Historical option data for AUBANK
29 Jun 2026 10:50 AM IST
| AUBANK 28-Jul-2026 (27d) 1040 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.01
Theta: -0.7
Gamma: 0.00419
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1018.70 | 31 | -7.3 (-19.06%) | 32.61 | 93 | 39 | 130 | |||||||||
| 25 Jun | 1033.85 | 38.8 | -17.05 (-30.53%) | 29.42 | 166 | 58 | 90 | |||||||||
| 24 Jun | 1067.20 | 56.5 | 24.15 (74.65%) | 27.79 | 127 | 13 | 33 | |||||||||
| 23 Jun | 1026.35 | 32.2 | -8.8 (-21.46%) | 28.61 | 23 | 7 | 21 | |||||||||
| 22 Jun | 1045.05 | 41 | 3 (7.89%) | 28.49 | 19 | 2 | 14 | |||||||||
| 19 Jun | 1033.05 | 37.5 | 1.5 (4.17%) | 27.45 | 7 | 3 | 11 | |||||||||
| 18 Jun | 1025.35 | 36.4 | 0.4 (1.11%) | - | 4 | 0 | 8 | |||||||||
| 17 Jun | 1020.85 | 36.4 | 0.4 (1.11%) | 28.86 | 4 | 0 | 8 | |||||||||
| 16 Jun | 1023.10 | 35.7 | -7.3 (-16.98%) | 28.86 | 4 | 3 | 9 | |||||||||
| 15 Jun | 1033.60 | 42.9 | -34.1 (-44.29%) | 30.69 | 7 | 6 | 6 | |||||||||
For Au Small Finance Bank Ltd - strike price 1040 expiring on 28JUL2026
Delta for 1040 CE is 0.46
Historical price for 1040 CE is as follows
On 29 Jun AUBANK was trading at 1018.70. The strike last trading price was 31, which was -7.3 lower than the previous day. The implied volatity was 32.61, the open interest changed by 39 which increased total open position to 130
On 25 Jun AUBANK was trading at 1033.85. The strike last trading price was 38.8, which was -17.05 lower than the previous day. The implied volatity was 29.42, the open interest changed by 58 which increased total open position to 90
On 24 Jun AUBANK was trading at 1067.20. The strike last trading price was 56.5, which was 24.15 higher than the previous day. The implied volatity was 27.79, the open interest changed by 13 which increased total open position to 33
On 23 Jun AUBANK was trading at 1026.35. The strike last trading price was 32.2, which was -8.8 lower than the previous day. The implied volatity was 28.61, the open interest changed by 7 which increased total open position to 21
On 22 Jun AUBANK was trading at 1045.05. The strike last trading price was 41, which was 3 higher than the previous day. The implied volatity was 28.49, the open interest changed by 2 which increased total open position to 14
On 19 Jun AUBANK was trading at 1033.05. The strike last trading price was 37.5, which was 1.5 higher than the previous day. The implied volatity was 27.45, the open interest changed by 3 which increased total open position to 11
On 18 Jun AUBANK was trading at 1025.35. The strike last trading price was 36.4, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 36.4, which was 0.4 higher than the previous day. The implied volatity was 28.86, the open interest changed by 0 which decreased total open position to 8
On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 35.7, which was -7.3 lower than the previous day. The implied volatity was 28.86, the open interest changed by 3 which increased total open position to 9
On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 42.9, which was -34.1 lower than the previous day. The implied volatity was 30.69, the open interest changed by 6 which increased total open position to 6
| AUBANK 28-Jul-2026 (27d) 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.01
Theta: -0.47
Gamma: 0.00464
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1018.70 | 43 | 6 (16.22%) | 29.36 | 35 | 22 | 64 |
| 25 Jun | 1033.85 | 36.5 | 13.5 (58.70%) | 28.51 | 90 | 22 | 41 |
| 24 Jun | 1067.20 | 22.2 | -11.3 (-33.73%) | 28.62 | 28 | 9 | 19 |
| 23 Jun | 1026.35 | 33.5 | -0.5 (-1.47%) | 26.91 | 2 | 0 | 10 |
| 22 Jun | 1045.05 | 34 | -0.25 (-0.73%) | 28.59 | 3 | 1 | 10 |
| 19 Jun | 1033.05 | 34.25 | -7.75 (-18.45%) | 27.66 | 6 | 3 | 8 |
| 18 Jun | 1025.35 | 42 | -2 (-4.55%) | 26.64 | 1 | 0 | 5 |
| 17 Jun | 1020.85 | 40 | 40 (10.00%) | 26.9 | 6 | 0 | 5 |
| 16 Jun | 1023.10 | 40 | 40 (-49.34%) | 27.74 | 6 | 0 | 5 |
| 15 Jun | 1033.60 | 40 | -38.95 (-49.34%) | 27.74 | 6 | 4 | 4 |
For Au Small Finance Bank Ltd - strike price 1040 expiring on 28JUL2026
Delta for 1040 PE is -0.56
Historical price for 1040 PE is as follows
On 29 Jun AUBANK was trading at 1018.70. The strike last trading price was 43, which was 6 higher than the previous day. The implied volatity was 29.36, the open interest changed by 22 which increased total open position to 64
On 25 Jun AUBANK was trading at 1033.85. The strike last trading price was 36.5, which was 13.5 higher than the previous day. The implied volatity was 28.51, the open interest changed by 22 which increased total open position to 41
On 24 Jun AUBANK was trading at 1067.20. The strike last trading price was 22.2, which was -11.3 lower than the previous day. The implied volatity was 28.62, the open interest changed by 9 which increased total open position to 19
On 23 Jun AUBANK was trading at 1026.35. The strike last trading price was 33.5, which was -0.5 lower than the previous day. The implied volatity was 26.91, the open interest changed by 0 which decreased total open position to 10
On 22 Jun AUBANK was trading at 1045.05. The strike last trading price was 34, which was -0.25 lower than the previous day. The implied volatity was 28.59, the open interest changed by 1 which increased total open position to 10
On 19 Jun AUBANK was trading at 1033.05. The strike last trading price was 34.25, which was -7.75 lower than the previous day. The implied volatity was 27.66, the open interest changed by 3 which increased total open position to 8
On 18 Jun AUBANK was trading at 1025.35. The strike last trading price was 42, which was -2 lower than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 5
On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was 26.9, the open interest changed by 0 which decreased total open position to 5
On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was 27.74, the open interest changed by 0 which decreased total open position to 5
On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 40, which was -38.95 lower than the previous day. The implied volatity was 27.74, the open interest changed by 4 which increased total open position to 4
