 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 13 Apr AUBANK was trading at 979.05. 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 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 -, 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 8 Apr AUBANK was trading at 967.80. The strike last trading price was 164, 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
