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AUBANK

Au Small Finance Bank Ltd
1017.65 -5.15 (-0.50%)
L: 1013.5 H: 1037.2

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Historical option data for AUBANK

29 Apr 2026 04:10 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
AUBANK 26-May-2026 (26d) 1030 CE
Delta: 0.46
Vega: 0.01
Theta: -0.72
Gamma: 0.00439
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 1017.65 30.5 -5.850000000000001 32.63 1,343 237 406
28 Apr 1022.80 37.15 -21.85 33.78 625 152 171
27 Apr 1043.00 59 0 39.89 60 6 14
24 Apr 1065.65 59 0 35.63 0 0 8
23 Apr 1056.25 59 3.5 35.63 3 0 7
22 Apr 1043.20 55.5 6.75 32.77 7 2 6
21 Apr 1037.90 48.75 42.75 32.57 8 2 2
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 0 0

For Au Small Finance Bank Ltd - strike price 1030 expiring on 26MAY2026

Delta for 1030 CE is 0.46

Historical price for 1030 CE is as follows

On 29 Apr AUBANK was trading at 1017.65. The strike last trading price was 30.5, which was -5.850000000000001 lower than the previous day. The implied volatity was 32.63, the open interest changed by 237 which increased total open position to 406


On 28 Apr AUBANK was trading at 1022.80. The strike last trading price was 37.15, which was -21.85 lower than the previous day. The implied volatity was 33.78, the open interest changed by 152 which increased total open position to 171


On 27 Apr AUBANK was trading at 1043.00. The strike last trading price was 59, which was 0 lower than the previous day. The implied volatity was 39.89, the open interest changed by 6 which increased total open position to 14


On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 59, which was 0 lower than the previous day. The implied volatity was 35.63, the open interest changed by 0 which decreased total open position to 8


On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 59, which was 3.5 higher than the previous day. The implied volatity was 35.63, the open interest changed by 0 which decreased total open position to 7


On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 55.5, which was 6.75 higher than the previous day. The implied volatity was 32.77, the open interest changed by 2 which increased total open position to 6


On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 48.75, which was 42.75 higher than the previous day. The implied volatity was 32.57, the open interest changed by 2 which increased total open position to 2


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


AUBANK 26-May-2026 (26d) 1030 PE
Delta: -0.55
Vega: 0.01
Theta: -0.46
Gamma: 0.00515
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 1017.65 37.4 2.1499999999999986 27.74 518 79 277
28 Apr 1022.80 34.8 -3.6000000000000014 30.28 693 115 197
27 Apr 1043.00 40.55 9.699999999999996 40.85 152 35 77
24 Apr 1065.65 30.55 -2.900000000000002 39.38 41 -4 42
23 Apr 1056.25 33.45 0.3500000000000014 38.21 21 16 45
22 Apr 1043.20 33.1 -5.899999999999999 32.92 21 9 30
21 Apr 1037.90 38.75 -143.15 35.31 41 20 20
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 0 0

For Au Small Finance Bank Ltd - strike price 1030 expiring on 26MAY2026

Delta for 1030 PE is -0.55

Historical price for 1030 PE is as follows

On 29 Apr AUBANK was trading at 1017.65. The strike last trading price was 37.4, which was 2.1499999999999986 higher than the previous day. The implied volatity was 27.74, the open interest changed by 79 which increased total open position to 277


On 28 Apr AUBANK was trading at 1022.80. The strike last trading price was 34.8, which was -3.6000000000000014 lower than the previous day. The implied volatity was 30.28, the open interest changed by 115 which increased total open position to 197


On 27 Apr AUBANK was trading at 1043.00. The strike last trading price was 40.55, which was 9.699999999999996 higher than the previous day. The implied volatity was 40.85, the open interest changed by 35 which increased total open position to 77


On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 30.55, which was -2.900000000000002 lower than the previous day. The implied volatity was 39.38, the open interest changed by -4 which decreased total open position to 42


On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 33.45, which was 0.3500000000000014 higher than the previous day. The implied volatity was 38.21, the open interest changed by 16 which increased total open position to 45


On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 33.1, which was -5.899999999999999 lower than the previous day. The implied volatity was 32.92, the open interest changed by 9 which increased total open position to 30


On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 38.75, which was -143.15 lower than the previous day. The implied volatity was 35.31, the open interest changed by 20 which increased total open position to 20


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