[--[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 820 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 968.05 143.25 18.25 - 0 0 9
11 Dec 973.00 143.25 18.25 - 0 0 9
10 Dec 993.70 143.25 18.25 - 0 0 9
9 Dec 972.05 143.25 18.25 - 14 -1 10
8 Dec 952.55 125 16.05 - 0 0 11
5 Dec 960.70 125 16.05 - 0 0 0
4 Dec 948.75 125 16.05 - 0 0 0
3 Dec 948.70 125 16.05 - 0 0 0
2 Dec 953.05 125 16.05 - 0 0 0
1 Dec 950.50 125 16.05 - 0 0 0
28 Nov 955.25 125 16.05 - 0 0 0
27 Nov 947.15 125 16.05 - 0 0 0
26 Nov 953.75 125 16.05 - 0 1 0
25 Nov 944.05 125 16.05 - 1 0 10
24 Nov 925.10 108.95 1.55 - 1 0 9
21 Nov 915.35 107.4 -1.6 26.40 14 7 9
20 Nov 919.30 109 88.5 - 1 0 1
19 Nov 925.65 20.5 -4.85 - 0 0 0
18 Nov 920.15 20.5 -4.85 - 0 0 0
17 Nov 912.70 20.5 -4.85 - 0 0 0
14 Nov 890.60 20.5 -4.85 - 0 0 0
13 Nov 886.70 20.5 -4.85 - 0 0 0
12 Nov 882.05 20.5 -4.85 - 0 0 0
11 Nov 889.40 20.5 -4.85 - 0 0 0
10 Nov 914.60 20.5 -4.85 - 0 0 0
7 Nov 908.70 20.5 -4.85 - 0 0 0
6 Nov 881.00 20.5 -4.85 - 0 0 0
4 Nov 880.30 20.5 -4.85 - 0 0 0
3 Nov 866.95 20.5 -4.85 - 0 0 0
31 Oct 877.85 20.5 -4.85 - 0 0 0
30 Oct 878.30 20.5 -4.85 - 0 0 0
29 Oct 882.45 20.5 -4.85 - 0 0 0
28 Oct 879.90 20.5 -4.85 - 0 0 0
27 Oct 864.20 20.5 -4.85 - 0 0 0
24 Oct 860.35 20.5 -4.85 - 0 0 0
23 Oct 870.70 20.5 -4.85 - 0 0 0
20 Oct 865.20 20.5 -4.85 - 0 0 0
16 Oct 798.50 20.5 -4.85 - 0 0 0
14 Oct 772.65 20.5 -4.85 - 0 0 0
13 Oct 767.10 20.5 -4.85 - 0 0 0
10 Oct 763.25 20.5 -4.85 - 0 0 0
9 Oct 760.00 20.5 -4.85 - 0 0 0
8 Oct 767.70 20.5 -4.85 - 0 1 0
6 Oct 762.95 0 0 - 0 0 0
3 Oct 741.90 0 0 5.52 0 0 0


For Au Small Finance Bank Ltd - strike price 820 expiring on 30DEC2025

Delta for 820 CE is -

Historical price for 820 CE is as follows

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 143.25, which was 18.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 143.25, which was 18.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 143.25, which was 18.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 143.25, which was 18.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 10


On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 125, which was 16.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 125, which was 16.05 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 125, which was 16.05 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 125, which was 16.05 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 125, which was 16.05 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 125, which was 16.05 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 125, which was 16.05 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 125, which was 16.05 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 125, which was 16.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 125, which was 16.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 108.95, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 107.4, which was -1.6 lower than the previous day. The implied volatity was 26.40, the open interest changed by 7 which increased total open position to 9


On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 109, which was 88.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 20.5, which was -4.85 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 20.5, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov AUBANK was trading at 912.70. The strike last trading price was 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct AUBANK was trading at 864.20. The strike last trading price was 20.5, which was -4.85 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 20.5, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Oct AUBANK was trading at 870.70. The strike last trading price was 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 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 20.5, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased 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 5.52, the open interest changed by 0 which decreased total open position to 0


AUBANK 30DEC2025 820 PE
Delta: -0.01
Vega: 0.07
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 968.05 0.35 0.05 35.23 5 -4 100
11 Dec 973.00 0.3 -0.15 - 0 0 104
10 Dec 993.70 0.3 -0.15 36.65 34 0 104
9 Dec 972.05 0.45 -0.1 34.39 9 -6 104
8 Dec 952.55 0.55 0.05 31.56 23 -2 110
5 Dec 960.70 0.5 -0.15 30.57 24 -2 118
4 Dec 948.75 0.65 -0.05 29.30 5 -2 120
3 Dec 948.70 0.7 0 29.64 31 1 128
2 Dec 953.05 0.7 -0.1 29.05 17 -4 128
1 Dec 950.50 0.8 -0.1 - 0 -1 0
28 Nov 955.25 0.8 -0.1 28.19 10 -1 132
27 Nov 947.15 0.9 -0.1 27.12 52 10 133
26 Nov 953.75 1 -0.65 28.29 95 47 123
25 Nov 944.05 1.65 -0.55 29.61 36 9 76
24 Nov 925.10 2.2 -0.45 27.64 61 13 66
21 Nov 915.35 2.55 -0.5 26.07 15 9 54
20 Nov 919.30 3.05 -0.4 28.14 31 16 47
19 Nov 925.65 3.45 -0.15 28.93 37 1 31
18 Nov 920.15 3.6 0.1 28.60 25 11 29
17 Nov 912.70 3.5 -2.25 26.72 34 -21 19
14 Nov 890.60 5.75 -1.35 25.72 1 0 41
13 Nov 886.70 7.1 0.55 - 0 3 0
12 Nov 882.05 7.1 0.55 24.73 5 2 40
11 Nov 889.40 6.55 2.05 25.79 15 10 36
10 Nov 914.60 4.5 -1.35 26.53 10 -6 23
7 Nov 908.70 5.85 -3.65 27.11 6 1 27
6 Nov 881.00 9.5 -1.4 26.54 9 0 26
4 Nov 880.30 10.9 0.75 - 0 0 0
3 Nov 866.95 10.9 0.75 24.65 11 0 26
31 Oct 877.85 10.15 -0.85 - 0 7 0
30 Oct 878.30 10.15 -0.85 25.05 7 4 23
29 Oct 882.45 11 -90.55 27.11 19 17 17
28 Oct 879.90 101.55 0 5.75 0 0 0
27 Oct 864.20 101.55 0 4.72 0 0 0
24 Oct 860.35 101.55 0 4.22 0 0 0
23 Oct 870.70 101.55 0 5.03 0 0 0
20 Oct 865.20 101.55 0 - 0 0 0
16 Oct 798.50 101.55 0 - 0 0 0
14 Oct 772.65 101.55 0 - 0 0 0
13 Oct 767.10 101.55 0 - 0 0 0
10 Oct 763.25 101.55 0 - 0 0 0
9 Oct 760.00 101.55 0 - 0 0 0
8 Oct 767.70 101.55 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 820 expiring on 30DEC2025

Delta for 820 PE is -0.01

Historical price for 820 PE is as follows

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 35.23, the open interest changed by -4 which decreased total open position to 100


On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 0.3, 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 104


On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 36.65, the open interest changed by 0 which decreased total open position to 104


On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 34.39, the open interest changed by -6 which decreased total open position to 104


On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 31.56, the open interest changed by -2 which decreased total open position to 110


On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 30.57, the open interest changed by -2 which decreased total open position to 118


On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 29.30, the open interest changed by -2 which decreased total open position to 120


On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 29.64, the open interest changed by 1 which increased total open position to 128


On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 29.05, the open interest changed by -4 which decreased total open position to 128


On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 28.19, the open interest changed by -1 which decreased total open position to 132


On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 27.12, the open interest changed by 10 which increased total open position to 133


On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 28.29, the open interest changed by 47 which increased total open position to 123


On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was 29.61, the open interest changed by 9 which increased total open position to 76


On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 27.64, the open interest changed by 13 which increased total open position to 66


On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 2.55, which was -0.5 lower than the previous day. The implied volatity was 26.07, the open interest changed by 9 which increased total open position to 54


On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 3.05, which was -0.4 lower than the previous day. The implied volatity was 28.14, the open interest changed by 16 which increased total open position to 47


On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 3.45, which was -0.15 lower than the previous day. The implied volatity was 28.93, the open interest changed by 1 which increased total open position to 31


On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 3.6, which was 0.1 higher than the previous day. The implied volatity was 28.60, the open interest changed by 11 which increased total open position to 29


On 17 Nov AUBANK was trading at 912.70. The strike last trading price was 3.5, which was -2.25 lower than the previous day. The implied volatity was 26.72, the open interest changed by -21 which decreased total open position to 19


On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 5.75, which was -1.35 lower than the previous day. The implied volatity was 25.72, the open interest changed by 0 which decreased total open position to 41


On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 7.1, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 7.1, which was 0.55 higher than the previous day. The implied volatity was 24.73, the open interest changed by 2 which increased total open position to 40


On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 6.55, which was 2.05 higher than the previous day. The implied volatity was 25.79, the open interest changed by 10 which increased total open position to 36


On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 4.5, which was -1.35 lower than the previous day. The implied volatity was 26.53, the open interest changed by -6 which decreased total open position to 23


On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 5.85, which was -3.65 lower than the previous day. The implied volatity was 27.11, the open interest changed by 1 which increased total open position to 27


On 6 Nov AUBANK was trading at 881.00. The strike last trading price was 9.5, which was -1.4 lower than the previous day. The implied volatity was 26.54, the open interest changed by 0 which decreased total open position to 26


On 4 Nov AUBANK was trading at 880.30. The strike last trading price was 10.9, which was 0.75 higher 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 10.9, which was 0.75 higher than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 26


On 31 Oct AUBANK was trading at 877.85. The strike last trading price was 10.15, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 30 Oct AUBANK was trading at 878.30. The strike last trading price was 10.15, which was -0.85 lower than the previous day. The implied volatity was 25.05, the open interest changed by 4 which increased total open position to 23


On 29 Oct AUBANK was trading at 882.45. The strike last trading price was 11, which was -90.55 lower than the previous day. The implied volatity was 27.11, the open interest changed by 17 which increased total open position to 17


On 28 Oct AUBANK was trading at 879.90. The strike last trading price was 101.55, which was 0 lower than the previous day. The implied volatity was 5.75, the open interest changed by 0 which decreased total open position to 0


On 27 Oct AUBANK was trading at 864.20. The strike last trading price was 101.55, which was 0 lower than the previous day. The implied volatity was 4.72, 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 101.55, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0


On 23 Oct AUBANK was trading at 870.70. The strike last trading price was 101.55, which was 0 lower than the previous day. The implied volatity was 5.03, 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 101.55, 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 101.55, 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 101.55, 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 101.55, 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 101.55, 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 101.55, 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 101.55, 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