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Historical option data for AUBANK

24 Jun 2026 04:10 PM IST
AUBANK 30-Jun-2026 (6d) 1020 CE
Delta: 0.92
Vega: 0
Theta: -0.37
Gamma: 0.0038
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 1067.20 50.6 33.05 (188.32%) 28.83 508 -198 252
23 Jun 1026.35 16.8 -12.85 (-43.34%) 22.98 475 -87 450
22 Jun 1045.05 28.65 3.15 (12.35%) 17.33 1,694 -28 537
19 Jun 1033.05 24.45 2.9 (13.46%) 21.28 990 -115 570
18 Jun 1025.35 21.55 0.25 (1.17%) 23.23 1,234 182 683
17 Jun 1020.85 21.45 -1.5 (-6.54%) 23.25 1,022 115 493
16 Jun 1023.10 23.2 -7.3 (-23.93%) 26.06 1,043 135 378
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 0.92

Historical price for 1020 CE is as follows

On 24 Jun AUBANK was trading at 1067.20. The strike last trading price was 50.6, which was 33.05 higher than the previous day. The implied volatity was 28.83, the open interest changed by -198 which decreased total open position to 252


On 23 Jun AUBANK was trading at 1026.35. The strike last trading price was 16.8, which was -12.85 lower than the previous day. The implied volatity was 22.98, the open interest changed by -87 which decreased total open position to 450


On 22 Jun AUBANK was trading at 1045.05. The strike last trading price was 28.65, which was 3.15 higher than the previous day. The implied volatity was 17.33, the open interest changed by -28 which decreased total open position to 537


On 19 Jun AUBANK was trading at 1033.05. The strike last trading price was 24.45, which was 2.9 higher than the previous day. The implied volatity was 21.28, the open interest changed by -115 which decreased total open position to 570


On 18 Jun AUBANK was trading at 1025.35. The strike last trading price was 21.55, which was 0.25 higher than the previous day. The implied volatity was 23.23, the open interest changed by 182 which increased total open position to 683


On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 21.45, which was -1.5 lower than the previous day. The implied volatity was 23.25, the open interest changed by 115 which increased total open position to 493


On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 23.2, which was -7.3 lower than the previous day. The implied volatity was 26.06, the open interest changed by 135 which increased total open position to 378


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 (6d) 1020 PE
Delta: -0.08
Vega: 0
Theta: -0.37
Gamma: 0.0038
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 1067.20 1.6 -7.4 (-82.22%) 28.83 1,493 120 656
23 Jun 1026.35 9.1 2.1 (30.00%) 20.44 739 42 537
22 Jun 1045.05 6 -4 (-40.00%) 22.84 722 23 494
19 Jun 1033.05 10.25 -3.75 (-26.79%) 23.76 854 -64 470
18 Jun 1025.35 14.5 -1.5 (-9.38%) 23.73 471 56 540
17 Jun 1020.85 16.4 -0.75 (-4.37%) 24.93 357 43 487
16 Jun 1023.10 16.9 2.9 (20.71%) 24.04 691 -6 443
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 -0.08

Historical price for 1020 PE is as follows

On 24 Jun AUBANK was trading at 1067.20. The strike last trading price was 1.6, which was -7.4 lower than the previous day. The implied volatity was 28.83, the open interest changed by 120 which increased total open position to 656


On 23 Jun AUBANK was trading at 1026.35. The strike last trading price was 9.1, which was 2.1 higher than the previous day. The implied volatity was 20.44, the open interest changed by 42 which increased total open position to 537


On 22 Jun AUBANK was trading at 1045.05. The strike last trading price was 6, which was -4 lower than the previous day. The implied volatity was 22.84, the open interest changed by 23 which increased total open position to 494


On 19 Jun AUBANK was trading at 1033.05. The strike last trading price was 10.25, which was -3.75 lower than the previous day. The implied volatity was 23.76, the open interest changed by -64 which decreased total open position to 470


On 18 Jun AUBANK was trading at 1025.35. The strike last trading price was 14.5, which was -1.5 lower than the previous day. The implied volatity was 23.73, the open interest changed by 56 which increased total open position to 540


On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 16.4, which was -0.75 lower than the previous day. The implied volatity was 24.93, the open interest changed by 43 which increased total open position to 487


On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 16.9, which was 2.9 higher than the previous day. The implied volatity was 24.04, the open interest changed by -6 which decreased total open position to 443


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