AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
07 May 2026 11:56 AM IST
| AUBANK 26-May-2026 (19d) 1030 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.01
Theta: -0.79
Gamma: 0.00554
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 1030.90 | 30.75 | 0.3000000000000007 (0.99%) | 30.09 | 854 | 148 | 714 | |||||||||
| 6 May | 1024.00 | 30.3 | 7.699999999999999 (34.07%) | 31.26 | 1,805 | 21 | 567 | |||||||||
| 5 May | 1007.10 | 22.45 | -5.800000000000001 (-20.53%) | 31.15 | 646 | 74 | 545 | |||||||||
| 4 May | 1015.00 | 28.55 | -2.1999999999999993 (-7.15%) | 33.77 | 874 | 67 | 474 | |||||||||
| 30 Apr | 1015.95 | 29.8 | -1.1999999999999993 (-3.87%) | 32.7 | 993 | 34 | 441 | |||||||||
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| 29 Apr | 1017.65 | 30.5 | -5.850000000000001 (-16.09%) | 32.63 | 1,343 | 237 | 406 | |||||||||
| 28 Apr | 1022.80 | 37.15 | -21.85 (-37.03%) | 33.78 | 625 | 152 | 171 | |||||||||
| 27 Apr | 1043.00 | 59 | 0 (0.00%) | 39.89 | 60 | 6 | 14 | |||||||||
| 24 Apr | 1065.65 | 59 | 0 (0.00%) | 35.63 | 0 | 0 | 8 | |||||||||
| 23 Apr | 1056.25 | 59 | 3.5 (6.31%) | 35.63 | 3 | 0 | 7 | |||||||||
| 22 Apr | 1043.20 | 55.5 | 6.75 (13.85%) | 32.77 | 7 | 2 | 6 | |||||||||
| 21 Apr | 1037.90 | 48.75 | 42.75 (712.50%) | 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 0.54
Historical price for 1030 CE is as follows
On 7 May AUBANK was trading at 1030.90. The strike last trading price was 30.75, which was 0.3000000000000007 higher than the previous day. The implied volatity was 30.09, the open interest changed by 148 which increased total open position to 714
On 6 May AUBANK was trading at 1024.00. The strike last trading price was 30.3, which was 7.699999999999999 higher than the previous day. The implied volatity was 31.26, the open interest changed by 21 which increased total open position to 567
On 5 May AUBANK was trading at 1007.10. The strike last trading price was 22.45, which was -5.800000000000001 lower than the previous day. The implied volatity was 31.15, the open interest changed by 74 which increased total open position to 545
On 4 May AUBANK was trading at 1015.00. The strike last trading price was 28.55, which was -2.1999999999999993 lower than the previous day. The implied volatity was 33.77, the open interest changed by 67 which increased total open position to 474
On 30 Apr AUBANK was trading at 1015.95. The strike last trading price was 29.8, which was -1.1999999999999993 lower than the previous day. The implied volatity was 32.7, the open interest changed by 34 which increased total open position to 441
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 (19d) 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.01
Theta: -0.65
Gamma: 0.00545
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 1030.90 | 26.9 | -1.0500000000000007 (-3.76%) | 30.59 | 241 | 13 | 424 |
| 6 May | 1024.00 | 27.35 | -11.799999999999997 (-30.14%) | 28.37 | 380 | 35 | 410 |
| 5 May | 1007.10 | 39.65 | 3.1999999999999957 (8.78%) | 30.42 | 180 | -19 | 376 |
| 4 May | 1015.00 | 36.55 | -1.7000000000000028 (-4.44%) | 30.16 | 411 | 122 | 398 |
| 30 Apr | 1015.95 | 40.5 | 3.1499999999999986 (8.43%) | 30.32 | 561 | 156 | 432 |
| 29 Apr | 1017.65 | 37.4 | 2.1499999999999986 (6.10%) | 27.74 | 518 | 79 | 277 |
| 28 Apr | 1022.80 | 34.8 | -3.6000000000000014 (-9.38%) | 30.28 | 693 | 115 | 197 |
| 27 Apr | 1043.00 | 40.55 | 9.699999999999996 (31.44%) | 40.85 | 152 | 35 | 77 |
| 24 Apr | 1065.65 | 30.55 | -2.900000000000002 (-8.67%) | 39.38 | 41 | -4 | 42 |
| 23 Apr | 1056.25 | 33.45 | 0.3500000000000014 (1.06%) | 38.21 | 21 | 16 | 45 |
| 22 Apr | 1043.20 | 33.1 | -5.899999999999999 (-15.13%) | 32.92 | 21 | 9 | 30 |
| 21 Apr | 1037.90 | 38.75 | -143.15 (-78.70%) | 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 -0.46
Historical price for 1030 PE is as follows
On 7 May AUBANK was trading at 1030.90. The strike last trading price was 26.9, which was -1.0500000000000007 lower than the previous day. The implied volatity was 30.59, the open interest changed by 13 which increased total open position to 424
On 6 May AUBANK was trading at 1024.00. The strike last trading price was 27.35, which was -11.799999999999997 lower than the previous day. The implied volatity was 28.37, the open interest changed by 35 which increased total open position to 410
On 5 May AUBANK was trading at 1007.10. The strike last trading price was 39.65, which was 3.1999999999999957 higher than the previous day. The implied volatity was 30.42, the open interest changed by -19 which decreased total open position to 376
On 4 May AUBANK was trading at 1015.00. The strike last trading price was 36.55, which was -1.7000000000000028 lower than the previous day. The implied volatity was 30.16, the open interest changed by 122 which increased total open position to 398
On 30 Apr AUBANK was trading at 1015.95. The strike last trading price was 40.5, which was 3.1499999999999986 higher than the previous day. The implied volatity was 30.32, the open interest changed by 156 which increased total open position to 432
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
