AUBANK

Au Small Finance Bank Ltd

979.05 +11.00 (1.14%)

L: 957.4 H: 983.35

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Historical option data for AUBANK
15 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

AUBANK 30-DEC-2025 850 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	979.05	122.5 ₹ 1,22,500	-7.5 -7500.00	-	0 0	0 0	0 0
12 Dec	968.05	122.5 ₹ 1,22,500	-7.5 -7500.00	-	2 2,000	-1 -1,000	79 79,000
11 Dec	973.00	130 ₹ 1,30,000	-20 -20000.00	41.39	1 1,000	0 0	81 81,000
10 Dec	993.70	150 ₹ 1,50,000	33.55 33550.00	44.24	2 2,000	-1 -1,000	82 82,000
9 Dec	972.05	116.45 ₹ 1,16,450	12.55 12550.00	-	1 1,000	0 0	82 82,000
8 Dec	952.55	103.9 ₹ 1,03,900	7.95 7950.00	-	7 7,000	0 0	82 82,000
5 Dec	960.70	95.95 ₹ 95,950	-17.95 -17950.00	-	0 0	0 0	0 0
4 Dec	948.75	95.95 ₹ 95,950	-17.95 -17950.00	-	0 0	-1 -1,000	0 0
3 Dec	948.70	95.95 ₹ 95,950	-17.95 -17950.00	-	2 2,000	-1 -1,000	82 82,000
2 Dec	953.05	113.9 ₹ 1,13,900	3.95 3950.00	-	0 0	-2 -2,000	0 0
1 Dec	950.50	113.9 ₹ 1,13,900	3.95 3950.00	37.45	8 8,000	0 0	85 85,000
28 Nov	955.25	109.95 ₹ 1,09,950	7.95 7950.00	-	16 16,000	9 9,000	84 84,000
27 Nov	947.15	102 ₹ 1,02,000	-10.85 -10850.00	-	6 6,000	0 0	75 75,000
26 Nov	953.75	112.85 ₹ 1,12,850	12.95 12950.00	30.99	2 2,000	-1 -1,000	75 75,000
25 Nov	944.05	99.85 ₹ 99,850	17.25 17250.00	-	15 15,000	12 12,000	76 76,000
24 Nov	925.10	82.6 ₹ 82,600	2.6 2600.00	-	8 8,000	7 7,000	63 63,000
21 Nov	915.35	80 ₹ 80,000	-1 -1000.00	24.23	20 20,000	15 15,000	54 54,000
20 Nov	919.30	81 ₹ 81,000	-4.45 -4450.00	-	18 18,000	16 16,000	37 37,000
19 Nov	925.65	84.6 ₹ 84,600	25.95 25950.00	17.33	18 18,000	17 17,000	20 20,000
18 Nov	920.15	58.65 ₹ 58,650	-18.35 -18350.00	-	0 0	0 0	0 0
17 Nov	912.70	58.65 ₹ 58,650	-18.35 -18350.00	-	0 0	1 1,000	0 0
14 Nov	890.60	58.65 ₹ 58,650	-18.35 -18350.00	19.30	2 2,000	1 1,000	3 3,000
13 Nov	886.70	77 ₹ 77,000	2.1 2100.00	-	0 0	0 0	0 0
12 Nov	882.05	77 ₹ 77,000	2.1 2100.00	-	0 0	0 0	0 0
11 Nov	889.40	77 ₹ 77,000	2.1 2100.00	-	0 0	2 2,000	0 0
10 Nov	914.60	77 ₹ 77,000	2.1 2100.00	18.72	2 2,000	0 0	0 0
7 Nov	908.70	74.9 ₹ 74,900	0 0.00	-	0 0	0 0	0 0

6 Nov	881.00	74.9 ₹ 74,900	0 0.00	-	0 0	0 0	0 0
4 Nov	880.30	74.9 ₹ 74,900	0 0.00	-	0 0	0 0	0 0
3 Nov	866.95	74.9 ₹ 74,900	0 0.00	-	0 0	0 0	0 0
31 Oct	877.85	74.9 ₹ 74,900	0 0.00	-	0 0	0 0	0 0
30 Oct	878.30	74.9 ₹ 74,900	0 0.00	-	0 0	0 0	0 0
29 Oct	882.45	74.9 ₹ 74,900	0 0.00	-	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 850 expiring on 30DEC2025

Delta for 850 CE is -

Historical price for 850 CE is as follows

On 15 Dec AUBANK was trading at 979.05. The strike last trading price was 122.5, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 122.5, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 79

On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 130, which was -20 lower than the previous day. The implied volatity was 41.39, the open interest changed by 0 which decreased total open position to 81

On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 150, which was 33.55 higher than the previous day. The implied volatity was 44.24, the open interest changed by -1 which decreased total open position to 82

On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 116.45, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82

On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 103.9, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82

On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 95.95, which was -17.95 lower 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 95.95, which was -17.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 95.95, which was -17.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 82

On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 113.9, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 113.9, which was 3.95 higher than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 85

On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 109.95, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 84

On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 102, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75

On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 112.85, which was 12.95 higher than the previous day. The implied volatity was 30.99, the open interest changed by -1 which decreased total open position to 75

On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 99.85, which was 17.25 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 76

On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 82.6, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 63

On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 80, which was -1 lower than the previous day. The implied volatity was 24.23, the open interest changed by 15 which increased total open position to 54

On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 81, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 37

On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 84.6, which was 25.95 higher than the previous day. The implied volatity was 17.33, the open interest changed by 17 which increased total open position to 20

On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 58.65, which was -18.35 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 58.65, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 58.65, which was -18.35 lower than the previous day. The implied volatity was 19.30, the open interest changed by 1 which increased total open position to 3

On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 77, which was 2.1 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 77, which was 2.1 higher 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 77, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 77, which was 2.1 higher than the previous day. The implied volatity was 18.72, 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 74.9, 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 6 Nov AUBANK was trading at 881.00. The strike last trading price was 74.9, 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 4 Nov AUBANK was trading at 880.30. The strike last trading price was 74.9, 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 3 Nov AUBANK was trading at 866.95. The strike last trading price was 74.9, 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 31 Oct AUBANK was trading at 877.85. The strike last trading price was 74.9, 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 30 Oct AUBANK was trading at 878.30. The strike last trading price was 74.9, 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 29 Oct AUBANK was trading at 882.45. The strike last trading price was 74.9, 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

AUBANK 30DEC2025 850 PE
Delta: -0.02 Vega: 0.08 Theta: -0.09 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	979.05	0.4 ₹ 400	-0.25 -250.00	34.39	25 25,000	-17 -17,000	215 2,15,000
12 Dec	968.05	0.65 ₹ 650	-0.05 -50.00	31.65	40 40,000	9 9,000	232 2,32,000
11 Dec	973.00	0.7 ₹ 700	0.1 100.00	32.08	15 15,000	-1 -1,000	223 2,23,000
10 Dec	993.70	0.6 ₹ 600	-0.25 -250.00	34.29	126 1,26,000	-37 -37,000	225 2,25,000
9 Dec	972.05	0.85 ₹ 850	-0.15 -150.00	31.34	90 90,000	-2 -2,000	263 2,63,000
8 Dec	952.55	1 ₹ 1,000	0 0.00	28.06	58 58,000	-11 -11,000	266 2,66,000
5 Dec	960.70	0.95 ₹ 950	-0.35 -350.00	27.22	39 39,000	-19 -19,000	279 2,79,000
4 Dec	948.75	1.3 ₹ 1,300	0.1 100.00	26.58	51 51,000	0 0	298 2,98,000
3 Dec	948.70	1.2 ₹ 1,200	-0.25 -250.00	26.27	65 65,000	-8 -8,000	298 2,98,000
2 Dec	953.05	1.5 ₹ 1,500	-0.05 -50.00	26.92	29 29,000	-3 -3,000	307 3,07,000
1 Dec	950.50	1.45 ₹ 1,450	-0.1 -100.00	26.28	28 28,000	1 1,000	310 3,10,000
28 Nov	955.25	1.55 ₹ 1,550	-0.35 -350.00	25.81	28 28,000	4 4,000	308 3,08,000
27 Nov	947.15	1.85 ₹ 1,850	-0.1 -100.00	25.03	103 1,03,000	21 21,000	307 3,07,000
26 Nov	953.75	1.9 ₹ 1,900	-1.2 -1200.00	25.91	262 2,62,000	83 83,000	286 2,86,000
25 Nov	944.05	3.2 ₹ 3,200	-1 -1000.00	27.82	222 2,22,000	-18 -18,000	202 2,02,000
24 Nov	925.10	4.25 ₹ 4,250	-0.95 -950.00	25.69	162 1,62,000	32 32,000	219 2,19,000
21 Nov	915.35	5.2 ₹ 5,200	-0.55 -550.00	24.59	170 1,70,000	42 42,000	188 1,88,000
20 Nov	919.30	5.7 ₹ 5,700	-0.6 -600.00	26.48	68 68,000	21 21,000	146 1,46,000
19 Nov	925.65	6.45 ₹ 6,450	0.15 150.00	27.55	92 92,000	30 30,000	125 1,25,000
18 Nov	920.15	6.3 ₹ 6,300	0 0.00	26.66	69 69,000	10 10,000	94 94,000
17 Nov	912.70	6.3 ₹ 6,300	-5 -5000.00	24.78	57 57,000	7 7,000	79 79,000
14 Nov	890.60	11.3 ₹ 11,300	-1.5 -1500.00	25.04	2 2,000	1 1,000	72 72,000
13 Nov	886.70	12.75 ₹ 12,750	-1 -1000.00	24.84	19 19,000	2 2,000	72 72,000
12 Nov	882.05	13.75 ₹ 13,750	1.5 1500.00	24.13	19 19,000	1 1,000	70 70,000
11 Nov	889.40	12.25 ₹ 12,250	4.5 4500.00	24.96	21 21,000	7 7,000	69 69,000
10 Nov	914.60	7.75 ₹ 7,750	-2.75 -2750.00	24.75	78 78,000	41 41,000	61 61,000
7 Nov	908.70	10.5 ₹ 10,500	-7.3 -7300.00	26.24	23 23,000	14 14,000	20 20,000
6 Nov	881.00	17.8 ₹ 17,800	-4.1 -4100.00	26.84	10 10,000	1 1,000	5 5,000
4 Nov	880.30	21.9 ₹ 21,900	0 0.00	29.67	1 1,000	0 0	3 3,000
3 Nov	866.95	21.9 ₹ 21,900	1.7 1700.00	26.16	3 3,000	1 1,000	3 3,000
31 Oct	877.85	20.2 ₹ 20,200	-15.85 -15850.00	-	0 0	2 2,000	0 0
30 Oct	878.30	20.2 ₹ 20,200	-15.85 -15850.00	26.64	2 2,000	1 1,000	1 1,000
29 Oct	882.45	36.05 ₹ 36,050	0 0.00	3.73	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 850 expiring on 30DEC2025

Delta for 850 PE is -0.02

Historical price for 850 PE is as follows

On 15 Dec AUBANK was trading at 979.05. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 34.39, the open interest changed by -17 which decreased total open position to 215

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 31.65, the open interest changed by 9 which increased total open position to 232

On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 32.08, the open interest changed by -1 which decreased total open position to 223

On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 34.29, the open interest changed by -37 which decreased total open position to 225

On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 31.34, the open interest changed by -2 which decreased total open position to 263

On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 28.06, the open interest changed by -11 which decreased total open position to 266

On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 27.22, the open interest changed by -19 which decreased total open position to 279

On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 26.58, the open interest changed by 0 which decreased total open position to 298

On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 26.27, the open interest changed by -8 which decreased total open position to 298

On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 26.92, the open interest changed by -3 which decreased total open position to 307

On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 26.28, the open interest changed by 1 which increased total open position to 310

On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 25.81, the open interest changed by 4 which increased total open position to 308

On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 1.85, which was -0.1 lower than the previous day. The implied volatity was 25.03, the open interest changed by 21 which increased total open position to 307

On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 1.9, which was -1.2 lower than the previous day. The implied volatity was 25.91, the open interest changed by 83 which increased total open position to 286

On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 3.2, which was -1 lower than the previous day. The implied volatity was 27.82, the open interest changed by -18 which decreased total open position to 202

On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 4.25, which was -0.95 lower than the previous day. The implied volatity was 25.69, the open interest changed by 32 which increased total open position to 219

On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 5.2, which was -0.55 lower than the previous day. The implied volatity was 24.59, the open interest changed by 42 which increased total open position to 188

On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 5.7, which was -0.6 lower than the previous day. The implied volatity was 26.48, the open interest changed by 21 which increased total open position to 146

On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 6.45, which was 0.15 higher than the previous day. The implied volatity was 27.55, the open interest changed by 30 which increased total open position to 125

On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 26.66, the open interest changed by 10 which increased total open position to 94

On 17 Nov AUBANK was trading at 912.70. The strike last trading price was 6.3, which was -5 lower than the previous day. The implied volatity was 24.78, the open interest changed by 7 which increased total open position to 79

On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 11.3, which was -1.5 lower than the previous day. The implied volatity was 25.04, the open interest changed by 1 which increased total open position to 72

On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 12.75, which was -1 lower than the previous day. The implied volatity was 24.84, the open interest changed by 2 which increased total open position to 72

On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 13.75, which was 1.5 higher than the previous day. The implied volatity was 24.13, the open interest changed by 1 which increased total open position to 70

On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 12.25, which was 4.5 higher than the previous day. The implied volatity was 24.96, the open interest changed by 7 which increased total open position to 69

On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 7.75, which was -2.75 lower than the previous day. The implied volatity was 24.75, the open interest changed by 41 which increased total open position to 61

On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 10.5, which was -7.3 lower than the previous day. The implied volatity was 26.24, the open interest changed by 14 which increased total open position to 20

On 6 Nov AUBANK was trading at 881.00. The strike last trading price was 17.8, which was -4.1 lower than the previous day. The implied volatity was 26.84, the open interest changed by 1 which increased total open position to 5

On 4 Nov AUBANK was trading at 880.30. The strike last trading price was 21.9, which was 0 lower than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 3

On 3 Nov AUBANK was trading at 866.95. The strike last trading price was 21.9, which was 1.7 higher than the previous day. The implied volatity was 26.16, the open interest changed by 1 which increased total open position to 3

On 31 Oct AUBANK was trading at 877.85. The strike last trading price was 20.2, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 30 Oct AUBANK was trading at 878.30. The strike last trading price was 20.2, which was -15.85 lower than the previous day. The implied volatity was 26.64, the open interest changed by 1 which increased total open position to 1

On 29 Oct AUBANK was trading at 882.45. The strike last trading price was 36.05, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0

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