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

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 870 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	968.05	92.5 ₹ 92,500	-1.5 -1500.00	-	0 0	0 0	20 20,000
11 Dec	973.00	92.5 ₹ 92,500	-1.5 -1500.00	-	0 0	0 0	20 20,000
10 Dec	993.70	92.5 ₹ 92,500	-1.5 -1500.00	-	0 0	0 0	20 20,000
9 Dec	972.05	92.5 ₹ 92,500	-1.5 -1500.00	-	0 0	0 0	0 0
8 Dec	952.55	92.5 ₹ 92,500	-1.5 -1500.00	-	0 0	0 0	20 20,000
5 Dec	960.70	92.5 ₹ 92,500	-1.5 -1500.00	-	0 0	0 0	0 0
4 Dec	948.75	92.5 ₹ 92,500	-1.5 -1500.00	-	0 0	0 0	0 0
3 Dec	948.70	92.5 ₹ 92,500	-1.5 -1500.00	-	0 0	0 0	0 0
2 Dec	953.05	92.5 ₹ 92,500	-1.5 -1500.00	30.59	2 2,000	0 0	20 20,000
1 Dec	950.50	94 ₹ 94,000	9.4 9400.00	32.10	2 2,000	0 0	18 18,000
28 Nov	955.25	84.6 ₹ 84,600	-11.5 -11500.00	-	2 2,000	0 0	20 20,000
27 Nov	947.15	96.1 ₹ 96,100	21.35 21350.00	-	0 0	2 2,000	0 0
26 Nov	953.75	96.1 ₹ 96,100	21.35 21350.00	31.65	7 7,000	1 1,000	19 19,000
25 Nov	944.05	74.75 ₹ 74,750	5.75 5750.00	-	8 8,000	6 6,000	18 18,000
24 Nov	925.10	69 ₹ 69,000	23.35 23350.00	23.03	3 3,000	0 0	10 10,000
21 Nov	915.35	45.5 ₹ 45,500	-0.3 -300.00	-	0 0	0 0	0 0
20 Nov	919.30	45.5 ₹ 45,500	-0.3 -300.00	-	0 0	0 0	0 0
19 Nov	925.65	45.5 ₹ 45,500	-0.3 -300.00	-	0 0	0 0	0 0

18 Nov	920.15	45.5 ₹ 45,500	-0.3 -300.00	-	0 0	0 0	0 0
17 Nov	912.70	45.5 ₹ 45,500	-0.3 -300.00	-	0 0	9 9,000	0 0
14 Nov	890.60	45.5 ₹ 45,500	-0.3 -300.00	20.86	10 10,000	7 7,000	8 8,000
13 Nov	886.70	45.8 ₹ 45,800	-18.1 -18100.00	-	0 0	1 1,000	0 0
12 Nov	882.05	45.8 ₹ 45,800	-18.1 -18100.00	26.99	1 1,000	0 0	0 0
11 Nov	889.40	63.9 ₹ 63,900	0 0.00	-	0 0	0 0	0 0
10 Nov	914.60	63.9 ₹ 63,900	0 0.00	-	0 0	0 0	0 0
7 Nov	908.70	63.9 ₹ 63,900	0 0.00	-	0 0	0 0	0 0
6 Nov	881.00	63.9 ₹ 63,900	0 0.00	-	0 0	0 0	0 0
4 Nov	880.30	63.9 ₹ 63,900	0 0.00	-	0 0	0 0	0 0
3 Nov	866.95	63.9 ₹ 63,900	0 0.00	-	0 0	0 0	0 0
31 Oct	877.85	63.9 ₹ 63,900	0 0.00	-	0 0	0 0	0 0
30 Oct	878.30	63.9 ₹ 63,900	0 0.00	-	0 0	0 0	0 0
29 Oct	882.45	63.9 ₹ 63,900	0 0.00	-	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 870 expiring on 30DEC2025

Delta for 870 CE is -

Historical price for 870 CE is as follows

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 92.5, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20

On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 92.5, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20

On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 92.5, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20

On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 92.5, which was -1.5 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 92.5, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20

On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 92.5, which was -1.5 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 92.5, which was -1.5 lower 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 92.5, which was -1.5 lower 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 92.5, which was -1.5 lower than the previous day. The implied volatity was 30.59, the open interest changed by 0 which decreased total open position to 20

On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 94, which was 9.4 higher than the previous day. The implied volatity was 32.10, the open interest changed by 0 which decreased total open position to 18

On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 84.6, which was -11.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20

On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 96.1, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 96.1, which was 21.35 higher than the previous day. The implied volatity was 31.65, the open interest changed by 1 which increased total open position to 19

On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 74.75, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 18

On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 69, which was 23.35 higher than the previous day. The implied volatity was 23.03, the open interest changed by 0 which decreased total open position to 10

On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 45.5, which was -0.3 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 45.5, which was -0.3 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 45.5, which was -0.3 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 45.5, which was -0.3 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 45.5, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0

On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 45.5, which was -0.3 lower than the previous day. The implied volatity was 20.86, the open interest changed by 7 which increased total open position to 8

On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 45.8, which was -18.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 45.8, which was -18.1 lower than the previous day. The implied volatity was 26.99, 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 63.9, 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 10 Nov AUBANK was trading at 914.60. The strike last trading price was 63.9, 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 7 Nov AUBANK was trading at 908.70. The strike last trading price was 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 870 PE
Delta: -0.04 Vega: 0.18 Theta: -0.13 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	968.05	0.95 ₹ 950	-0.2 -200.00	28.92	12 12,000	-1 -1,000	235 2,35,000
11 Dec	973.00	1.15 ₹ 1,150	0.25 250.00	30.16	18 18,000	-8 -8,000	235 2,35,000
10 Dec	993.70	0.9 ₹ 900	-0.4 -400.00	32.15	75 75,000	5 5,000	242 2,42,000
9 Dec	972.05	1.3 ₹ 1,300	-0.2 -200.00	29.18	62 62,000	32 32,000	236 2,36,000
8 Dec	952.55	1.5 ₹ 1,500	0 0.00	25.60	80 80,000	-1 -1,000	207 2,07,000
5 Dec	960.70	1.5 ₹ 1,500	-0.75 -750.00	25.28	101 1,01,000	27 27,000	206 2,06,000
4 Dec	948.75	2.2 ₹ 2,200	0.1 100.00	25.09	37 37,000	6 6,000	179 1,79,000
3 Dec	948.70	2 ₹ 2,000	-0.45 -450.00	24.72	53 53,000	3 3,000	174 1,74,000
2 Dec	953.05	2.45 ₹ 2,450	-0.1 -100.00	25.43	78 78,000	1 1,000	171 1,71,000
1 Dec	950.50	2.65 ₹ 2,650	0.15 150.00	25.50	40 40,000	-12 -12,000	169 1,69,000
28 Nov	955.25	2.4 ₹ 2,400	-0.7 -700.00	24.16	44 44,000	10 10,000	180 1,80,000
27 Nov	947.15	3.1 ₹ 3,100	0.05 50.00	23.87	70 70,000	45 45,000	169 1,69,000
26 Nov	953.75	3.05 ₹ 3,050	-1.85 -1850.00	24.64	162 1,62,000	32 32,000	124 1,24,000
25 Nov	944.05	4.9 ₹ 4,900	-2 -2000.00	26.61	90 90,000	12 12,000	85 85,000
24 Nov	925.10	6.7 ₹ 6,700	-1.75 -1750.00	24.63	89 89,000	13 13,000	73 73,000
21 Nov	915.35	8.45 ₹ 8,450	-0.35 -350.00	23.97	35 35,000	1 1,000	59 59,000
20 Nov	919.30	8.8 ₹ 8,800	-1.1 -1100.00	25.74	15 15,000	5 5,000	59 59,000
19 Nov	925.65	9.9 ₹ 9,900	-0.6 -600.00	27.03	21 21,000	9 9,000	54 54,000
18 Nov	920.15	10.5 ₹ 10,500	0.1 100.00	26.98	47 47,000	25 25,000	46 46,000
17 Nov	912.70	10.4 ₹ 10,400	-6.05 -6050.00	24.75	21 21,000	11 11,000	21 21,000
14 Nov	890.60	16.35 ₹ 16,350	-2.85 -2850.00	24.15	3 3,000	0 0	7 7,000
13 Nov	886.70	19.2 ₹ 19,200	0.7 700.00	24.74	1 1,000	0 0	8 8,000
12 Nov	882.05	18.5 ₹ 18,500	5.45 5450.00	-	0 0	-1 -1,000	0 0
11 Nov	889.40	18.5 ₹ 18,500	5.45 5450.00	24.95	4 4,000	-2 -2,000	7 7,000
10 Nov	914.60	13.05 ₹ 13,050	-3.95 -3950.00	25.51	10 10,000	0 0	9 9,000
7 Nov	908.70	17 ₹ 17,000	-6.9 -6900.00	27.31	12 12,000	0 0	9 9,000
6 Nov	881.00	23.2 ₹ 23,200	-2.8 -2800.00	25.33	4 4,000	3 3,000	9 9,000
4 Nov	880.30	26 ₹ 26,000	-2 -2000.00	26.90	1 1,000	0 0	5 5,000
3 Nov	866.95	28 ₹ 28,000	2.65 2650.00	24.44	2 2,000	1 1,000	6 6,000
31 Oct	877.85	25.35 ₹ 25,350	-5.2 -5200.00	-	5 5,000	0 0	1 1,000
30 Oct	878.30	30.55 ₹ 30,550	-14.35 -14350.00	28.77	1 1,000	0 0	0 0
29 Oct	882.45	44.9 ₹ 44,900	0 0.00	2.19	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 870 expiring on 30DEC2025

Delta for 870 PE is -0.04

Historical price for 870 PE is as follows

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 28.92, the open interest changed by -1 which decreased total open position to 235

On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 1.15, which was 0.25 higher than the previous day. The implied volatity was 30.16, the open interest changed by -8 which decreased total open position to 235

On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 0.9, which was -0.4 lower than the previous day. The implied volatity was 32.15, the open interest changed by 5 which increased total open position to 242

On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 29.18, the open interest changed by 32 which increased total open position to 236

On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 25.60, the open interest changed by -1 which decreased total open position to 207

On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 25.28, the open interest changed by 27 which increased total open position to 206

On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 2.2, which was 0.1 higher than the previous day. The implied volatity was 25.09, the open interest changed by 6 which increased total open position to 179

On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 24.72, the open interest changed by 3 which increased total open position to 174

On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 2.45, which was -0.1 lower than the previous day. The implied volatity was 25.43, the open interest changed by 1 which increased total open position to 171

On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was 25.50, the open interest changed by -12 which decreased total open position to 169

On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 2.4, which was -0.7 lower than the previous day. The implied volatity was 24.16, the open interest changed by 10 which increased total open position to 180

On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 3.1, which was 0.05 higher than the previous day. The implied volatity was 23.87, the open interest changed by 45 which increased total open position to 169

On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 3.05, which was -1.85 lower than the previous day. The implied volatity was 24.64, the open interest changed by 32 which increased total open position to 124

On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 4.9, which was -2 lower than the previous day. The implied volatity was 26.61, the open interest changed by 12 which increased total open position to 85

On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 6.7, which was -1.75 lower than the previous day. The implied volatity was 24.63, the open interest changed by 13 which increased total open position to 73

On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 8.45, which was -0.35 lower than the previous day. The implied volatity was 23.97, the open interest changed by 1 which increased total open position to 59

On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 8.8, which was -1.1 lower than the previous day. The implied volatity was 25.74, the open interest changed by 5 which increased total open position to 59

On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 9.9, which was -0.6 lower than the previous day. The implied volatity was 27.03, the open interest changed by 9 which increased total open position to 54

On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 10.5, which was 0.1 higher than the previous day. The implied volatity was 26.98, the open interest changed by 25 which increased total open position to 46

On 17 Nov AUBANK was trading at 912.70. The strike last trading price was 10.4, which was -6.05 lower than the previous day. The implied volatity was 24.75, the open interest changed by 11 which increased total open position to 21

On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 16.35, which was -2.85 lower than the previous day. The implied volatity was 24.15, the open interest changed by 0 which decreased total open position to 7

On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 19.2, which was 0.7 higher than the previous day. The implied volatity was 24.74, the open interest changed by 0 which decreased total open position to 8

On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 18.5, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 18.5, which was 5.45 higher than the previous day. The implied volatity was 24.95, the open interest changed by -2 which decreased total open position to 7

On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 13.05, which was -3.95 lower than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 9

On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 17, which was -6.9 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 9

On 6 Nov AUBANK was trading at 881.00. The strike last trading price was 23.2, which was -2.8 lower than the previous day. The implied volatity was 25.33, the open interest changed by 3 which increased total open position to 9

On 4 Nov AUBANK was trading at 880.30. The strike last trading price was 26, which was -2 lower than the previous day. The implied volatity was 26.90, the open interest changed by 0 which decreased total open position to 5

On 3 Nov AUBANK was trading at 866.95. The strike last trading price was 28, which was 2.65 higher than the previous day. The implied volatity was 24.44, the open interest changed by 1 which increased total open position to 6

On 31 Oct AUBANK was trading at 877.85. The strike last trading price was 25.35, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 30 Oct AUBANK was trading at 878.30. The strike last trading price was 30.55, which was -14.35 lower than the previous day. The implied volatity was 28.77, 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 44.9, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0

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