[--[65.84.65.76]--]

AUBANK

Au Small Finance Bank Ltd
972.05 +19.50 (2.05%)
L: 948.2 H: 973.7

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Historical option data for AUBANK

09 Dec 2025 04:10 PM IST
AUBANK 30-DEC-2025 740 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 972.05 53.8 0 - 0 0 0
8 Dec 952.55 53.8 0 - 0 0 0
5 Dec 960.70 53.8 0 - 0 0 0
4 Dec 948.75 53.8 0 - 0 0 0
2 Dec 953.05 53.8 0 - 0 0 0
27 Nov 947.15 53.8 0 - 0 0 0
26 Nov 953.75 53.8 0 - 0 0 0
25 Nov 944.05 53.8 0 - 0 0 0
21 Nov 915.35 53.8 0 - 0 0 0
20 Nov 919.30 53.8 0 - 0 0 0
18 Nov 920.15 53.8 0 - 0 0 0
12 Nov 882.05 53.8 0 - 0 0 0
11 Nov 889.40 53.8 0 - 0 0 0
10 Nov 914.60 53.8 0 - 0 0 0
7 Nov 908.70 53.8 0 - 0 0 0
4 Nov 880.30 53.8 0 - 0 0 0
30 Oct 878.30 53.8 0 - 0 0 0
29 Oct 882.45 53.8 0 - 0 0 0
24 Oct 860.35 53.8 0 - 0 0 0
20 Oct 865.20 53.8 0 - 0 0 0
17 Oct 792.45 53.8 0 - 0 0 0
16 Oct 798.50 53.8 0 - 0 0 0
14 Oct 772.65 53.8 0 - 0 0 0
13 Oct 767.10 53.8 0 - 0 0 0
10 Oct 763.25 53.8 0 - 0 0 0
9 Oct 760.00 53.8 0 - 0 0 0
8 Oct 767.70 53.8 0 - 0 0 0
6 Oct 762.95 0 0 - 0 0 0
3 Oct 741.90 0 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 740 expiring on 30DEC2025

Delta for 740 CE is -

Historical price for 740 CE is as follows

On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 53.8, 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


On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 53.8, 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


On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 53.8, 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


On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 53.8, 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


On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 53.8, 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


On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 53.8, 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


On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 53.8, 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


On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 53.8, 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


On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 53.8, 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


On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 53.8, 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


On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 53.8, 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


On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 53.8, 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


On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 53.8, 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


On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 53.8, 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


On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 53.8, 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


On 4 Nov AUBANK was trading at 880.30. The strike last trading price was 53.8, 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


On 30 Oct AUBANK was trading at 878.30. The strike last trading price was 53.8, 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


On 29 Oct AUBANK was trading at 882.45. The strike last trading price was 53.8, 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


On 24 Oct AUBANK was trading at 860.35. The strike last trading price was 53.8, 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


On 20 Oct AUBANK was trading at 865.20. The strike last trading price was 53.8, 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


On 17 Oct AUBANK was trading at 792.45. The strike last trading price was 53.8, 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


On 16 Oct AUBANK was trading at 798.50. The strike last trading price was 53.8, 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


On 14 Oct AUBANK was trading at 772.65. The strike last trading price was 53.8, 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


On 13 Oct AUBANK was trading at 767.10. The strike last trading price was 53.8, 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


On 10 Oct AUBANK was trading at 763.25. The strike last trading price was 53.8, 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


On 9 Oct AUBANK was trading at 760.00. The strike last trading price was 53.8, 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


On 8 Oct AUBANK was trading at 767.70. The strike last trading price was 53.8, 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


On 6 Oct AUBANK was trading at 762.95. 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 3 Oct AUBANK was trading at 741.90. 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 30DEC2025 740 PE
Delta: -0.01
Vega: 0.04
Theta: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 972.05 0.2 0 46.61 2 1 30
8 Dec 952.55 0.2 0 42.95 9 5 25
5 Dec 960.70 0.2 0.05 41.49 4 0 16
4 Dec 948.75 0.15 0 37.80 1 0 17
2 Dec 953.05 0.15 -0.3 36.79 2 1 18
27 Nov 947.15 0.45 0 38.10 2 0 15
26 Nov 953.75 0.45 0.05 38.77 3 1 13
25 Nov 944.05 0.4 -0.5 36.50 2 0 14
21 Nov 915.35 0.9 0.2 35.03 5 2 14
20 Nov 919.30 0.7 -0.4 34.23 3 -1 12
18 Nov 920.15 1.1 -0.3 35.88 3 0 10
12 Nov 882.05 1.4 -0.1 29.67 1 0 10
11 Nov 889.40 1.45 0.05 30.80 8 -2 15
10 Nov 914.60 1.4 -0.7 33.63 4 3 17
7 Nov 908.70 2.1 -0.15 34.47 1 0 13
4 Nov 880.30 2.1 -0.55 29.84 2 0 14
30 Oct 878.30 2.65 -0.4 29.89 1 0 13
29 Oct 882.45 3.05 -0.8 31.40 1 0 12
24 Oct 860.35 3.85 -1.5 28.89 4 2 10
20 Oct 865.20 5.35 -10.25 31.56 3 1 6
17 Oct 792.45 15.6 -35.6 31.41 5 3 3
16 Oct 798.50 51.2 0 - 0 0 0
14 Oct 772.65 51.2 0 4.08 0 0 0
13 Oct 767.10 51.2 0 - 0 0 0
10 Oct 763.25 51.2 0 - 0 0 0
9 Oct 760.00 51.2 0 - 0 0 0
8 Oct 767.70 51.2 0 - 0 0 0
6 Oct 762.95 0 0 - 0 0 0
3 Oct 741.90 0 0 1.67 0 0 0


For Au Small Finance Bank Ltd - strike price 740 expiring on 30DEC2025

Delta for 740 PE is -0.01

Historical price for 740 PE is as follows

On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 46.61, the open interest changed by 1 which increased total open position to 30


On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 42.95, the open interest changed by 5 which increased total open position to 25


On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 41.49, the open interest changed by 0 which decreased total open position to 16


On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 37.80, the open interest changed by 0 which decreased total open position to 17


On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 0.15, which was -0.3 lower than the previous day. The implied volatity was 36.79, the open interest changed by 1 which increased total open position to 18


On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 38.10, the open interest changed by 0 which decreased total open position to 15


On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 38.77, the open interest changed by 1 which increased total open position to 13


On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 0.4, which was -0.5 lower than the previous day. The implied volatity was 36.50, the open interest changed by 0 which decreased total open position to 14


On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 0.9, which was 0.2 higher than the previous day. The implied volatity was 35.03, the open interest changed by 2 which increased total open position to 14


On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 0.7, which was -0.4 lower than the previous day. The implied volatity was 34.23, the open interest changed by -1 which decreased total open position to 12


On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 35.88, the open interest changed by 0 which decreased total open position to 10


On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 10


On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 30.80, the open interest changed by -2 which decreased total open position to 15


On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 1.4, which was -0.7 lower than the previous day. The implied volatity was 33.63, the open interest changed by 3 which increased total open position to 17


On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 34.47, the open interest changed by 0 which decreased total open position to 13


On 4 Nov AUBANK was trading at 880.30. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 29.84, the open interest changed by 0 which decreased total open position to 14


On 30 Oct AUBANK was trading at 878.30. The strike last trading price was 2.65, which was -0.4 lower than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 13


On 29 Oct AUBANK was trading at 882.45. The strike last trading price was 3.05, which was -0.8 lower than the previous day. The implied volatity was 31.40, the open interest changed by 0 which decreased total open position to 12


On 24 Oct AUBANK was trading at 860.35. The strike last trading price was 3.85, which was -1.5 lower than the previous day. The implied volatity was 28.89, the open interest changed by 2 which increased total open position to 10


On 20 Oct AUBANK was trading at 865.20. The strike last trading price was 5.35, which was -10.25 lower than the previous day. The implied volatity was 31.56, the open interest changed by 1 which increased total open position to 6


On 17 Oct AUBANK was trading at 792.45. The strike last trading price was 15.6, which was -35.6 lower than the previous day. The implied volatity was 31.41, the open interest changed by 3 which increased total open position to 3


On 16 Oct AUBANK was trading at 798.50. The strike last trading price was 51.2, 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 14 Oct AUBANK was trading at 772.65. The strike last trading price was 51.2, which was 0 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0


On 13 Oct AUBANK was trading at 767.10. The strike last trading price was 51.2, 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 Oct AUBANK was trading at 763.25. The strike last trading price was 51.2, 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 Oct AUBANK was trading at 760.00. The strike last trading price was 51.2, 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 8 Oct AUBANK was trading at 767.70. The strike last trading price was 51.2, 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 Oct AUBANK was trading at 762.95. 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 3 Oct AUBANK was trading at 741.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0