[--[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 840 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 968.05 120.55 21.55 - 0 0 14
11 Dec 973.00 120.55 21.55 - 0 0 14
10 Dec 993.70 120.55 21.55 - 0 0 14
9 Dec 972.05 120.55 21.55 - 0 0 0
8 Dec 952.55 120.55 21.55 - 0 0 14
5 Dec 960.70 120.55 21.55 - 0 0 0
4 Dec 948.75 120.55 21.55 - 0 0 0
3 Dec 948.70 120.55 21.55 - 0 0 0
2 Dec 953.05 120.55 21.55 35.45 3 0 14
1 Dec 950.50 99 39 - 0 0 0
28 Nov 955.25 99 39 - 0 0 0
27 Nov 947.15 99 39 - 0 0 0
26 Nov 953.75 99 39 - 0 2 0
25 Nov 944.05 99 39 - 2 0 12
24 Nov 925.10 60 0.75 - 0 0 0
21 Nov 915.35 60 0.75 - 0 0 0
20 Nov 919.30 60 0.75 - 0 0 0
19 Nov 925.65 60 0.75 - 0 0 0
18 Nov 920.15 60 0.75 - 0 0 0
17 Nov 912.70 60 0.75 - 0 0 0
14 Nov 890.60 60 0.75 - 0 0 0
13 Nov 886.70 60 0.75 - 0 0 0
12 Nov 882.05 60 0.75 21.60 1 0 12
11 Nov 889.40 59.25 0.85 - 0 0 0
10 Nov 914.60 59.25 0.85 - 0 0 0
7 Nov 908.70 59.25 0.85 - 0 0 0
6 Nov 881.00 59.25 0.85 - 0 0 0
4 Nov 880.30 59.25 0.85 - 0 0 0
3 Nov 866.95 59.25 0.85 - 0 1 0
31 Oct 877.85 59.25 0.85 - 1 0 11
30 Oct 878.30 58.4 -2.8 18.75 9 8 10
29 Oct 882.45 61.2 45.6 15.16 1 0 1
28 Oct 879.90 15.6 -5.05 - 0 0 0
27 Oct 864.20 15.6 -5.05 - 0 0 0
24 Oct 860.35 15.6 -5.05 - 0 0 0
23 Oct 870.70 15.6 -5.05 - 0 0 0
20 Oct 865.20 15.6 -5.05 - 0 0 0
16 Oct 798.50 15.6 -5.05 - 0 0 0
14 Oct 772.65 15.6 -5.05 - 0 0 0
13 Oct 767.10 15.6 -5.05 - 0 0 0
10 Oct 763.25 15.6 -5.05 - 0 0 0
9 Oct 760.00 15.6 -5.05 - 0 0 0
8 Oct 767.70 15.6 -5.05 - 0 1 0
6 Oct 762.95 0 0 4.18 0 0 0
3 Oct 741.90 0 0 5.58 0 0 0


For Au Small Finance Bank Ltd - strike price 840 expiring on 30DEC2025

Delta for 840 CE is -

Historical price for 840 CE is as follows

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 120.55, which was 21.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 120.55, which was 21.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 120.55, which was 21.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 120.55, which was 21.55 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 120.55, which was 21.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 120.55, which was 21.55 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 120.55, which was 21.55 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 120.55, which was 21.55 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 120.55, which was 21.55 higher than the previous day. The implied volatity was 35.45, the open interest changed by 0 which decreased total open position to 14


On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 99, which was 39 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 99, which was 39 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 99, which was 39 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 99, which was 39 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 99, which was 39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 60, 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 21 Nov AUBANK was trading at 915.35. The strike last trading price was 60, 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 20 Nov AUBANK was trading at 919.30. The strike last trading price was 60, 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 19 Nov AUBANK was trading at 925.65. The strike last trading price was 60, 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 18 Nov AUBANK was trading at 920.15. The strike last trading price was 60, 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 17 Nov AUBANK was trading at 912.70. The strike last trading price was 60, 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 14 Nov AUBANK was trading at 890.60. The strike last trading price was 60, 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 13 Nov AUBANK was trading at 886.70. The strike last trading price was 60, 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 12 Nov AUBANK was trading at 882.05. The strike last trading price was 60, which was 0.75 higher than the previous day. The implied volatity was 21.60, the open interest changed by 0 which decreased total open position to 12


On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 59.25, which was 0.85 higher 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 59.25, which was 0.85 higher 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 59.25, which was 0.85 higher 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 59.25, which was 0.85 higher 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 59.25, which was 0.85 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 59.25, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct AUBANK was trading at 877.85. The strike last trading price was 59.25, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 30 Oct AUBANK was trading at 878.30. The strike last trading price was 58.4, which was -2.8 lower than the previous day. The implied volatity was 18.75, the open interest changed by 8 which increased total open position to 10


On 29 Oct AUBANK was trading at 882.45. The strike last trading price was 61.2, which was 45.6 higher than the previous day. The implied volatity was 15.16, the open interest changed by 0 which decreased total open position to 1


On 28 Oct AUBANK was trading at 879.90. The strike last trading price was 15.6, which was -5.05 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 15.6, which was -5.05 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 15.6, which was -5.05 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 15.6, which was -5.05 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 15.6, which was -5.05 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 15.6, which was -5.05 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 15.6, which was -5.05 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 15.6, which was -5.05 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 15.6, which was -5.05 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 15.6, which was -5.05 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 15.6, which was -5.05 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 4.18, 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 5.58, the open interest changed by 0 which decreased total open position to 0


AUBANK 30DEC2025 840 PE
Delta: -0.02
Vega: 0.12
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 968.05 0.65 0.05 33.94 1 0 43
11 Dec 973.00 0.6 0.05 33.51 11 -3 43
10 Dec 993.70 0.55 -0.15 35.81 19 -8 49
9 Dec 972.05 0.7 -0.1 32.48 8 -1 58
8 Dec 952.55 0.8 -0.05 29.13 3 -1 60
5 Dec 960.70 0.85 -0.25 29.13 26 -8 68
4 Dec 948.75 1.1 -0.05 27.84 3 -2 76
3 Dec 948.70 1.15 0 28.13 31 -6 78
2 Dec 953.05 1.15 0 27.57 13 -4 84
1 Dec 950.50 1.1 0 26.67 13 1 86
28 Nov 955.25 1.1 -0.4 26.16 5 2 84
27 Nov 947.15 1.5 0 25.88 17 4 81
26 Nov 953.75 1.5 -1 26.64 65 49 75
25 Nov 944.05 2.55 -114 28.36 33 26 26
24 Nov 925.10 116.55 0 8.81 0 0 0
21 Nov 915.35 116.55 0 8.03 0 0 0
20 Nov 919.30 116.55 0 8.06 0 0 0
19 Nov 925.65 116.55 0 8.29 0 0 0
18 Nov 920.15 116.55 0 8.13 0 0 0
17 Nov 912.70 116.55 0 7.46 0 0 0
14 Nov 890.60 116.55 0 5.60 0 0 0
13 Nov 886.70 116.55 0 5.24 0 0 0
12 Nov 882.05 116.55 0 4.68 0 0 0
11 Nov 889.40 116.55 0 5.34 0 0 0
10 Nov 914.60 116.55 0 7.16 0 0 0
7 Nov 908.70 116.55 0 6.48 0 0 0
6 Nov 881.00 116.55 0 4.42 0 0 0
4 Nov 880.30 116.55 0 4.34 0 0 0
3 Nov 866.95 116.55 0 3.40 0 0 0
31 Oct 877.85 116.55 0 - 0 0 0
30 Oct 878.30 116.55 0 4.01 0 0 0
29 Oct 882.45 116.55 0 4.50 0 0 0
28 Oct 879.90 116.55 0 4.24 0 0 0
27 Oct 864.20 116.55 0 - 0 0 0
24 Oct 860.35 116.55 0 2.71 0 0 0
23 Oct 870.70 116.55 0 3.49 0 0 0
20 Oct 865.20 116.55 0 - 0 0 0
16 Oct 798.50 116.55 0 - 0 0 0
14 Oct 772.65 0 0 - 0 0 0
13 Oct 767.10 0 0 - 0 0 0
10 Oct 763.25 0 0 - 0 0 0
9 Oct 760.00 0 0 - 0 0 0
8 Oct 767.70 0 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 840 expiring on 30DEC2025

Delta for 840 PE is -0.02

Historical price for 840 PE is as follows

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 33.94, the open interest changed by 0 which decreased total open position to 43


On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 33.51, the open interest changed by -3 which decreased total open position to 43


On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 35.81, the open interest changed by -8 which decreased total open position to 49


On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 32.48, the open interest changed by -1 which decreased total open position to 58


On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 29.13, the open interest changed by -1 which decreased total open position to 60


On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 29.13, the open interest changed by -8 which decreased total open position to 68


On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 27.84, the open interest changed by -2 which decreased total open position to 76


On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 28.13, the open interest changed by -6 which decreased total open position to 78


On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 27.57, the open interest changed by -4 which decreased total open position to 84


On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 26.67, the open interest changed by 1 which increased total open position to 86


On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 1.1, which was -0.4 lower than the previous day. The implied volatity was 26.16, the open interest changed by 2 which increased total open position to 84


On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 25.88, the open interest changed by 4 which increased total open position to 81


On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 1.5, which was -1 lower than the previous day. The implied volatity was 26.64, the open interest changed by 49 which increased total open position to 75


On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 2.55, which was -114 lower than the previous day. The implied volatity was 28.36, the open interest changed by 26 which increased total open position to 26


On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 116.55, which was 0 lower than the previous day. The implied volatity was 8.81, 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 116.55, which was 0 lower than the previous day. The implied volatity was 8.03, 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 116.55, which was 0 lower than the previous day. The implied volatity was 8.06, 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 116.55, which was 0 lower than the previous day. The implied volatity was 8.29, 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 116.55, which was 0 lower than the previous day. The implied volatity was 8.13, 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 116.55, which was 0 lower than the previous day. The implied volatity was 7.46, 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 116.55, which was 0 lower than the previous day. The implied volatity was 5.60, 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 116.55, which was 0 lower than the previous day. The implied volatity was 5.24, 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 116.55, which was 0 lower than the previous day. The implied volatity was 4.68, 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 116.55, which was 0 lower than the previous day. The implied volatity was 5.34, 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 116.55, which was 0 lower than the previous day. The implied volatity was 7.16, 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 116.55, which was 0 lower than the previous day. The implied volatity was 6.48, 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 116.55, which was 0 lower than the previous day. The implied volatity was 4.42, 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 116.55, which was 0 lower than the previous day. The implied volatity was 4.34, 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 116.55, which was 0 lower than the previous day. The implied volatity was 3.40, 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 116.55, 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 30 Oct AUBANK was trading at 878.30. The strike last trading price was 116.55, which was 0 lower than the previous day. The implied volatity was 4.01, 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 116.55, which was 0 lower than the previous day. The implied volatity was 4.50, 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 116.55, which was 0 lower than the previous day. The implied volatity was 4.24, 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 116.55, 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 24 Oct AUBANK was trading at 860.35. The strike last trading price was 116.55, which was 0 lower than the previous day. The implied volatity was 2.71, 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 116.55, which was 0 lower than the previous day. The implied volatity was 3.49, 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 116.55, 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 116.55, 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 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 13 Oct AUBANK was trading at 767.10. 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 10 Oct AUBANK was trading at 763.25. 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 9 Oct AUBANK was trading at 760.00. 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 8 Oct AUBANK was trading at 767.70. 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 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