AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
24 Apr 2026 01:34 PM IST
| AUBANK 28-Apr-2026 (4d) 780 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1054.20 | 259.8 | 1 | - | 0 | 0 | 2 | |||||||||
| 23 Apr | 1056.25 | 259.8 | 1 | - | 0 | 0 | 2 | |||||||||
| 22 Apr | 1043.20 | 259.8 | 1 | 89.33 | 0 | 0 | 2 | |||||||||
| 21 Apr | 1037.90 | 259.8 | 53.25 | 89.33 | 3 | -1 | 2 | |||||||||
| 20 Apr | 997.65 | 206.55 | -5.449999999999989 | - | 0 | 0 | 3 | |||||||||
| 17 Apr | 990.60 | 206.55 | 3.0500000000000114 | 77.04 | 2 | 0 | 1 | |||||||||
| 16 Apr | 983.95 | 203.5 | -0.6500000000000057 | - | 0 | 0 | 1 | |||||||||
| 15 Apr | 981.10 | 203.5 | -0.6500000000000057 | - | 0 | 0 | 1 | |||||||||
| 13 Apr | 979.05 | 203.5 | -0.6500000000000057 | 59.58 | 0 | 0 | 1 | |||||||||
| 10 Apr | 981.80 | 203.5 | 1.1500000000000057 | 59.58 | 1 | 0 | 0 | |||||||||
| 9 Apr | 963.00 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 967.80 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 888.45 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 883.55 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 868.25 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 874.90 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 842.70 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 882.75 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 910.40 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 877.50 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 849.55 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 20 Mar | 901.50 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 901.55 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 930.15 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 902.05 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 885.30 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 884.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 902.20 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 918.40 | 202.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 780 expiring on 28APR2026
Delta for 780 CE is -
Historical price for 780 CE is as follows
On 24 Apr AUBANK was trading at 1054.20. The strike last trading price was 259.8, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 259.8, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 259.8, which was 1 higher than the previous day. The implied volatity was 89.33, the open interest changed by 0 which decreased total open position to 2
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 259.8, which was 53.25 higher than the previous day. The implied volatity was 89.33, the open interest changed by -1 which decreased total open position to 2
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 206.55, which was -5.449999999999989 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 206.55, which was 3.0500000000000114 higher than the previous day. The implied volatity was 77.04, the open interest changed by 0 which decreased total open position to 1
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 203.5, which was -0.6500000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 203.5, which was -0.6500000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 203.5, which was -0.6500000000000057 lower than the previous day. The implied volatity was 59.58, 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 203.5, which was 1.1500000000000057 higher than the previous day. The implied volatity was 59.58, the open interest changed by 0 which decreased total open position to 0
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 202.35, 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 Apr AUBANK was trading at 967.80. The strike last trading price was 202.35, 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 Apr AUBANK was trading at 888.45. The strike last trading price was 202.35, 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 Apr AUBANK was trading at 883.55. The strike last trading price was 202.35, 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 Apr AUBANK was trading at 868.25. The strike last trading price was 202.35, 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 1 Apr AUBANK was trading at 874.90. The strike last trading price was 202.35, 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 Mar AUBANK was trading at 842.70. The strike last trading price was 202.35, 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 Mar AUBANK was trading at 882.75. The strike last trading price was 202.35, 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 Mar AUBANK was trading at 910.40. The strike last trading price was 202.35, 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 Mar AUBANK was trading at 877.50. The strike last trading price was 202.35, 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 23 Mar AUBANK was trading at 849.55. The strike last trading price was 202.35, 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 202.35, 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 202.35, 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 202.35, 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 202.35, 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 202.35, 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 202.35, 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 202.35, 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) 780 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 | 1054.20 | 0.1 | 0.1 | 92.39 | 0 | 0 | 25 |
| 23 Apr | 1056.25 | 0.1 | -0.15 | 92.39 | 15 | -1 | 25 |
| 22 Apr | 1043.20 | 0.25 | -0.15000000000000002 | 90.9 | 2 | 0 | 27 |
| 21 Apr | 1037.90 | 0.4 | 0.10000000000000003 | 85.23 | 1 | 0 | 28 |
| 20 Apr | 997.65 | 0.3 | 0 | 72.13 | 3 | 0 | 30 |
| 17 Apr | 990.60 | 0.3 | -0.45 | 58.49 | 9 | -3 | 31 |
| 16 Apr | 983.95 | 0.75 | -0.050000000000000044 | 60.51 | 2 | 0 | 36 |
| 15 Apr | 981.10 | 0.8 | -0.55 | 61.14 | 23 | -11 | 36 |
| 13 Apr | 979.05 | 1.25 | -0.6499999999999999 | 59.79 | 37 | -12 | 47 |
| 10 Apr | 981.80 | 1.9 | 0 | - | 0 | 0 | 59 |
| 9 Apr | 963.00 | 1.9 | -0.1 | 54.63 | 19 | -2 | 60 |
| 8 Apr | 967.80 | 1.95 | -5 | 55.43 | 67 | -22 | 62 |
| 7 Apr | 888.45 | 6.9 | -0.95 | 50.92 | 19 | -5 | 83 |
| 6 Apr | 883.55 | 7.9 | -3.7 | 50.91 | 41 | 20 | 88 |
| 2 Apr | 868.25 | 11.85 | 2.2 | 50.46 | 131 | 23 | 67 |
| 1 Apr | 874.90 | 9.45 | -9.8 | 46.6 | 53 | 4 | 42 |
| 30 Mar | 842.70 | 19.3 | 12.4 | 50.03 | 56 | 37 | 37 |
| 27 Mar | 882.75 | 6.9 | 0 | 11.9 | 0 | 0 | 0 |
| 25 Mar | 910.40 | 6.9 | 0 | 13.66 | 0 | 0 | 0 |
| 24 Mar | 877.50 | 6.9 | 0 | 11.31 | 0 | 0 | 0 |
| 23 Mar | 849.55 | 6.9 | 0 | 9.52 | 0 | 0 | 0 |
| 20 Mar | 901.50 | 6.9 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 901.55 | 6.9 | 0 | 12.64 | 0 | 0 | 0 |
| 18 Mar | 930.15 | 6.9 | 0 | 15.11 | 0 | 0 | 0 |
| 17 Mar | 902.05 | 6.9 | 0 | 12.27 | 0 | 0 | 0 |
| 16 Mar | 885.30 | 6.9 | 0 | 10.81 | 0 | 0 | 0 |
| 13 Mar | 884.35 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 902.20 | 6.9 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 918.40 | 6.9 | 0 | 12.67 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 780 expiring on 28APR2026
Delta for 780 PE is 0
Historical price for 780 PE is as follows
On 24 Apr AUBANK was trading at 1054.20. The strike last trading price was 0.1, which was 0.1 higher than the previous day. The implied volatity was 92.39, 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 0.1, which was -0.15 lower than the previous day. The implied volatity was 92.39, the open interest changed by -1 which decreased total open position to 25
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 0.25, which was -0.15000000000000002 lower than the previous day. The implied volatity was 90.9, the open interest changed by 0 which decreased total open position to 27
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 0.4, which was 0.10000000000000003 higher than the previous day. The implied volatity was 85.23, the open interest changed by 0 which decreased total open position to 28
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 72.13, the open interest changed by 0 which decreased total open position to 30
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 0.3, which was -0.45 lower than the previous day. The implied volatity was 58.49, the open interest changed by -3 which decreased total open position to 31
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 0.75, which was -0.050000000000000044 lower than the previous day. The implied volatity was 60.51, the open interest changed by 0 which decreased total open position to 36
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 61.14, the open interest changed by -11 which decreased total open position to 36
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 1.25, which was -0.6499999999999999 lower than the previous day. The implied volatity was 59.79, the open interest changed by -12 which decreased total open position to 47
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 54.63, the open interest changed by -2 which decreased total open position to 60
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 1.95, which was -5 lower than the previous day. The implied volatity was 55.43, the open interest changed by -22 which decreased total open position to 62
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 6.9, which was -0.95 lower than the previous day. The implied volatity was 50.92, the open interest changed by -5 which decreased total open position to 83
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 7.9, which was -3.7 lower than the previous day. The implied volatity was 50.91, the open interest changed by 20 which increased total open position to 88
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 11.85, which was 2.2 higher than the previous day. The implied volatity was 50.46, the open interest changed by 23 which increased total open position to 67
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 9.45, which was -9.8 lower than the previous day. The implied volatity was 46.6, the open interest changed by 4 which increased total open position to 42
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 19.3, which was 12.4 higher than the previous day. The implied volatity was 50.03, the open interest changed by 37 which increased total open position to 37
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 11.9, 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 6.9, which was 0 lower than the previous day. The implied volatity was 13.66, 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 6.9, which was 0 lower than the previous day. The implied volatity was 11.31, 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 6.9, which was 0 lower than the previous day. The implied volatity was 9.52, 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 6.9, 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 6.9, which was 0 lower than the previous day. The implied volatity was 12.64, 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 6.9, which was 0 lower than the previous day. The implied volatity was 15.11, 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 6.9, which was 0 lower than the previous day. The implied volatity was 12.27, 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 6.9, which was 0 lower than the previous day. The implied volatity was 10.81, 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 6.9, 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 6.9, which was 0 lower than the previous day. The implied volatity was 12.67, the open interest changed by 0 which decreased total open position to 0
