AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
24 Apr 2026 04:10 PM IST
| AUBANK 28-Apr-2026 (4d) 760 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1065.65 | 280.05 | 1.3000000000000114 | - | 0 | 0 | 5 | |||||||||
| 23 Apr | 1056.25 | 280.05 | 1.3000000000000114 | - | 0 | 0 | 5 | |||||||||
| 22 Apr | 1043.20 | 280.05 | 1.3000000000000114 | 89.96 | 0 | 0 | 5 | |||||||||
| 21 Apr | 1037.90 | 280.05 | 51.5 | 89.96 | 1 | 0 | 6 | |||||||||
| 20 Apr | 997.65 | 228.55 | -3.3999999999999773 | - | 0 | 0 | 6 | |||||||||
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| 17 Apr | 990.60 | 228.55 | 99.4 | 69.12 | 4 | 0 | 7 | |||||||||
| 16 Apr | 983.95 | 129.15 | 0 | - | 0 | 0 | 7 | |||||||||
| 15 Apr | 981.10 | 129.15 | 0 | - | 0 | 0 | 7 | |||||||||
| 13 Apr | 979.05 | 129.15 | 0 | - | 0 | 0 | 7 | |||||||||
| 10 Apr | 981.80 | 129.15 | 0 | - | 0 | 0 | 7 | |||||||||
| 9 Apr | 963.00 | 129.15 | 1.4 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 967.80 | 129.15 | 1.4 | - | 0 | 0 | 7 | |||||||||
| 7 Apr | 888.45 | 129.15 | 1.4 | - | 0 | 0 | 7 | |||||||||
| 6 Apr | 883.55 | 129.15 | 1.4 | - | 0 | 0 | 7 | |||||||||
| 2 Apr | 868.25 | 129.15 | 1.4 | - | 0 | 0 | 7 | |||||||||
| 1 Apr | 874.90 | 129.15 | 1.4 | 53.62 | 5 | 0 | 7 | |||||||||
| 30 Mar | 842.70 | 127.75 | -92.35 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 882.75 | 127.75 | -92.35 | - | 0 | 0 | 7 | |||||||||
| 25 Mar | 910.40 | 127.75 | -92.35 | - | 0 | 0 | 7 | |||||||||
| 24 Mar | 877.50 | 127.75 | -92.35 | 24.9 | 7 | 6 | 6 | |||||||||
| 23 Mar | 849.55 | 220.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 901.50 | 220.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 901.55 | 220.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 930.15 | 220.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 902.05 | 220.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 885.30 | 220.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 884.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 902.20 | 220.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 918.40 | 220.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 760 expiring on 28APR2026
Delta for 760 CE is -
Historical price for 760 CE is as follows
On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 280.05, which was 1.3000000000000114 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 280.05, which was 1.3000000000000114 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 280.05, which was 1.3000000000000114 higher than the previous day. The implied volatity was 89.96, the open interest changed by 0 which decreased total open position to 5
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 280.05, which was 51.5 higher than the previous day. The implied volatity was 89.96, the open interest changed by 0 which decreased total open position to 6
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 228.55, which was -3.3999999999999773 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 228.55, which was 99.4 higher than the previous day. The implied volatity was 69.12, the open interest changed by 0 which decreased total open position to 7
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 129.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 129.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 129.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 129.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 129.15, which was 1.4 higher 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 129.15, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 129.15, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 129.15, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 129.15, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 129.15, which was 1.4 higher than the previous day. The implied volatity was 53.62, the open interest changed by 0 which decreased total open position to 7
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 127.75, which was -92.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 127.75, which was -92.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 127.75, which was -92.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 127.75, which was -92.35 lower than the previous day. The implied volatity was 24.9, the open interest changed by 6 which increased total open position to 6
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 220.1, 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 Mar AUBANK was trading at 901.50. The strike last trading price was 220.1, 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 19 Mar AUBANK was trading at 901.55. The strike last trading price was 220.1, 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 Mar AUBANK was trading at 930.15. The strike last trading price was 220.1, 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 Mar AUBANK was trading at 902.05. The strike last trading price was 220.1, 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 Mar AUBANK was trading at 885.30. The strike last trading price was 220.1, 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 Mar AUBANK was trading at 884.35. 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 12 Mar AUBANK was trading at 902.20. The strike last trading price was 220.1, 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 Mar AUBANK was trading at 918.40. The strike last trading price was 220.1, 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) 760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0.05
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1065.65 | 0.05 | -0.05 | 105.66 | 10 | -1 | 33 |
| 23 Apr | 1056.25 | 0.1 | 0 | 99.45 | 6 | -4 | 34 |
| 22 Apr | 1043.20 | 0.1 | -0.19999999999999998 | 88.92 | 1 | 0 | 39 |
| 21 Apr | 1037.90 | 0.3 | 0.04999999999999999 | 89.95 | 8 | 0 | 40 |
| 20 Apr | 997.65 | 0.25 | -0.04999999999999999 | 76.13 | 3 | 0 | 40 |
| 17 Apr | 990.60 | 0.3 | -0.15000000000000002 | 63.99 | 13 | -6 | 40 |
| 16 Apr | 983.95 | 0.45 | -0.2 | 62.86 | 10 | -7 | 46 |
| 15 Apr | 981.10 | 0.65 | -0.35 | 63.5 | 5 | -3 | 53 |
| 13 Apr | 979.05 | 1 | 0 | 63.33 | 3 | -1 | 54 |
| 10 Apr | 981.80 | 1 | -0.7 | 57.78 | 9 | 0 | 55 |
| 9 Apr | 963.00 | 1.7 | 0.1 | 58.88 | 6 | -1 | 54 |
| 8 Apr | 967.80 | 1.6 | -3.5 | 58.6 | 78 | -26 | 54 |
| 7 Apr | 888.45 | 5.1 | -0.8 | 52.99 | 16 | -2 | 81 |
| 6 Apr | 883.55 | 5.75 | -3.1 | 52.56 | 57 | -13 | 84 |
| 2 Apr | 868.25 | 8.85 | 1.7 | 51.86 | 102 | 16 | 97 |
| 1 Apr | 874.90 | 7.05 | -7.6 | 48.32 | 71 | 3 | 83 |
| 30 Mar | 842.70 | 14.5 | 7.3 | 50.84 | 113 | 9 | 82 |
| 27 Mar | 882.75 | 7.2 | 2.85 | 47.04 | 25 | 3 | 75 |
| 25 Mar | 910.40 | 4.35 | -2.5 | 44.99 | 19 | 1 | 71 |
| 24 Mar | 877.50 | 6.8 | -4.85 | 43.86 | 96 | 10 | 70 |
| 23 Mar | 849.55 | 12.4 | 8.9 | 47.87 | 42 | 31 | 59 |
| 20 Mar | 901.50 | 3.5 | 1.5 | - | 1 | 1 | 26 |
| 19 Mar | 901.55 | 3.5 | 1.5 | 38.75 | 1 | 0 | 26 |
| 18 Mar | 930.15 | 2 | -2.85 | 37.73 | 2 | 0 | 25 |
| 17 Mar | 902.05 | 4.85 | -0.15 | - | 3 | 0 | 25 |
| 16 Mar | 885.30 | 4.85 | -0.15 | 36.58 | 3 | 2 | 26 |
| 13 Mar | 884.35 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 902.20 | 4.25 | -0.65 | - | 23 | 23 | 21 |
| 11 Mar | 918.40 | 4.25 | -0.65 | 39.48 | 23 | 21 | 21 |
For Au Small Finance Bank Ltd - strike price 760 expiring on 28APR2026
Delta for 760 PE is 0
Historical price for 760 PE is as follows
On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 105.66, the open interest changed by -1 which decreased total open position to 33
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 99.45, the open interest changed by -4 which decreased total open position to 34
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 0.1, which was -0.19999999999999998 lower than the previous day. The implied volatity was 88.92, the open interest changed by 0 which decreased total open position to 39
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 0.3, which was 0.04999999999999999 higher than the previous day. The implied volatity was 89.95, the open interest changed by 0 which decreased total open position to 40
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 0.25, which was -0.04999999999999999 lower than the previous day. The implied volatity was 76.13, the open interest changed by 0 which decreased total open position to 40
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 0.3, which was -0.15000000000000002 lower than the previous day. The implied volatity was 63.99, the open interest changed by -6 which decreased total open position to 40
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 62.86, the open interest changed by -7 which decreased total open position to 46
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 63.5, the open interest changed by -3 which decreased total open position to 53
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 63.33, the open interest changed by -1 which decreased total open position to 54
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 1, which was -0.7 lower than the previous day. The implied volatity was 57.78, the open interest changed by 0 which decreased total open position to 55
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was 58.88, the open interest changed by -1 which decreased total open position to 54
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 1.6, which was -3.5 lower than the previous day. The implied volatity was 58.6, the open interest changed by -26 which decreased total open position to 54
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 5.1, which was -0.8 lower than the previous day. The implied volatity was 52.99, the open interest changed by -2 which decreased total open position to 81
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 5.75, which was -3.1 lower than the previous day. The implied volatity was 52.56, the open interest changed by -13 which decreased total open position to 84
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 8.85, which was 1.7 higher than the previous day. The implied volatity was 51.86, the open interest changed by 16 which increased total open position to 97
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 7.05, which was -7.6 lower than the previous day. The implied volatity was 48.32, the open interest changed by 3 which increased total open position to 83
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 14.5, which was 7.3 higher than the previous day. The implied volatity was 50.84, the open interest changed by 9 which increased total open position to 82
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 7.2, which was 2.85 higher than the previous day. The implied volatity was 47.04, the open interest changed by 3 which increased total open position to 75
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 4.35, which was -2.5 lower than the previous day. The implied volatity was 44.99, the open interest changed by 1 which increased total open position to 71
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 6.8, which was -4.85 lower than the previous day. The implied volatity was 43.86, the open interest changed by 10 which increased total open position to 70
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 12.4, which was 8.9 higher than the previous day. The implied volatity was 47.87, the open interest changed by 31 which increased total open position to 59
On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 3.5, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 26
On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 3.5, which was 1.5 higher than the previous day. The implied volatity was 38.75, the open interest changed by 0 which decreased total open position to 26
On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 2, which was -2.85 lower than the previous day. The implied volatity was 37.73, the open interest changed by 0 which decreased total open position to 25
On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 4.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 4.85, which was -0.15 lower than the previous day. The implied volatity was 36.58, the open interest changed by 2 which increased total open position to 26
On 13 Mar AUBANK was trading at 884.35. 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 12 Mar AUBANK was trading at 902.20. The strike last trading price was 4.25, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 21
On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 4.25, which was -0.65 lower than the previous day. The implied volatity was 39.48, the open interest changed by 21 which increased total open position to 21
