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Historical option data for AUBANK

25 Jun 2026 04:10 PM IST
AUBANK 30-Jun-2026 (4d) 1010 CE
Delta: 0.88
Vega: 0
Theta: -0.47
Gamma: 0.00862
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 1033.85 28.05 -28.95 (-50.79%) 18.54 19 -12 113
24 Jun 1067.20 56.95 32 (128.26%) 28.32 48 -12 125
23 Jun 1026.35 25.1 -11.65 (-31.70%) 24.73 47 -16 138
22 Jun 1045.05 37.75 5.8 (18.15%) 19.06 56 -4 155
19 Jun 1033.05 31.95 4.7 (17.25%) 22.38 91 -11 159
18 Jun 1025.35 27.75 0.65 (2.40%) 24.9 119 8 171
17 Jun 1020.85 27 -1.5 (-5.26%) 25.45 129 -2 163
16 Jun 1023.10 28.4 -8.4 (-22.83%) 25.11 146 8 165
15 Jun 1033.60 35.65 6.95 (24.22%) 25.56 142 -14 158
12 Jun 1015.50 27.4 19.25 (236.20%) 23.97 1,069 -42 172
11 Jun 963.30 8.3 -0.05 (-0.60%) 26.05 83 0 216
10 Jun 959.20 8.6 -5.65 (-39.65%) 27.53 167 11 216
9 Jun 978.50 14.5 4.35 (42.86%) 27.5 87 -4 205
8 Jun 958.90 9.35 -4.9 (-34.39%) 29.8 57 3 209
5 Jun 969.40 14.5 0.1 (0.69%) 27.95 288 -53 211
4 Jun 962.05 15.1 -1.65 (-9.85%) 29.18 107 2 266
3 Jun 970.60 17.5 -1.3 (-6.91%) 29.58 324 18 264
2 Jun 976.45 18.55 2.1 (12.77%) 27.07 128 -16 245
1 Jun 969.15 16.5 -7.15 (-30.23%) 27.84 273 76 260
29 May 984.70 23.45 -8.9 (-27.51%) 27.2 315 31 183
27 May 1005.00 32 -5.9 (-15.57%) 25.78 268 37 150
26 May 1011.80 39 5.85 (17.65%) 26.19 244 26 112
25 May 999.30 35 10.25 (41.41%) 27.64 274 75 88
22 May 977.90 24.35 4.35 (21.75%) 27.68 30 7 15
21 May 958.70 20 0 (0.00%) 25 7 0 8
20 May 974.00 20 -4 (-16.67%) 25 7 6 7
19 May 971.90 24 -52 (-68.42%) 28.17 1 1 1
18 May 979.00 0 0 (-100.00%) - 0 0 0
15 May 990.50 0 -76.05 (-100.00%) - 0 0 0
14 May 1004.70 0 -76.05 (-100.00%) 0 0 0 0
13 May 994.80 0 -76.05 (-100.00%) 0 0 0 0
12 May 999.60 0 -76.05 (-100.00%) 0 0 0 0
11 May 1021.40 0 -76.05 (-100.00%) 0 0 0 0
8 May 1050.40 0 0 - 0 0 0
7 May 1032.40 0 0 - 0 0 0
6 May 1024.00 0 0 - 0 0 0
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


For Au Small Finance Bank Ltd - strike price 1010 expiring on 30JUN2026

Delta for 1010 CE is 0.88

Historical price for 1010 CE is as follows

On 25 Jun AUBANK was trading at 1033.85. The strike last trading price was 28.05, which was -28.95 lower than the previous day. The implied volatity was 18.54, the open interest changed by -12 which decreased total open position to 113


On 24 Jun AUBANK was trading at 1067.20. The strike last trading price was 56.95, which was 32 higher than the previous day. The implied volatity was 28.32, the open interest changed by -12 which decreased total open position to 125


On 23 Jun AUBANK was trading at 1026.35. The strike last trading price was 25.1, which was -11.65 lower than the previous day. The implied volatity was 24.73, the open interest changed by -16 which decreased total open position to 138


On 22 Jun AUBANK was trading at 1045.05. The strike last trading price was 37.75, which was 5.8 higher than the previous day. The implied volatity was 19.06, the open interest changed by -4 which decreased total open position to 155


On 19 Jun AUBANK was trading at 1033.05. The strike last trading price was 31.95, which was 4.7 higher than the previous day. The implied volatity was 22.38, the open interest changed by -11 which decreased total open position to 159


On 18 Jun AUBANK was trading at 1025.35. The strike last trading price was 27.75, which was 0.65 higher than the previous day. The implied volatity was 24.9, the open interest changed by 8 which increased total open position to 171


On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 27, which was -1.5 lower than the previous day. The implied volatity was 25.45, the open interest changed by -2 which decreased total open position to 163


On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 28.4, which was -8.4 lower than the previous day. The implied volatity was 25.11, the open interest changed by 8 which increased total open position to 165


On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 35.65, which was 6.95 higher than the previous day. The implied volatity was 25.56, the open interest changed by -14 which decreased total open position to 158


On 12 Jun AUBANK was trading at 1015.50. The strike last trading price was 27.4, which was 19.25 higher than the previous day. The implied volatity was 23.97, the open interest changed by -42 which decreased total open position to 172


On 11 Jun AUBANK was trading at 963.30. The strike last trading price was 8.3, which was -0.05 lower than the previous day. The implied volatity was 26.05, the open interest changed by 0 which decreased total open position to 216


On 10 Jun AUBANK was trading at 959.20. The strike last trading price was 8.6, which was -5.65 lower than the previous day. The implied volatity was 27.53, the open interest changed by 11 which increased total open position to 216


On 9 Jun AUBANK was trading at 978.50. The strike last trading price was 14.5, which was 4.35 higher than the previous day. The implied volatity was 27.5, the open interest changed by -4 which decreased total open position to 205


On 8 Jun AUBANK was trading at 958.90. The strike last trading price was 9.35, which was -4.9 lower than the previous day. The implied volatity was 29.8, the open interest changed by 3 which increased total open position to 209


On 5 Jun AUBANK was trading at 969.40. The strike last trading price was 14.5, which was 0.1 higher than the previous day. The implied volatity was 27.95, the open interest changed by -53 which decreased total open position to 211


On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 15.1, which was -1.65 lower than the previous day. The implied volatity was 29.18, the open interest changed by 2 which increased total open position to 266


On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 17.5, which was -1.3 lower than the previous day. The implied volatity was 29.58, the open interest changed by 18 which increased total open position to 264


On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 18.55, which was 2.1 higher than the previous day. The implied volatity was 27.07, the open interest changed by -16 which decreased total open position to 245


On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 16.5, which was -7.15 lower than the previous day. The implied volatity was 27.84, the open interest changed by 76 which increased total open position to 260


On 29 May AUBANK was trading at 984.70. The strike last trading price was 23.45, which was -8.9 lower than the previous day. The implied volatity was 27.2, the open interest changed by 31 which increased total open position to 183


On 27 May AUBANK was trading at 1005.00. The strike last trading price was 32, which was -5.9 lower than the previous day. The implied volatity was 25.78, the open interest changed by 37 which increased total open position to 150


On 26 May AUBANK was trading at 1011.80. The strike last trading price was 39, which was 5.85 higher than the previous day. The implied volatity was 26.19, the open interest changed by 26 which increased total open position to 112


On 25 May AUBANK was trading at 999.30. The strike last trading price was 35, which was 10.25 higher than the previous day. The implied volatity was 27.64, the open interest changed by 75 which increased total open position to 88


On 22 May AUBANK was trading at 977.90. The strike last trading price was 24.35, which was 4.35 higher than the previous day. The implied volatity was 27.68, the open interest changed by 7 which increased total open position to 15


On 21 May AUBANK was trading at 958.70. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 25, the open interest changed by 0 which decreased total open position to 8


On 20 May AUBANK was trading at 974.00. The strike last trading price was 20, which was -4 lower than the previous day. The implied volatity was 25, the open interest changed by 6 which increased total open position to 7


On 19 May AUBANK was trading at 971.90. The strike last trading price was 24, which was -52 lower than the previous day. The implied volatity was 28.17, the open interest changed by 1 which increased total open position to 1


On 18 May AUBANK was trading at 979.00. 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 15 May AUBANK was trading at 990.50. The strike last trading price was 0, which was -76.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May AUBANK was trading at 1004.70. The strike last trading price was 0, which was -76.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May AUBANK was trading at 994.80. The strike last trading price was 0, which was -76.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May AUBANK was trading at 999.60. The strike last trading price was 0, which was -76.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May AUBANK was trading at 1021.40. The strike last trading price was 0, which was -76.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May AUBANK was trading at 1050.40. 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 7 May AUBANK was trading at 1032.40. 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 6 May AUBANK was trading at 1024.00. 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 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


AUBANK 30-Jun-2026 (4d) 1010 PE
Delta: -0.1
Vega: 0
Theta: -0.25
Gamma: 0.00806
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 1033.85 1.1 -0.2 (-15.38%) 17.74 511 74 378
24 Jun 1067.20 1.25 -4.75 (-79.17%) 31.07 795 77 305
23 Jun 1026.35 5.9 0.9 (18.00%) 21.36 326 -28 230
22 Jun 1045.05 4.1 -2.9 (-41.43%) 23.9 278 29 256
19 Jun 1033.05 6.85 -3.15 (-31.50%) 23.1 229 11 227
18 Jun 1025.35 10.35 -1.65 (-13.75%) 23.14 192 -8 217
17 Jun 1020.85 12.25 -0.8 (-6.13%) 24.94 248 32 225
16 Jun 1023.10 12.65 1.65 (15.00%) 24.4 380 4 193
15 Jun 1033.60 11.5 -8.95 (-43.77%) 25.4 344 43 189
12 Jun 1015.50 19.65 -37.35 (-65.53%) 26.75 208 42 147
11 Jun 963.30 57 57 (39.02%) 27.63 24 0 105
10 Jun 959.20 57 16 (39.02%) 27.63 24 3 107
9 Jun 978.50 41 -10 (-19.61%) 26.03 13 -1 103
8 Jun 958.90 51 51 - 1 0 104
5 Jun 969.40 51 51 (2.00%) 24.18 1 0 104
4 Jun 962.05 51 1 (2.00%) 24.18 1 0 104
3 Jun 970.60 49 6 (13.95%) 25.17 27 -5 104
2 Jun 976.45 43 -5 (-10.42%) 25.38 8 -5 108
1 Jun 969.15 48 10 (26.32%) 22.29 5 0 113
29 May 984.70 37 8 (27.59%) 26.36 136 15 114
27 May 1005.00 29 2 (7.41%) 23.6 156 20 99
26 May 1011.80 25 -9 (-26.47%) 25.2 177 72 78
25 May 999.30 35 10 (40.00%) 25.37 7 3 5
22 May 977.90 25 25 - 2 0 2
21 May 958.70 24.6 24.6 - 2 0 2
20 May 974.00 24.6 24.6 (0.00%) - 2 0 2
19 May 971.90 24.6 0 (0.00%) - 2 0 2
18 May 979.00 24.6 0 (0.00%) - 2 0 2
15 May 990.50 24.6 0 (0.00%) - 0 0 2
14 May 1004.70 24.6 0 (0.00%) 0 0 0 2
13 May 994.80 24.6 0 (0.00%) 0 0 0 2
12 May 999.60 24.6 0 (0.00%) 0 0 0 2
11 May 1021.40 24.6 0 (0.00%) 0 0 0 2
8 May 1050.40 24.6 -28.6 (-53.76%) 28.31 2 0 0
7 May 1032.40 0 0 - 0 0 0
6 May 1024.00 0 0 - 0 0 0
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


For Au Small Finance Bank Ltd - strike price 1010 expiring on 30JUN2026

Delta for 1010 PE is -0.1

Historical price for 1010 PE is as follows

On 25 Jun AUBANK was trading at 1033.85. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 17.74, the open interest changed by 74 which increased total open position to 378


On 24 Jun AUBANK was trading at 1067.20. The strike last trading price was 1.25, which was -4.75 lower than the previous day. The implied volatity was 31.07, the open interest changed by 77 which increased total open position to 305


On 23 Jun AUBANK was trading at 1026.35. The strike last trading price was 5.9, which was 0.9 higher than the previous day. The implied volatity was 21.36, the open interest changed by -28 which decreased total open position to 230


On 22 Jun AUBANK was trading at 1045.05. The strike last trading price was 4.1, which was -2.9 lower than the previous day. The implied volatity was 23.9, the open interest changed by 29 which increased total open position to 256


On 19 Jun AUBANK was trading at 1033.05. The strike last trading price was 6.85, which was -3.15 lower than the previous day. The implied volatity was 23.1, the open interest changed by 11 which increased total open position to 227


On 18 Jun AUBANK was trading at 1025.35. The strike last trading price was 10.35, which was -1.65 lower than the previous day. The implied volatity was 23.14, the open interest changed by -8 which decreased total open position to 217


On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 12.25, which was -0.8 lower than the previous day. The implied volatity was 24.94, the open interest changed by 32 which increased total open position to 225


On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 12.65, which was 1.65 higher than the previous day. The implied volatity was 24.4, the open interest changed by 4 which increased total open position to 193


On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 11.5, which was -8.95 lower than the previous day. The implied volatity was 25.4, the open interest changed by 43 which increased total open position to 189


On 12 Jun AUBANK was trading at 1015.50. The strike last trading price was 19.65, which was -37.35 lower than the previous day. The implied volatity was 26.75, the open interest changed by 42 which increased total open position to 147


On 11 Jun AUBANK was trading at 963.30. The strike last trading price was 57, which was 57 higher than the previous day. The implied volatity was 27.63, the open interest changed by 0 which decreased total open position to 105


On 10 Jun AUBANK was trading at 959.20. The strike last trading price was 57, which was 16 higher than the previous day. The implied volatity was 27.63, the open interest changed by 3 which increased total open position to 107


On 9 Jun AUBANK was trading at 978.50. The strike last trading price was 41, which was -10 lower than the previous day. The implied volatity was 26.03, the open interest changed by -1 which decreased total open position to 103


On 8 Jun AUBANK was trading at 958.90. The strike last trading price was 51, which was 51 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 104


On 5 Jun AUBANK was trading at 969.40. The strike last trading price was 51, which was 51 higher than the previous day. The implied volatity was 24.18, the open interest changed by 0 which decreased total open position to 104


On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 51, which was 1 higher than the previous day. The implied volatity was 24.18, the open interest changed by 0 which decreased total open position to 104


On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 49, which was 6 higher than the previous day. The implied volatity was 25.17, the open interest changed by -5 which decreased total open position to 104


On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 43, which was -5 lower than the previous day. The implied volatity was 25.38, the open interest changed by -5 which decreased total open position to 108


On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 48, which was 10 higher than the previous day. The implied volatity was 22.29, the open interest changed by 0 which decreased total open position to 113


On 29 May AUBANK was trading at 984.70. The strike last trading price was 37, which was 8 higher than the previous day. The implied volatity was 26.36, the open interest changed by 15 which increased total open position to 114


On 27 May AUBANK was trading at 1005.00. The strike last trading price was 29, which was 2 higher than the previous day. The implied volatity was 23.6, the open interest changed by 20 which increased total open position to 99


On 26 May AUBANK was trading at 1011.80. The strike last trading price was 25, which was -9 lower than the previous day. The implied volatity was 25.2, the open interest changed by 72 which increased total open position to 78


On 25 May AUBANK was trading at 999.30. The strike last trading price was 35, which was 10 higher than the previous day. The implied volatity was 25.37, the open interest changed by 3 which increased total open position to 5


On 22 May AUBANK was trading at 977.90. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 21 May AUBANK was trading at 958.70. The strike last trading price was 24.6, which was 24.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 May AUBANK was trading at 974.00. The strike last trading price was 24.6, which was 24.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 May AUBANK was trading at 971.90. The strike last trading price was 24.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 May AUBANK was trading at 979.00. The strike last trading price was 24.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 May AUBANK was trading at 990.50. The strike last trading price was 24.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 May AUBANK was trading at 1004.70. The strike last trading price was 24.6, 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 2


On 13 May AUBANK was trading at 994.80. The strike last trading price was 24.6, 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 2


On 12 May AUBANK was trading at 999.60. The strike last trading price was 24.6, 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 2


On 11 May AUBANK was trading at 1021.40. The strike last trading price was 24.6, 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 2


On 8 May AUBANK was trading at 1050.40. The strike last trading price was 24.6, which was -28.6 lower than the previous day. The implied volatity was 28.31, the open interest changed by 0 which decreased total open position to 0


On 7 May AUBANK was trading at 1032.40. 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 6 May AUBANK was trading at 1024.00. 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 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