[--[65.84.65.76]--]

AUBANK

Au Small Finance Bank Ltd
968.05 -4.95 (-0.51%)
L: 963.4 H: 977.6

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Historical option data for AUBANK

12 Dec 2025 04:10 PM IST
AUBANK 30-DEC-2025 780 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 968.05 222.1 62.1 - 0 0 8
11 Dec 973.00 222.1 62.1 - 0 0 8
10 Dec 993.70 222.1 62.1 - 3 2 7
9 Dec 972.05 160 4.5 - 0 0 0
8 Dec 952.55 160 4.5 - 0 0 5
5 Dec 960.70 160 4.5 - 0 0 0
4 Dec 948.75 160 4.5 - 0 0 0
3 Dec 948.70 160 4.5 - 0 0 0
2 Dec 953.05 160 4.5 - 0 0 0
1 Dec 950.50 160 4.5 - 0 0 0
28 Nov 955.25 160 4.5 - 0 0 0
27 Nov 947.15 160 4.5 - 0 0 0
26 Nov 953.75 160 4.5 - 0 4 0
25 Nov 944.05 160 4.5 - 4 2 3
24 Nov 925.10 155.5 118 37.33 1 0 0
21 Nov 915.35 37.5 0 - 0 0 0
20 Nov 919.30 37.5 0 - 0 0 0
19 Nov 925.65 37.5 0 - 0 0 0
18 Nov 920.15 37.5 0 - 0 0 0
14 Nov 890.60 37.5 0 - 0 0 0
13 Nov 886.70 37.5 0 - 0 0 0
12 Nov 882.05 37.5 0 - 0 0 0
11 Nov 889.40 37.5 0 - 0 0 0
10 Nov 914.60 37.5 0 - 0 0 0
7 Nov 908.70 37.5 0 - 0 0 0
6 Nov 881.00 37.5 0 - 0 0 0
4 Nov 880.30 37.5 0 - 0 0 0
3 Nov 866.95 37.5 0 - 0 0 0
31 Oct 877.85 37.5 0 - 0 0 0
30 Oct 878.30 37.5 0 - 0 0 0
29 Oct 882.45 37.5 0 - 0 0 0
28 Oct 879.90 37.5 0 - 0 0 0
24 Oct 860.35 37.5 0 - 0 0 0
20 Oct 865.20 37.5 0 - 0 0 0
16 Oct 798.50 37.5 0 - 0 0 0
14 Oct 772.65 37.5 0 - 0 0 0
13 Oct 767.10 37.5 0 - 0 0 0
10 Oct 763.25 37.5 0 - 0 0 0
9 Oct 760.00 37.5 0 0.12 0 0 0
8 Oct 767.70 37.5 0 - 0 0 0
6 Oct 762.95 0 0 - 0 0 0
3 Oct 741.90 0 0 1.52 0 0 0


For Au Small Finance Bank Ltd - strike price 780 expiring on 30DEC2025

Delta for 780 CE is -

Historical price for 780 CE is as follows

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 222.1, which was 62.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 222.1, which was 62.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 222.1, which was 62.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7


On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 160, which was 4.5 higher 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 160, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 160, which was 4.5 higher 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 160, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 160, which was 4.5 higher 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 160, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 160, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 160, which was 4.5 higher 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 160, which was 4.5 higher 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 160, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 160, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3


On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 155.5, which was 118 higher than the previous day. The implied volatity was 37.33, 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 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov AUBANK was trading at 881.00. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov AUBANK was trading at 880.30. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov AUBANK was trading at 866.95. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct AUBANK was trading at 877.85. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct AUBANK was trading at 878.30. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct AUBANK was trading at 882.45. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct AUBANK was trading at 879.90. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct AUBANK was trading at 860.35. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct AUBANK was trading at 865.20. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Oct AUBANK was trading at 798.50. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Oct AUBANK was trading at 772.65. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Oct AUBANK was trading at 767.10. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Oct AUBANK was trading at 763.25. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Oct AUBANK was trading at 760.00. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was 0.12, 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 37.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 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 1.52, the open interest changed by 0 which decreased total open position to 0


AUBANK 30DEC2025 780 PE
Delta: -0.01
Vega: 0.04
Theta: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 968.05 0.2 -0.2 41.14 4 0 40
11 Dec 973.00 0.4 0 - 0 0 40
10 Dec 993.70 0.4 0 46.54 1 0 39
9 Dec 972.05 0.4 0 - 0 0 0
8 Dec 952.55 0.4 0 - 0 0 39
5 Dec 960.70 0.4 0 37.30 1 0 40
4 Dec 948.75 0.4 -0.1 - 0 -3 0
3 Dec 948.70 0.4 -0.1 34.62 7 -3 40
2 Dec 953.05 0.5 0 35.05 2 1 42
1 Dec 950.50 0.5 0 34.26 6 4 40
28 Nov 955.25 0.5 -0.15 33.32 2 0 36
27 Nov 947.15 0.65 0.1 33.03 4 1 35
26 Nov 953.75 0.55 -1.1 - 22 10 29
25 Nov 944.05 1.65 0 - 0 0 0
24 Nov 925.10 1.65 0 - 0 0 0
21 Nov 915.35 1.65 0 - 0 1 0
20 Nov 919.30 1.65 0 31.92 3 1 19
19 Nov 925.65 1.65 0 31.64 19 5 19
18 Nov 920.15 1.65 -1 31.11 4 0 13
14 Nov 890.60 2.65 -0.2 28.27 3 2 14
13 Nov 886.70 2.85 -0.2 27.84 3 0 11
12 Nov 882.05 3.05 -0.35 26.97 2 0 11
11 Nov 889.40 3.4 1.15 28.90 4 0 8
10 Nov 914.60 2.25 -0.4 29.64 20 -7 8
7 Nov 908.70 2.65 -1.85 29.00 13 -2 16
6 Nov 881.00 4.5 -0.1 28.16 6 0 18
4 Nov 880.30 4.6 0 27.92 12 -2 18
3 Nov 866.95 4.6 0.05 25.64 1 0 19
31 Oct 877.85 4.55 -0.25 - 0 0 0
30 Oct 878.30 4.55 -0.25 - 0 1 0
29 Oct 882.45 4.55 -0.25 27.17 8 1 19
28 Oct 879.90 4.8 -2.8 26.90 1 0 18
24 Oct 860.35 7.6 -66.7 26.88 20 16 16
20 Oct 865.20 74.3 0 7.47 0 0 0
16 Oct 798.50 74.3 0 - 0 0 0
14 Oct 772.65 74.3 0 0.99 0 0 0
13 Oct 767.10 74.3 0 0.31 0 0 0
10 Oct 763.25 74.3 0 - 0 0 0
9 Oct 760.00 74.3 0 - 0 0 0
8 Oct 767.70 74.3 0 0.24 0 0 0
6 Oct 762.95 0 0 0.12 0 0 0
3 Oct 741.90 0 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 780 expiring on 30DEC2025

Delta for 780 PE is -0.01

Historical price for 780 PE is as follows

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 41.14, the open interest changed by 0 which decreased total open position to 40


On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 46.54, the open interest changed by 0 which decreased total open position to 39


On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 0.4, 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 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39


On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 37.30, the open interest changed by 0 which decreased total open position to 40


On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 34.62, the open interest changed by -3 which decreased total open position to 40


On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 35.05, the open interest changed by 1 which increased total open position to 42


On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 34.26, the open interest changed by 4 which increased total open position to 40


On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 36


On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 33.03, the open interest changed by 1 which increased total open position to 35


On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 0.55, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 29


On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 1.65, 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 Nov AUBANK was trading at 925.10. The strike last trading price was 1.65, 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 1.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 31.92, the open interest changed by 1 which increased total open position to 19


On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 31.64, the open interest changed by 5 which increased total open position to 19


On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 1.65, which was -1 lower than the previous day. The implied volatity was 31.11, the open interest changed by 0 which decreased total open position to 13


On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 2.65, which was -0.2 lower than the previous day. The implied volatity was 28.27, the open interest changed by 2 which increased total open position to 14


On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 2.85, which was -0.2 lower than the previous day. The implied volatity was 27.84, the open interest changed by 0 which decreased total open position to 11


On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 3.05, which was -0.35 lower than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 11


On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 3.4, which was 1.15 higher than the previous day. The implied volatity was 28.90, the open interest changed by 0 which decreased total open position to 8


On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 2.25, which was -0.4 lower than the previous day. The implied volatity was 29.64, the open interest changed by -7 which decreased total open position to 8


On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 2.65, which was -1.85 lower than the previous day. The implied volatity was 29.00, the open interest changed by -2 which decreased total open position to 16


On 6 Nov AUBANK was trading at 881.00. The strike last trading price was 4.5, which was -0.1 lower than the previous day. The implied volatity was 28.16, the open interest changed by 0 which decreased total open position to 18


On 4 Nov AUBANK was trading at 880.30. The strike last trading price was 4.6, which was 0 lower than the previous day. The implied volatity was 27.92, the open interest changed by -2 which decreased total open position to 18


On 3 Nov AUBANK was trading at 866.95. The strike last trading price was 4.6, which was 0.05 higher than the previous day. The implied volatity was 25.64, the open interest changed by 0 which decreased total open position to 19


On 31 Oct AUBANK was trading at 877.85. The strike last trading price was 4.55, which was -0.25 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 4.55, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 29 Oct AUBANK was trading at 882.45. The strike last trading price was 4.55, which was -0.25 lower than the previous day. The implied volatity was 27.17, the open interest changed by 1 which increased total open position to 19


On 28 Oct AUBANK was trading at 879.90. The strike last trading price was 4.8, which was -2.8 lower than the previous day. The implied volatity was 26.90, the open interest changed by 0 which decreased total open position to 18


On 24 Oct AUBANK was trading at 860.35. The strike last trading price was 7.6, which was -66.7 lower than the previous day. The implied volatity was 26.88, the open interest changed by 16 which increased total open position to 16


On 20 Oct AUBANK was trading at 865.20. The strike last trading price was 74.3, which was 0 lower than the previous day. The implied volatity was 7.47, 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 74.3, 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 74.3, which was 0 lower than the previous day. The implied volatity was 0.99, 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 74.3, which was 0 lower than the previous day. The implied volatity was 0.31, 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 74.3, 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 74.3, 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 74.3, which was 0 lower than the previous day. The implied volatity was 0.24, 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 0.12, 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