AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
24 Apr 2026 03:23 PM IST
| AUBANK 28-Apr-2026 (4d) 700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1066.55 | 339.55 | 0.8500000000000227 | - | 0 | 0 | 1 | |||||||||
| 23 Apr | 1056.25 | 339.55 | 0.8500000000000227 | - | 0 | 0 | 1 | |||||||||
| 22 Apr | 1043.20 | 339.55 | 0.8500000000000227 | 113.43 | 0 | 0 | 1 | |||||||||
| 21 Apr | 1037.90 | 339.55 | 86.5 | 113.43 | 1 | 0 | 2 | |||||||||
| 20 Apr | 997.65 | 253.05 | -27.69999999999999 | - | 0 | 0 | 2 | |||||||||
| 17 Apr | 990.60 | 253.05 | -27.69999999999999 | - | 0 | 0 | 2 | |||||||||
| 16 Apr | 983.95 | 253.05 | -27.69999999999999 | - | 0 | 0 | 2 | |||||||||
| 15 Apr | 981.10 | 253.05 | -27.69999999999999 | - | 0 | 0 | 2 | |||||||||
| 13 Apr | 979.05 | 253.05 | 64.55000000000001 | 78.81 | 1 | 0 | 1 | |||||||||
| 10 Apr | 981.80 | 188.5 | 0 | - | 0 | 0 | 1 | |||||||||
| 9 Apr | 963.00 | 188.5 | -6.5 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 967.80 | 188.5 | -6.5 | - | 0 | 0 | 1 | |||||||||
| 7 Apr | 888.45 | 188.5 | -6.5 | - | 0 | 0 | 1 | |||||||||
| 6 Apr | 883.55 | 188.5 | -6.5 | 49.11 | 1 | 0 | 1 | |||||||||
| 2 Apr | 868.25 | 195 | -80.8 | - | 0 | 0 | 1 | |||||||||
| 1 Apr | 874.90 | 195 | -80.8 | - | 0 | 0 | 1 | |||||||||
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| 30 Mar | 842.70 | 195 | -80.8 | - | 0 | 1 | 0 | |||||||||
| 27 Mar | 882.75 | 195 | -80.8 | 61.89 | 1 | 0 | 0 | |||||||||
| 25 Mar | 910.40 | 275.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 700 expiring on 28APR2026
Delta for 700 CE is -
Historical price for 700 CE is as follows
On 24 Apr AUBANK was trading at 1066.55. The strike last trading price was 339.55, which was 0.8500000000000227 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 339.55, which was 0.8500000000000227 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 339.55, which was 0.8500000000000227 higher than the previous day. The implied volatity was 113.43, the open interest changed by 0 which decreased total open position to 1
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 339.55, which was 86.5 higher than the previous day. The implied volatity was 113.43, the open interest changed by 0 which decreased total open position to 2
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 253.05, which was -27.69999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 253.05, which was -27.69999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 253.05, which was -27.69999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 253.05, which was -27.69999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 253.05, which was 64.55000000000001 higher than the previous day. The implied volatity was 78.81, the open interest changed by 0 which decreased total open position to 1
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 188.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 188.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 188.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 188.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 188.5, which was -6.5 lower than the previous day. The implied volatity was 49.11, the open interest changed by 0 which decreased total open position to 1
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 195, which was -80.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 195, which was -80.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 195, which was -80.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 195, which was -80.8 lower than the previous day. The implied volatity was 61.89, the open interest changed by 0 which decreased total open position to 0
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 275.8, 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 28-Apr-2026 (4d) 700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: -0.02
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1066.55 | 0.1 | -0.1 | 138.55 | 24 | 0 | 132 |
| 23 Apr | 1056.25 | 0.2 | 0.05000000000000002 | 130.56 | 12 | -3 | 132 |
| 22 Apr | 1043.20 | 0.15 | 0 | 111.38 | 1 | 0 | 136 |
| 21 Apr | 1037.90 | 0.15 | -0.05000000000000002 | 104.67 | 3 | -2 | 137 |
| 20 Apr | 997.65 | 0.2 | 0 | 93.43 | 6 | -4 | 140 |
| 17 Apr | 990.60 | 0.15 | -0.19999999999999998 | 75.75 | 16 | -2 | 146 |
| 16 Apr | 983.95 | 0.35 | -0.050000000000000044 | 76.92 | 2 | 1 | 147 |
| 15 Apr | 981.10 | 0.35 | -0.20000000000000007 | 74.75 | 42 | 14 | 149 |
| 13 Apr | 979.05 | 0.6 | 0.09999999999999998 | 74.58 | 42 | -8 | 135 |
| 10 Apr | 981.80 | 0.5 | -0.25 | 67.2 | 27 | -4 | 143 |
| 9 Apr | 963.00 | 0.75 | -0.15 | - | 32 | 1 | 148 |
| 8 Apr | 967.80 | 0.9 | -1.2 | 66.98 | 207 | 13 | 147 |
| 7 Apr | 888.45 | 2.1 | -0.4 | 59.87 | 85 | 12 | 134 |
| 6 Apr | 883.55 | 2.5 | -0.95 | 59.56 | 134 | 2 | 117 |
| 2 Apr | 868.25 | 3.75 | 0.95 | 57.34 | 275 | 8 | 115 |
| 1 Apr | 874.90 | 2.8 | -3.9 | 53.55 | 126 | -8 | 107 |
| 30 Mar | 842.70 | 6.65 | 4.85 | 56.33 | 704 | 109 | 115 |
| 27 Mar | 882.75 | 1.8 | 0 | 46.8 | 1 | 0 | 5 |
| 25 Mar | 910.40 | 1.8 | -0.95 | 49.93 | 10 | 4 | 5 |
For Au Small Finance Bank Ltd - strike price 700 expiring on 28APR2026
Delta for 700 PE is 0
Historical price for 700 PE is as follows
On 24 Apr AUBANK was trading at 1066.55. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 138.55, the open interest changed by 0 which decreased total open position to 132
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 0.2, which was 0.05000000000000002 higher than the previous day. The implied volatity was 130.56, the open interest changed by -3 which decreased total open position to 132
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 111.38, the open interest changed by 0 which decreased total open position to 136
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 0.15, which was -0.05000000000000002 lower than the previous day. The implied volatity was 104.67, the open interest changed by -2 which decreased total open position to 137
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 93.43, the open interest changed by -4 which decreased total open position to 140
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 0.15, which was -0.19999999999999998 lower than the previous day. The implied volatity was 75.75, the open interest changed by -2 which decreased total open position to 146
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 0.35, which was -0.050000000000000044 lower than the previous day. The implied volatity was 76.92, the open interest changed by 1 which increased total open position to 147
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 0.35, which was -0.20000000000000007 lower than the previous day. The implied volatity was 74.75, the open interest changed by 14 which increased total open position to 149
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 0.6, which was 0.09999999999999998 higher than the previous day. The implied volatity was 74.58, the open interest changed by -8 which decreased total open position to 135
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 67.2, the open interest changed by -4 which decreased total open position to 143
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 148
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 0.9, which was -1.2 lower than the previous day. The implied volatity was 66.98, the open interest changed by 13 which increased total open position to 147
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 59.87, the open interest changed by 12 which increased total open position to 134
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 2.5, which was -0.95 lower than the previous day. The implied volatity was 59.56, the open interest changed by 2 which increased total open position to 117
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 3.75, which was 0.95 higher than the previous day. The implied volatity was 57.34, the open interest changed by 8 which increased total open position to 115
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 2.8, which was -3.9 lower than the previous day. The implied volatity was 53.55, the open interest changed by -8 which decreased total open position to 107
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 6.65, which was 4.85 higher than the previous day. The implied volatity was 56.33, the open interest changed by 109 which increased total open position to 115
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 46.8, the open interest changed by 0 which decreased total open position to 5
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 49.93, the open interest changed by 4 which increased total open position to 5
