Historical option data for AUBANK
24 Jun 2026 02:41 PM IST
| AUBANK 30-Jun-2026 (6d) 1030 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0
Theta: -0.11
Gamma: 0.00311
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 1067.00 | 38.2 | 26.2 (218.33%) | 14.34 | 465 | -76 | 204 | |||||||||
| 23 Jun | 1026.35 | 11.6 | -11.45 (-49.67%) | 21.31 | 754 | -41 | 279 | |||||||||
| 22 Jun | 1045.05 | 23.25 | 3.5 (17.72%) | 23.97 | 1,446 | -24 | 320 | |||||||||
| 19 Jun | 1033.05 | 18.5 | 2.05 (12.46%) | 20.96 | 2,759 | -179 | 341 | |||||||||
| 18 Jun | 1025.35 | 16.5 | 0 (0.00%) | 24.36 | 862 | 197 | 508 | |||||||||
| 17 Jun | 1020.85 | 16.25 | -1.85 (-10.22%) | 23.02 | 507 | -4 | 311 | |||||||||
| 16 Jun | 1023.10 | 18.3 | -6.45 (-26.06%) | 25.97 | 654 | 85 | 314 | |||||||||
| 15 Jun | 1033.60 | 23.5 | 4.45 (23.36%) | 25.26 | 915 | 27 | 229 | |||||||||
| 12 Jun | 1015.50 | 18.9 | 13.95 (281.82%) | 25.89 | 1,013 | -26 | 202 | |||||||||
| 11 Jun | 963.30 | 5.15 | -0.05 (-0.96%) | 26.57 | 181 | 54 | 228 | |||||||||
| 10 Jun | 959.20 | 5.15 | -3.7 (-41.81%) | 27.52 | 127 | 11 | 169 | |||||||||
| 9 Jun | 978.50 | 8.8 | 1.9 (27.54%) | 26.54 | 81 | -1 | 157 | |||||||||
| 8 Jun | 958.90 | 6.2 | -3.2 (-34.04%) | 29.53 | 33 | 10 | 157 | |||||||||
| 5 Jun | 969.40 | 9.5 | 0.5 (5.56%) | 27.78 | 161 | -19 | 147 | |||||||||
| 4 Jun | 962.05 | 10 | -1.9 (-15.97%) | 29.06 | 96 | -24 | 167 | |||||||||
| 3 Jun | 970.60 | 12.05 | -0.75 (-5.86%) | 29.36 | 221 | 4 | 190 | |||||||||
| 2 Jun | 976.45 | 12.9 | 1.8 (16.22%) | 27.47 | 115 | -8 | 186 | |||||||||
| 1 Jun | 969.15 | 11.2 | -5.25 (-31.91%) | 27.89 | 192 | 37 | 192 | |||||||||
| 29 May | 984.70 | 17 | -6.2 (-26.72%) | 27.08 | 163 | 35 | 158 | |||||||||
| 27 May | 1005.00 | 23.45 | -4.4 (-15.80%) | 25.81 | 199 | 71 | 122 | |||||||||
| 26 May | 1011.80 | 28.9 | 5 (20.92%) | 25.94 | 132 | 20 | 50 | |||||||||
| 25 May | 999.30 | 25.7 | 8 (45.20%) | 27.22 | 57 | 19 | 31 | |||||||||
| 22 May | 977.90 | 17.6 | 7.15 (68.42%) | 27.5 | 20 | 6 | 12 | |||||||||
| 21 May | 958.70 | 10.45 | -24.55 (-70.14%) | 26.5 | 1 | 0 | 6 | |||||||||
| 20 May | 974.00 | 35 | 0 (0.00%) | - | 0 | 0 | 6 | |||||||||
| 19 May | 971.90 | 35 | 0 (0.00%) | - | 0 | 0 | 6 | |||||||||
| 18 May | 979.00 | 35 | 0 (0.00%) | - | 0 | 0 | 6 | |||||||||
| 15 May | 990.50 | 35 | 0 (0.00%) | - | 0 | 0 | 6 | |||||||||
| 14 May | 1004.70 | 35 | 4.35 (14.19%) | 0 | 1 | 0 | 6 | |||||||||
| 13 May | 994.80 | 30 | -36.15 (-54.65%) | 30.31 | 7 | 5 | 5 | |||||||||
| 12 May | 999.60 | 0 | -66.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1021.40 | 0 | -66.15 (-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 1030 expiring on 30JUN2026
Delta for 1030 CE is 0.97
Historical price for 1030 CE is as follows
On 24 Jun AUBANK was trading at 1067.00. The strike last trading price was 38.2, which was 26.2 higher than the previous day. The implied volatity was 14.34, the open interest changed by -76 which decreased total open position to 204
On 23 Jun AUBANK was trading at 1026.35. The strike last trading price was 11.6, which was -11.45 lower than the previous day. The implied volatity was 21.31, the open interest changed by -41 which decreased total open position to 279
On 22 Jun AUBANK was trading at 1045.05. The strike last trading price was 23.25, which was 3.5 higher than the previous day. The implied volatity was 23.97, the open interest changed by -24 which decreased total open position to 320
On 19 Jun AUBANK was trading at 1033.05. The strike last trading price was 18.5, which was 2.05 higher than the previous day. The implied volatity was 20.96, the open interest changed by -179 which decreased total open position to 341
On 18 Jun AUBANK was trading at 1025.35. The strike last trading price was 16.5, which was 0 lower than the previous day. The implied volatity was 24.36, the open interest changed by 197 which increased total open position to 508
On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 16.25, which was -1.85 lower than the previous day. The implied volatity was 23.02, the open interest changed by -4 which decreased total open position to 311
On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 18.3, which was -6.45 lower than the previous day. The implied volatity was 25.97, the open interest changed by 85 which increased total open position to 314
On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 23.5, which was 4.45 higher than the previous day. The implied volatity was 25.26, the open interest changed by 27 which increased total open position to 229
On 12 Jun AUBANK was trading at 1015.50. The strike last trading price was 18.9, which was 13.95 higher than the previous day. The implied volatity was 25.89, the open interest changed by -26 which decreased total open position to 202
On 11 Jun AUBANK was trading at 963.30. The strike last trading price was 5.15, which was -0.05 lower than the previous day. The implied volatity was 26.57, the open interest changed by 54 which increased total open position to 228
On 10 Jun AUBANK was trading at 959.20. The strike last trading price was 5.15, which was -3.7 lower than the previous day. The implied volatity was 27.52, the open interest changed by 11 which increased total open position to 169
On 9 Jun AUBANK was trading at 978.50. The strike last trading price was 8.8, which was 1.9 higher than the previous day. The implied volatity was 26.54, the open interest changed by -1 which decreased total open position to 157
On 8 Jun AUBANK was trading at 958.90. The strike last trading price was 6.2, which was -3.2 lower than the previous day. The implied volatity was 29.53, the open interest changed by 10 which increased total open position to 157
On 5 Jun AUBANK was trading at 969.40. The strike last trading price was 9.5, which was 0.5 higher than the previous day. The implied volatity was 27.78, the open interest changed by -19 which decreased total open position to 147
On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 10, which was -1.9 lower than the previous day. The implied volatity was 29.06, the open interest changed by -24 which decreased total open position to 167
On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 12.05, which was -0.75 lower than the previous day. The implied volatity was 29.36, the open interest changed by 4 which increased total open position to 190
On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 12.9, which was 1.8 higher than the previous day. The implied volatity was 27.47, the open interest changed by -8 which decreased total open position to 186
On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 11.2, which was -5.25 lower than the previous day. The implied volatity was 27.89, the open interest changed by 37 which increased total open position to 192
On 29 May AUBANK was trading at 984.70. The strike last trading price was 17, which was -6.2 lower than the previous day. The implied volatity was 27.08, the open interest changed by 35 which increased total open position to 158
On 27 May AUBANK was trading at 1005.00. The strike last trading price was 23.45, which was -4.4 lower than the previous day. The implied volatity was 25.81, the open interest changed by 71 which increased total open position to 122
On 26 May AUBANK was trading at 1011.80. The strike last trading price was 28.9, which was 5 higher than the previous day. The implied volatity was 25.94, the open interest changed by 20 which increased total open position to 50
On 25 May AUBANK was trading at 999.30. The strike last trading price was 25.7, which was 8 higher than the previous day. The implied volatity was 27.22, the open interest changed by 19 which increased total open position to 31
On 22 May AUBANK was trading at 977.90. The strike last trading price was 17.6, which was 7.15 higher than the previous day. The implied volatity was 27.5, the open interest changed by 6 which increased total open position to 12
On 21 May AUBANK was trading at 958.70. The strike last trading price was 10.45, which was -24.55 lower than the previous day. The implied volatity was 26.5, the open interest changed by 0 which decreased total open position to 6
On 20 May AUBANK was trading at 974.00. 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 6
On 19 May AUBANK was trading at 971.90. 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 6
On 18 May AUBANK was trading at 979.00. 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 6
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 6
On 14 May AUBANK was trading at 1004.70. The strike last trading price was 35, which was 4.35 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 13 May AUBANK was trading at 994.80. The strike last trading price was 30, which was -36.15 lower than the previous day. The implied volatity was 30.31, the open interest changed by 5 which increased total open position to 5
On 12 May AUBANK was trading at 999.60. The strike last trading price was 0, which was -66.15 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 -66.15 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 (6d) 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0
Theta: -0.5
Gamma: 0.00602
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 1067.00 | 2.5 | -10.5 (-80.77%) | 25.58 | 1,399 | 166 | 405 |
| 23 Jun | 1026.35 | 13.8 | 4.8 (53.33%) | 21.83 | 780 | -39 | 238 |
| 22 Jun | 1045.05 | 8.95 | -5.05 (-36.07%) | 25.24 | 714 | 34 | 272 |
| 19 Jun | 1033.05 | 13.95 | -5.05 (-26.58%) | 23.27 | 502 | -14 | 237 |
| 18 Jun | 1025.35 | 19.2 | -2.8 (-12.73%) | 22.91 | 220 | 35 | 254 |
| 17 Jun | 1020.85 | 21.3 | -0.9 (-4.05%) | 23.23 | 93 | 4 | 220 |
| 16 Jun | 1023.10 | 21.85 | 2.85 (15.00%) | 23.27 | 273 | -19 | 216 |
| 15 Jun | 1033.60 | 19.4 | -10.65 (-35.44%) | 25.53 | 537 | 85 | 237 |
| 12 Jun | 1015.50 | 30.3 | -39.75 (-56.75%) | 28.38 | 156 | 29 | 152 |
| 11 Jun | 963.30 | 70.05 | 70.05 | - | 11 | 0 | 123 |
| 10 Jun | 959.20 | 70 | 70 | - | 11 | 0 | 123 |
| 9 Jun | 978.50 | 70 | 70 (25.00%) | 26.84 | 11 | 0 | 123 |
| 8 Jun | 958.90 | 70 | 14 (25.00%) | 26.84 | 11 | -1 | 123 |
| 5 Jun | 969.40 | 56 | 56 | - | 30 | 0 | 124 |
| 4 Jun | 962.05 | 56 | 56 | - | 30 | 0 | 124 |
| 3 Jun | 970.60 | 56 | 56 (-11.11%) | 20.43 | 30 | 0 | 124 |
| 2 Jun | 976.45 | 56 | -7 (-11.11%) | 20.43 | 30 | -3 | 125 |
| 1 Jun | 969.15 | 63 | 12 (23.53%) | 21.08 | 26 | 4 | 128 |
| 29 May | 984.70 | 50 | 12 (31.58%) | 19.6 | 118 | 9 | 125 |
| 27 May | 1005.00 | 39 | 2 (5.41%) | 22.57 | 60 | 8 | 116 |
| 26 May | 1011.80 | 35 | -10 (-22.22%) | 24.88 | 86 | 40 | 107 |
| 25 May | 999.30 | 45 | -15 (-25.00%) | 25.29 | 31 | 24 | 66 |
| 22 May | 977.90 | 59 | -16 (-21.33%) | 24.36 | 43 | 37 | 43 |
| 21 May | 958.70 | 75.15 | 25.15 (50.30%) | 23.59 | 2 | 2 | 6 |
| 20 May | 974.00 | 50 | 50 | - | 4 | 0 | 4 |
| 19 May | 971.90 | 50 | 50 | - | 4 | 0 | 4 |
| 18 May | 979.00 | 50 | 50 (0.00%) | - | 4 | 0 | 4 |
| 15 May | 990.50 | 50 | 0 (0.00%) | - | 0 | 0 | 4 |
| 14 May | 1004.70 | 50 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 13 May | 994.80 | 50 | -13.1 (-20.76%) | 21.42 | 4 | 2 | 2 |
| 12 May | 999.60 | 0 | -63.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1021.40 | 0 | -63.1 (-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 1030 expiring on 30JUN2026
Delta for 1030 PE is -0.14
Historical price for 1030 PE is as follows
On 24 Jun AUBANK was trading at 1067.00. The strike last trading price was 2.5, which was -10.5 lower than the previous day. The implied volatity was 25.58, the open interest changed by 166 which increased total open position to 405
On 23 Jun AUBANK was trading at 1026.35. The strike last trading price was 13.8, which was 4.8 higher than the previous day. The implied volatity was 21.83, the open interest changed by -39 which decreased total open position to 238
On 22 Jun AUBANK was trading at 1045.05. The strike last trading price was 8.95, which was -5.05 lower than the previous day. The implied volatity was 25.24, the open interest changed by 34 which increased total open position to 272
On 19 Jun AUBANK was trading at 1033.05. The strike last trading price was 13.95, which was -5.05 lower than the previous day. The implied volatity was 23.27, the open interest changed by -14 which decreased total open position to 237
On 18 Jun AUBANK was trading at 1025.35. The strike last trading price was 19.2, which was -2.8 lower than the previous day. The implied volatity was 22.91, the open interest changed by 35 which increased total open position to 254
On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 21.3, which was -0.9 lower than the previous day. The implied volatity was 23.23, the open interest changed by 4 which increased total open position to 220
On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 21.85, which was 2.85 higher than the previous day. The implied volatity was 23.27, the open interest changed by -19 which decreased total open position to 216
On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 19.4, which was -10.65 lower than the previous day. The implied volatity was 25.53, the open interest changed by 85 which increased total open position to 237
On 12 Jun AUBANK was trading at 1015.50. The strike last trading price was 30.3, which was -39.75 lower than the previous day. The implied volatity was 28.38, the open interest changed by 29 which increased total open position to 152
On 11 Jun AUBANK was trading at 963.30. The strike last trading price was 70.05, which was 70.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 123
On 10 Jun AUBANK was trading at 959.20. The strike last trading price was 70, which was 70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 123
On 9 Jun AUBANK was trading at 978.50. The strike last trading price was 70, which was 70 higher than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 123
On 8 Jun AUBANK was trading at 958.90. The strike last trading price was 70, which was 14 higher than the previous day. The implied volatity was 26.84, the open interest changed by -1 which decreased total open position to 123
On 5 Jun AUBANK was trading at 969.40. The strike last trading price was 56, which was 56 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 124
On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 56, which was 56 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 124
On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 56, which was 56 higher than the previous day. The implied volatity was 20.43, the open interest changed by 0 which decreased total open position to 124
On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 56, which was -7 lower than the previous day. The implied volatity was 20.43, the open interest changed by -3 which decreased total open position to 125
On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 63, which was 12 higher than the previous day. The implied volatity was 21.08, the open interest changed by 4 which increased total open position to 128
On 29 May AUBANK was trading at 984.70. The strike last trading price was 50, which was 12 higher than the previous day. The implied volatity was 19.6, the open interest changed by 9 which increased total open position to 125
On 27 May AUBANK was trading at 1005.00. The strike last trading price was 39, which was 2 higher than the previous day. The implied volatity was 22.57, the open interest changed by 8 which increased total open position to 116
On 26 May AUBANK was trading at 1011.80. The strike last trading price was 35, which was -10 lower than the previous day. The implied volatity was 24.88, the open interest changed by 40 which increased total open position to 107
On 25 May AUBANK was trading at 999.30. The strike last trading price was 45, which was -15 lower than the previous day. The implied volatity was 25.29, the open interest changed by 24 which increased total open position to 66
On 22 May AUBANK was trading at 977.90. The strike last trading price was 59, which was -16 lower than the previous day. The implied volatity was 24.36, the open interest changed by 37 which increased total open position to 43
On 21 May AUBANK was trading at 958.70. The strike last trading price was 75.15, which was 25.15 higher than the previous day. The implied volatity was 23.59, the open interest changed by 2 which increased total open position to 6
On 20 May AUBANK was trading at 974.00. The strike last trading price was 50, which was 50 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 50, which was 50 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 50, which was 50 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 50, 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 50, 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 50, which was -13.1 lower than the previous day. The implied volatity was 21.42, the open interest changed by 2 which increased total open position to 2
On 12 May AUBANK was trading at 999.60. The strike last trading price was 0, which was -63.1 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 -63.1 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
