AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
24 Apr 2026 04:10 PM IST
| AUBANK 28-Apr-2026 (4d) 770 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 | 112.2 | 1.1000000000000085 | - | 0 | 0 | 25 | |||||||||
| 23 Apr | 1056.25 | 112.2 | 1.1000000000000085 | - | 0 | 0 | 25 | |||||||||
| 22 Apr | 1043.20 | 112.2 | 1.1000000000000085 | - | 0 | 0 | 25 | |||||||||
| 21 Apr | 1037.90 | 112.2 | 1.1000000000000085 | - | 0 | 0 | 25 | |||||||||
| 20 Apr | 997.65 | 112.2 | 1.1000000000000085 | - | 0 | 0 | 25 | |||||||||
| 17 Apr | 990.60 | 112.2 | 1.1000000000000085 | - | 0 | 0 | 25 | |||||||||
| 16 Apr | 983.95 | 112.2 | 1.1000000000000085 | - | 0 | 0 | 25 | |||||||||
| 15 Apr | 981.10 | 112.2 | 1.1000000000000085 | - | 0 | 0 | 25 | |||||||||
| 13 Apr | 979.05 | 112.2 | 1.1000000000000085 | - | 0 | 0 | 25 | |||||||||
| 10 Apr | 981.80 | 112.2 | 1.1000000000000085 | - | 0 | 0 | 25 | |||||||||
| 9 Apr | 963.00 | 112.2 | -5.8 | - | 0 | 0 | 25 | |||||||||
| 8 Apr | 967.80 | 112.2 | -5.8 | - | 0 | 0 | 25 | |||||||||
| 7 Apr | 888.45 | 112.2 | -5.8 | - | 0 | 0 | 25 | |||||||||
| 6 Apr | 883.55 | 112.2 | -5.8 | - | 0 | 0 | 25 | |||||||||
| 2 Apr | 868.25 | 112.2 | -5.8 | 44.46 | 26 | 19 | 22 | |||||||||
| 1 Apr | 874.90 | 118.2 | -124.25 | - | 0 | 0 | 3 | |||||||||
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| 30 Mar | 842.70 | 118.2 | -124.25 | - | 0 | 0 | 3 | |||||||||
| 27 Mar | 882.75 | 118.2 | -124.25 | - | 0 | 0 | 3 | |||||||||
| 25 Mar | 910.40 | 118.2 | -124.25 | - | 0 | 0 | 3 | |||||||||
| 24 Mar | 877.50 | 118.2 | -124.25 | 22 | 3 | 2 | 2 | |||||||||
| 23 Mar | 849.55 | 242.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 901.50 | 242.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 901.55 | 242.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 930.15 | 242.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 902.05 | 242.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 885.30 | 242.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 884.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 902.20 | 242.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 918.40 | 242.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 770 expiring on 28APR2026
Delta for 770 CE is -
Historical price for 770 CE is as follows
On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 112.2, which was 1.1000000000000085 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 112.2, which was 1.1000000000000085 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 112.2, which was 1.1000000000000085 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 112.2, which was 1.1000000000000085 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 112.2, which was 1.1000000000000085 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 112.2, which was 1.1000000000000085 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 112.2, which was 1.1000000000000085 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 112.2, which was 1.1000000000000085 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 112.2, which was 1.1000000000000085 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 112.2, which was 1.1000000000000085 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 112.2, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 112.2, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 112.2, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 112.2, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 112.2, which was -5.8 lower than the previous day. The implied volatity was 44.46, the open interest changed by 19 which increased total open position to 22
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 118.2, which was -124.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 118.2, which was -124.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 118.2, which was -124.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 118.2, which was -124.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 118.2, which was -124.25 lower than the previous day. The implied volatity was 22, the open interest changed by 2 which increased total open position to 2
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 242.45, 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 242.45, 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 242.45, 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 242.45, 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 242.45, 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 242.45, 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 242.45, 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 242.45, 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) 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0.02
Gamma: 0.00007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1065.65 | 0.1 | 0.1 | 94.29 | 0 | 0 | 22 |
| 23 Apr | 1056.25 | 0.1 | -0.19999999999999998 | 94.29 | 9 | -4 | 22 |
| 22 Apr | 1043.20 | 0.3 | 0.3 | 86.33 | 0 | 0 | 26 |
| 21 Apr | 1037.90 | 0.3 | 0 | 86.33 | 10 | -9 | 26 |
| 20 Apr | 997.65 | 0.3 | -0.04999999999999999 | 73.7 | 2 | 0 | 37 |
| 17 Apr | 990.60 | 0.35 | -1.35 | 61.83 | 16 | -6 | 38 |
| 16 Apr | 983.95 | 1.7 | 1.7 | - | 0 | 0 | 44 |
| 15 Apr | 981.10 | 1.7 | 1.7 | - | 0 | 0 | 44 |
| 13 Apr | 979.05 | 1.7 | 1.7 | - | 0 | 0 | 44 |
| 10 Apr | 981.80 | 1.7 | 1.7 | - | 0 | 0 | 44 |
| 9 Apr | 963.00 | 1.7 | 0 | 56.18 | 10 | -1 | 45 |
| 8 Apr | 967.80 | 1.7 | -4.2 | 55.38 | 62 | -7 | 46 |
| 7 Apr | 888.45 | 5.9 | -0.85 | 51.86 | 22 | 8 | 53 |
| 6 Apr | 883.55 | 6.5 | -3.4 | 51.15 | 39 | 24 | 44 |
| 2 Apr | 868.25 | 10.35 | -6.7 | 51.33 | 30 | 15 | 16 |
| 1 Apr | 874.90 | 17.05 | 15.6 | - | 0 | 0 | 1 |
| 30 Mar | 842.70 | 17.05 | 15.6 | 50.82 | 1 | 0 | 0 |
| 27 Mar | 882.75 | 1.45 | 0 | 12.8 | 0 | 0 | 0 |
| 25 Mar | 910.40 | 1.45 | 0 | 15.36 | 0 | 0 | 0 |
| 24 Mar | 877.50 | 1.45 | 0 | 12.23 | 0 | 0 | 0 |
| 23 Mar | 849.55 | 1.45 | 0 | 10.48 | 0 | 0 | 0 |
| 20 Mar | 901.50 | 1.45 | 0 | 13.53 | 0 | 0 | 0 |
| 19 Mar | 901.55 | 1.45 | 0 | 13.42 | 0 | 0 | 0 |
| 18 Mar | 930.15 | 1.45 | 0 | 15.71 | 0 | 0 | 0 |
| 17 Mar | 902.05 | 1.45 | 0 | 13.04 | 0 | 0 | 0 |
| 16 Mar | 885.30 | 1.45 | 0 | 11.63 | 0 | 0 | 0 |
| 13 Mar | 884.35 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 902.20 | 1.45 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 918.40 | 1.45 | 0 | 13.28 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 770 expiring on 28APR2026
Delta for 770 PE is 0
Historical price for 770 PE is as follows
On 24 Apr AUBANK was trading at 1065.65. The strike last trading price was 0.1, which was 0.1 higher than the previous day. The implied volatity was 94.29, the open interest changed by 0 which decreased total open position to 22
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 0.1, which was -0.19999999999999998 lower than the previous day. The implied volatity was 94.29, the open interest changed by -4 which decreased total open position to 22
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 0.3, which was 0.3 higher than the previous day. The implied volatity was 86.33, the open interest changed by 0 which decreased total open position to 26
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 86.33, the open interest changed by -9 which decreased total open position to 26
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 0.3, which was -0.04999999999999999 lower than the previous day. The implied volatity was 73.7, the open interest changed by 0 which decreased total open position to 37
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 0.35, which was -1.35 lower than the previous day. The implied volatity was 61.83, the open interest changed by -6 which decreased total open position to 38
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 1.7, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 1.7, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 1.7, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 1.7, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 56.18, the open interest changed by -1 which decreased total open position to 45
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 1.7, which was -4.2 lower than the previous day. The implied volatity was 55.38, the open interest changed by -7 which decreased total open position to 46
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 5.9, which was -0.85 lower than the previous day. The implied volatity was 51.86, the open interest changed by 8 which increased total open position to 53
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 6.5, which was -3.4 lower than the previous day. The implied volatity was 51.15, the open interest changed by 24 which increased total open position to 44
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 10.35, which was -6.7 lower than the previous day. The implied volatity was 51.33, the open interest changed by 15 which increased total open position to 16
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 17.05, which was 15.6 higher 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 17.05, which was 15.6 higher than the previous day. The implied volatity was 50.82, 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 1.45, which was 0 lower than the previous day. The implied volatity was 12.8, 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 1.45, which was 0 lower than the previous day. The implied volatity was 15.36, the open interest changed by 0 which decreased total open position to 0
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 12.23, the open interest changed by 0 which decreased total open position to 0
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 10.48, 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 1.45, which was 0 lower than the previous day. The implied volatity was 13.53, 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 1.45, which was 0 lower than the previous day. The implied volatity was 13.42, 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 1.45, which was 0 lower than the previous day. The implied volatity was 15.71, 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 1.45, which was 0 lower than the previous day. The implied volatity was 13.04, 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 1.45, which was 0 lower than the previous day. The implied volatity was 11.63, 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 1.45, 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 1.45, which was 0 lower than the previous day. The implied volatity was 13.28, the open interest changed by 0 which decreased total open position to 0
