Historical option data for AUBANK
16 Jun 2026 03:15 PM IST
| AUBANK 30-Jun-2026 (14d) 1020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.01
Theta: -0.77
Gamma: 0.00771
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jun | 1022.85 | 23 | -7.5 (-24.59%) | 25.32 | 977 | 125 | 368 | |||||||||
| 15 Jun | 1033.60 | 29.1 | 5.5 (23.31%) | 25.28 | 823 | -157 | 243 | |||||||||
| 12 Jun | 1015.50 | 23 | 16.75 (268.00%) | 25.4 | 2,227 | 112 | 393 | |||||||||
| 11 Jun | 963.30 | 6.6 | 0 (0.00%) | 25.66 | 144 | -12 | 282 | |||||||||
| 10 Jun | 959.20 | 6.7 | -4.6 (-40.71%) | 27.37 | 262 | 37 | 294 | |||||||||
| 9 Jun | 978.50 | 11.15 | 3.05 (37.65%) | 26.87 | 303 | -42 | 256 | |||||||||
| 8 Jun | 958.90 | 7.6 | -4.05 (-34.76%) | 29.09 | 269 | 0 | 276 | |||||||||
| 5 Jun | 969.40 | 11.55 | -0.05 (-0.43%) | 28.07 | 323 | -32 | 275 | |||||||||
| 4 Jun | 962.05 | 12.25 | -2.3 (-15.81%) | 29.28 | 174 | 4 | 306 | |||||||||
| 3 Jun | 970.60 | 14.45 | -1.15 (-7.37%) | 29.55 | 465 | 19 | 302 | |||||||||
| 2 Jun | 976.45 | 15.2 | 1.85 (13.86%) | 27.63 | 388 | -10 | 282 | |||||||||
| 1 Jun | 969.15 | 13.5 | -5.9 (-30.41%) | 27.71 | 243 | 15 | 290 | |||||||||
| 29 May | 984.70 | 19 | -8.3 (-30.40%) | 25.3 | 322 | 46 | 276 | |||||||||
| 27 May | 1005.00 | 26.3 | -5.95 (-18.45%) | 25.07 | 356 | 56 | 232 | |||||||||
| 26 May | 1011.80 | 33.8 | 5.2 (18.18%) | 25.21 | 702 | 20 | 175 | |||||||||
| 25 May | 999.30 | 29.7 | 8.7 (41.43%) | 27.08 | 510 | 118 | 157 | |||||||||
| 22 May | 977.90 | 20.8 | 7.45 (55.81%) | 27.58 | 48 | 16 | 41 | |||||||||
| 21 May | 958.70 | 13.4 | -3.6 (-21.18%) | 26.53 | 31 | 1 | 23 | |||||||||
| 20 May | 974.00 | 17.1 | -2.9 (-14.50%) | 24.98 | 30 | 13 | 21 | |||||||||
| 19 May | 971.90 | 20.2 | -7.8 (-27.86%) | 26.83 | 8 | 7 | 8 | |||||||||
| 18 May | 979.00 | 27.95 | -0.05 (-0.18%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 990.50 | 27.95 | 12.05 (75.79%) | 26.78 | 1 | 1 | 1 | |||||||||
| 14 May | 1004.70 | 0 | -15.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 994.80 | 0 | -15.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 999.60 | 0 | -15.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1021.40 | 0 | -15.9 (-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 | |||||||||
| 13 Apr | 981.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 981.80 | 0 | 0 (0.00%) | 1.68 | 0 | 0 | 0 | |||||||||
| 9 Apr | 963.00 | 0 | 0 (0.00%) | 2 | 0 | 0 | 0 | |||||||||
| 8 Apr | 967.80 | 0 | 0 (0.00%) | 2.15 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 1020 expiring on 30JUN2026
Delta for 1020 CE is 0.55
Historical price for 1020 CE is as follows
On 16 Jun AUBANK was trading at 1022.85. The strike last trading price was 23, which was -7.5 lower than the previous day. The implied volatity was 25.32, the open interest changed by 125 which increased total open position to 368
On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 29.1, which was 5.5 higher than the previous day. The implied volatity was 25.28, the open interest changed by -157 which decreased total open position to 243
On 12 Jun AUBANK was trading at 1015.50. The strike last trading price was 23, which was 16.75 higher than the previous day. The implied volatity was 25.4, the open interest changed by 112 which increased total open position to 393
On 11 Jun AUBANK was trading at 963.30. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 25.66, the open interest changed by -12 which decreased total open position to 282
On 10 Jun AUBANK was trading at 959.20. The strike last trading price was 6.7, which was -4.6 lower than the previous day. The implied volatity was 27.37, the open interest changed by 37 which increased total open position to 294
On 9 Jun AUBANK was trading at 978.50. The strike last trading price was 11.15, which was 3.05 higher than the previous day. The implied volatity was 26.87, the open interest changed by -42 which decreased total open position to 256
On 8 Jun AUBANK was trading at 958.90. The strike last trading price was 7.6, which was -4.05 lower than the previous day. The implied volatity was 29.09, the open interest changed by 0 which decreased total open position to 276
On 5 Jun AUBANK was trading at 969.40. The strike last trading price was 11.55, which was -0.05 lower than the previous day. The implied volatity was 28.07, the open interest changed by -32 which decreased total open position to 275
On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 12.25, which was -2.3 lower than the previous day. The implied volatity was 29.28, the open interest changed by 4 which increased total open position to 306
On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 14.45, which was -1.15 lower than the previous day. The implied volatity was 29.55, the open interest changed by 19 which increased total open position to 302
On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 15.2, which was 1.85 higher than the previous day. The implied volatity was 27.63, the open interest changed by -10 which decreased total open position to 282
On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 13.5, which was -5.9 lower than the previous day. The implied volatity was 27.71, the open interest changed by 15 which increased total open position to 290
On 29 May AUBANK was trading at 984.70. The strike last trading price was 19, which was -8.3 lower than the previous day. The implied volatity was 25.3, the open interest changed by 46 which increased total open position to 276
On 27 May AUBANK was trading at 1005.00. The strike last trading price was 26.3, which was -5.95 lower than the previous day. The implied volatity was 25.07, the open interest changed by 56 which increased total open position to 232
On 26 May AUBANK was trading at 1011.80. The strike last trading price was 33.8, which was 5.2 higher than the previous day. The implied volatity was 25.21, the open interest changed by 20 which increased total open position to 175
On 25 May AUBANK was trading at 999.30. The strike last trading price was 29.7, which was 8.7 higher than the previous day. The implied volatity was 27.08, the open interest changed by 118 which increased total open position to 157
On 22 May AUBANK was trading at 977.90. The strike last trading price was 20.8, which was 7.45 higher than the previous day. The implied volatity was 27.58, the open interest changed by 16 which increased total open position to 41
On 21 May AUBANK was trading at 958.70. The strike last trading price was 13.4, which was -3.6 lower than the previous day. The implied volatity was 26.53, the open interest changed by 1 which increased total open position to 23
On 20 May AUBANK was trading at 974.00. The strike last trading price was 17.1, which was -2.9 lower than the previous day. The implied volatity was 24.98, the open interest changed by 13 which increased total open position to 21
On 19 May AUBANK was trading at 971.90. The strike last trading price was 20.2, which was -7.8 lower than the previous day. The implied volatity was 26.83, the open interest changed by 7 which increased total open position to 8
On 18 May AUBANK was trading at 979.00. The strike last trading price was 27.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May AUBANK was trading at 990.50. The strike last trading price was 27.95, which was 12.05 higher than the previous day. The implied volatity was 26.78, the open interest changed by 1 which increased total open position to 1
On 14 May AUBANK was trading at 1004.70. The strike last trading price was 0, which was -15.9 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 -15.9 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 -15.9 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 -15.9 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
On 13 Apr AUBANK was trading at 981.80. 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 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 1.68, 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 0, which was 0 lower than the previous day. The implied volatity was 2, 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 0, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
| AUBANK 30-Jun-2026 (14d) 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.01
Theta: -0.58
Gamma: 0.00807
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jun | 1022.85 | 17.15 | 3.15 (22.50%) | 24.2 | 666 | -9 | 440 |
| 15 Jun | 1033.60 | 15 | -9.95 (-39.88%) | 25.54 | 899 | 65 | 449 |
| 12 Jun | 1015.50 | 24.55 | -38.9 (-61.31%) | 27.33 | 380 | 107 | 382 |
| 11 Jun | 963.30 | 63.45 | 63.45 (28.57%) | 27.13 | 25 | 0 | 275 |
| 10 Jun | 959.20 | 63 | 14 (28.57%) | 27.13 | 25 | -13 | 275 |
| 9 Jun | 978.50 | 48 | 0 (0.00%) | 25.27 | 43 | 1 | 287 |
| 8 Jun | 958.90 | 48 | 48 | - | 13 | 0 | 286 |
| 5 Jun | 969.40 | 48 | -18 (-27.27%) | 24.14 | 13 | -6 | 287 |
| 4 Jun | 962.05 | 66 | 6 (10.00%) | 23.52 | 9 | 0 | 293 |
| 3 Jun | 970.60 | 60 | 10 (20.00%) | 23.88 | 17 | -4 | 292 |
| 2 Jun | 976.45 | 50 | -4 (-7.41%) | 24.56 | 13 | -7 | 295 |
| 1 Jun | 969.15 | 56 | 11 (24.44%) | 22.58 | 33 | -5 | 302 |
| 29 May | 984.70 | 45 | 11 (32.35%) | 23.4 | 86 | 2 | 306 |
| 27 May | 1005.00 | 35 | 4 (12.90%) | 23.78 | 271 | 93 | 305 |
| 26 May | 1011.80 | 29 | -10 (-25.64%) | 24.83 | 308 | 132 | 211 |
| 25 May | 999.30 | 37 | -19 (-33.93%) | 24.89 | 104 | 71 | 78 |
| 22 May | 977.90 | 56 | 21 (60.00%) | 26.42 | 4 | 3 | 7 |
| 21 May | 958.70 | 35 | 35 | - | 1 | 0 | 4 |
| 20 May | 974.00 | 35 | 35 | - | 1 | 0 | 4 |
| 19 May | 971.90 | 35 | 35 | - | 1 | 0 | 4 |
| 18 May | 979.00 | 35 | 35 (0.00%) | - | 1 | 0 | 4 |
| 15 May | 990.50 | 35 | 0 (0.00%) | - | 0 | 0 | 4 |
| 14 May | 1004.70 | 35 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 13 May | 994.80 | 35 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 12 May | 999.60 | 35 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 11 May | 1021.40 | 35 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 8 May | 1050.40 | 35 | 0 (0.00%) | 28.04 | 0 | 0 | 4 |
| 7 May | 1032.40 | 35 | -10.15 (-22.48%) | 28.04 | 1 | 0 | 3 |
| 6 May | 1024.00 | 45.15 | 5.15 (12.87%) | 29.58 | 1 | 0 | 2 |
| 5 May | 1007.10 | 40 | 0.75 (1.91%) | 25.23 | 1 | 0 | 2 |
| 4 May | 1015.00 | 39.25 | -135.7 (-77.57%) | 25.65 | 2 | 1 | 1 |
| 30 Apr | 1015.95 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 981.80 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 981.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 963.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 967.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 1020 expiring on 30JUN2026
Delta for 1020 PE is -0.45
Historical price for 1020 PE is as follows
On 16 Jun AUBANK was trading at 1022.85. The strike last trading price was 17.15, which was 3.15 higher than the previous day. The implied volatity was 24.2, the open interest changed by -9 which decreased total open position to 440
On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 15, which was -9.95 lower than the previous day. The implied volatity was 25.54, the open interest changed by 65 which increased total open position to 449
On 12 Jun AUBANK was trading at 1015.50. The strike last trading price was 24.55, which was -38.9 lower than the previous day. The implied volatity was 27.33, the open interest changed by 107 which increased total open position to 382
On 11 Jun AUBANK was trading at 963.30. The strike last trading price was 63.45, which was 63.45 higher than the previous day. The implied volatity was 27.13, the open interest changed by 0 which decreased total open position to 275
On 10 Jun AUBANK was trading at 959.20. The strike last trading price was 63, which was 14 higher than the previous day. The implied volatity was 27.13, the open interest changed by -13 which decreased total open position to 275
On 9 Jun AUBANK was trading at 978.50. The strike last trading price was 48, which was 0 lower than the previous day. The implied volatity was 25.27, the open interest changed by 1 which increased total open position to 287
On 8 Jun AUBANK was trading at 958.90. The strike last trading price was 48, which was 48 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 286
On 5 Jun AUBANK was trading at 969.40. The strike last trading price was 48, which was -18 lower than the previous day. The implied volatity was 24.14, the open interest changed by -6 which decreased total open position to 287
On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 66, which was 6 higher than the previous day. The implied volatity was 23.52, the open interest changed by 0 which decreased total open position to 293
On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 60, which was 10 higher than the previous day. The implied volatity was 23.88, the open interest changed by -4 which decreased total open position to 292
On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 50, which was -4 lower than the previous day. The implied volatity was 24.56, the open interest changed by -7 which decreased total open position to 295
On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 56, which was 11 higher than the previous day. The implied volatity was 22.58, the open interest changed by -5 which decreased total open position to 302
On 29 May AUBANK was trading at 984.70. The strike last trading price was 45, which was 11 higher than the previous day. The implied volatity was 23.4, the open interest changed by 2 which increased total open position to 306
On 27 May AUBANK was trading at 1005.00. The strike last trading price was 35, which was 4 higher than the previous day. The implied volatity was 23.78, the open interest changed by 93 which increased total open position to 305
On 26 May AUBANK was trading at 1011.80. The strike last trading price was 29, which was -10 lower than the previous day. The implied volatity was 24.83, the open interest changed by 132 which increased total open position to 211
On 25 May AUBANK was trading at 999.30. The strike last trading price was 37, which was -19 lower than the previous day. The implied volatity was 24.89, the open interest changed by 71 which increased total open position to 78
On 22 May AUBANK was trading at 977.90. The strike last trading price was 56, which was 21 higher than the previous day. The implied volatity was 26.42, the open interest changed by 3 which increased total open position to 7
On 21 May AUBANK was trading at 958.70. The strike last trading price was 35, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 May AUBANK was trading at 974.00. The strike last trading price was 35, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 May AUBANK was trading at 971.90. The strike last trading price was 35, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 May AUBANK was trading at 979.00. The strike last trading price was 35, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 May AUBANK was trading at 990.50. The strike last trading price was 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 4
On 14 May AUBANK was trading at 1004.70. The strike last trading price was 35, 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 4
On 13 May AUBANK was trading at 994.80. The strike last trading price was 35, 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 4
On 12 May AUBANK was trading at 999.60. The strike last trading price was 35, 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 4
On 11 May AUBANK was trading at 1021.40. The strike last trading price was 35, 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 4
On 8 May AUBANK was trading at 1050.40. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 4
On 7 May AUBANK was trading at 1032.40. The strike last trading price was 35, which was -10.15 lower than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 3
On 6 May AUBANK was trading at 1024.00. The strike last trading price was 45.15, which was 5.15 higher than the previous day. The implied volatity was 29.58, the open interest changed by 0 which decreased total open position to 2
On 5 May AUBANK was trading at 1007.10. The strike last trading price was 40, which was 0.75 higher than the previous day. The implied volatity was 25.23, the open interest changed by 0 which decreased total open position to 2
On 4 May AUBANK was trading at 1015.00. The strike last trading price was 39.25, which was -135.7 lower than the previous day. The implied volatity was 25.65, the open interest changed by 1 which increased total open position to 1
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
On 13 Apr AUBANK was trading at 981.80. 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 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 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 8 Apr AUBANK was trading at 967.80. 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
