AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
28 Apr 2026 04:10 PM IST
| AUBANK 26-May-2026 (27d) 1040 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.01
Theta: -0.72
Gamma: 0.00424
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 1022.80 | 31.65 | -20.35 | 32.88 | 1,939 | 335 | 462 | |||||||||
| 27 Apr | 1043.00 | 50.9 | -13.800000000000004 | 41.18 | 445 | 73 | 121 | |||||||||
| 24 Apr | 1065.65 | 64.15 | 4.8500000000000085 | 37 | 9 | -6 | 49 | |||||||||
| 23 Apr | 1056.25 | 59.65 | 11.850000000000001 | 38.35 | 76 | 8 | 56 | |||||||||
| 22 Apr | 1043.20 | 48 | 2.1499999999999986 | 33.93 | 88 | 15 | 47 | |||||||||
| 21 Apr | 1037.90 | 46 | 11.5 | 34.39 | 66 | 21 | 31 | |||||||||
| 20 Apr | 997.65 | 34.5 | 9.5 | 36.09 | 8 | 4 | 9 | |||||||||
| 17 Apr | 990.60 | 25 | 0.4499999999999993 | 33.42 | 1 | 0 | 4 | |||||||||
| 16 Apr | 983.95 | 24.55 | 0.1999999999999993 | 33.76 | 2 | -2 | 4 | |||||||||
| 15 Apr | 981.10 | 24.35 | -6.299999999999997 | - | 0 | 0 | 6 | |||||||||
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| 13 Apr | 979.05 | 24.35 | -36.1 | 33.56 | 6 | 4 | 4 | |||||||||
| 10 Apr | 981.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 902.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 918.40 | 0 | 0 | 4.79 | 0 | 0 | 0 | |||||||||
| 10 Mar | 938.50 | 0 | 0 | 4.8 | 0 | 0 | 0 | |||||||||
| 9 Mar | 931.65 | 0 | 0 | 3.29 | 0 | 0 | 0 | |||||||||
| 6 Mar | 964.25 | 0 | 0 | 3.11 | 0 | 0 | 0 | |||||||||
| 5 Mar | 973.45 | 0 | 0 | 2.64 | 0 | 0 | 0 | |||||||||
| 4 Mar | 946.10 | 0 | 0 | 4.17 | 0 | 0 | 0 | |||||||||
| 2 Mar | 951.25 | 0 | 0 | 3.71 | 0 | 0 | 0 | |||||||||
| 27 Feb | 958.35 | 0 | 0 | 3.52 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 1040 expiring on 26MAY2026
Delta for 1040 CE is 0.47
Historical price for 1040 CE is as follows
On 28 Apr AUBANK was trading at 1022.80. The strike last trading price was 31.65, which was -20.35 lower than the previous day. The implied volatity was 32.88, the open interest changed by 335 which increased total open position to 462
On 27 Apr AUBANK was trading at 1043.00. The strike last trading price was 50.9, which was -13.800000000000004 lower than the previous day. The implied volatity was 41.18, the open interest changed by 73 which increased total open position to 121
On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 64.15, which was 4.8500000000000085 higher than the previous day. The implied volatity was 37, the open interest changed by -6 which decreased total open position to 49
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 59.65, which was 11.850000000000001 higher than the previous day. The implied volatity was 38.35, the open interest changed by 8 which increased total open position to 56
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 48, which was 2.1499999999999986 higher than the previous day. The implied volatity was 33.93, the open interest changed by 15 which increased total open position to 47
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 46, which was 11.5 higher than the previous day. The implied volatity was 34.39, the open interest changed by 21 which increased total open position to 31
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 34.5, which was 9.5 higher than the previous day. The implied volatity was 36.09, the open interest changed by 4 which increased total open position to 9
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 25, which was 0.4499999999999993 higher than the previous day. The implied volatity was 33.42, the open interest changed by 0 which decreased total open position to 4
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 24.55, which was 0.1999999999999993 higher than the previous day. The implied volatity was 33.76, the open interest changed by -2 which decreased total open position to 4
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 24.35, which was -6.299999999999997 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 24.35, which was -36.1 lower than the previous day. The implied volatity was 33.56, the open interest changed by 4 which increased total open position to 4
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 12 Mar AUBANK was trading at 902.20. 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 11 Mar AUBANK was trading at 918.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0
On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.8, the open interest changed by 0 which decreased total open position to 0
On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 4 Mar AUBANK was trading at 946.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0
On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
| AUBANK 26-May-2026 (27d) 1040 PE | |||||||
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Delta: -0.52
Vega: 0.01
Theta: -0.52
Gamma: 0.00455
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 1022.80 | 39.6 | -3.1999999999999957 | 30.58 | 1,406 | 159 | 315 |
| 27 Apr | 1043.00 | 44.05 | 9 | 39.68 | 380 | 86 | 151 |
| 24 Apr | 1065.65 | 34.65 | -2.6000000000000014 | 39.8 | 33 | 4 | 65 |
| 23 Apr | 1056.25 | 38.1 | -0.6000000000000014 | 37.75 | 90 | 34 | 61 |
| 22 Apr | 1043.20 | 39.05 | -4.850000000000001 | 34.51 | 46 | 17 | 26 |
| 21 Apr | 1037.90 | 44.8 | -36.35000000000001 | 36.21 | 15 | 8 | 8 |
| 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 |
| 12 Mar | 902.20 | - | - | - | 0 | 0 | 0 |
| 11 Mar | 918.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 938.50 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 931.65 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 964.25 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 973.45 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 946.10 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 951.25 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 958.35 | 0 | 0 | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 1040 expiring on 26MAY2026
Delta for 1040 PE is -0.52
Historical price for 1040 PE is as follows
On 28 Apr AUBANK was trading at 1022.80. The strike last trading price was 39.6, which was -3.1999999999999957 lower than the previous day. The implied volatity was 30.58, the open interest changed by 159 which increased total open position to 315
On 27 Apr AUBANK was trading at 1043.00. The strike last trading price was 44.05, which was 9 higher than the previous day. The implied volatity was 39.68, the open interest changed by 86 which increased total open position to 151
On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 34.65, which was -2.6000000000000014 lower than the previous day. The implied volatity was 39.8, the open interest changed by 4 which increased total open position to 65
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 38.1, which was -0.6000000000000014 lower than the previous day. The implied volatity was 37.75, the open interest changed by 34 which increased total open position to 61
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 39.05, which was -4.850000000000001 lower than the previous day. The implied volatity was 34.51, the open interest changed by 17 which increased total open position to 26
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 44.8, which was -36.35000000000001 lower than the previous day. The implied volatity was 36.21, the open interest changed by 8 which increased total open position to 8
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
On 12 Mar AUBANK was trading at 902.20. 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 11 Mar AUBANK was trading at 918.40. 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 10 Mar AUBANK was trading at 938.50. 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 Mar AUBANK was trading at 931.65. 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 6 Mar AUBANK was trading at 964.25. 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 Mar AUBANK was trading at 973.45. 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 Mar AUBANK was trading at 946.10. 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 2 Mar AUBANK was trading at 951.25. 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 27 Feb AUBANK was trading at 958.35. 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
