[--[65.84.65.76]--]

AUBANK

Au Small Finance Bank Ltd
847.8 -27.10 (-3.10%)
L: 831.65 H: 858

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Historical option data for AUBANK

02 Apr 2026 01:25 PM IST
AUBANK 28-Apr-2026 (26d) 880 CE
Delta: 0.41
Vega: 0.88
Theta: -0.74
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Apr 848.80 24.15 -13.5 38.64 293 22 284
1 Apr 874.90 36.45 8.3 38.29 529 76 265
30 Mar 842.70 28.05 -14.35 43.48 251 63 188
27 Mar 882.75 41.8 -18.15 35 93 63 125
25 Mar 910.40 59.95 20.4 34.91 26 -9 63
24 Mar 877.50 40.1 10.8 32.79 53 17 72
23 Mar 849.55 29.5 -23.5 32.18 79 40 54
20 Mar 901.50 54 0.05 37.22 17 10 14
19 Mar 901.55 53.95 -69.65 28.88 4 3 3
18 Mar 930.15 123.6 0 - 0 0 0
17 Mar 902.05 123.6 0 - 0 0 0
16 Mar 885.30 123.6 0 0.07 0 0 0
13 Mar 884.35 123.6 0 - 0 0 0
12 Mar 902.20 123.6 0 - 0 0 0
11 Mar 918.40 123.6 0 - 0 0 0
10 Mar 938.50 123.6 0 - 0 0 0
9 Mar 931.65 123.6 0 - 0 0 0
6 Mar 964.25 - - - 0 0 0
5 Mar 973.45 - - - 0 0 0
4 Mar 946.10 - - - 0 0 0
2 Mar 951.25 123.6 0 - 0 0 0
27 Feb 958.35 - - - 0 0 0
26 Feb 972.70 - - - 0 0 0
25 Feb 982.10 - - - 0 0 0
24 Feb 1002.20 0 0 - 0 0 0
23 Feb 974.10 0 0 - 0 0 0
20 Feb 1029.65 - - - 0 0 0
19 Feb 1017.05 - - - 0 0 0
18 Feb 1022.05 - - - 0 0 0
17 Feb 999.75 - - - 0 0 0
16 Feb 1010.00 - - - 0 0 0
13 Feb 994.90 - - - 0 0 0
12 Feb 1000.60 - - - 0 0 0
11 Feb 990.25 - - - 0 0 0
10 Feb 1001.15 - - - 0 0 0
9 Feb 1005.30 - - - 0 0 0
6 Feb 991.05 0 0 - 0 0 0
5 Feb 986.00 0 0 - 0 0 0
4 Feb 980.95 0 0 - 0 0 0
3 Feb 982.30 0 0 - 0 0 0
2 Feb 965.20 0 0 - 0 0 0
1 Feb 979.60 0 0 - 0 0 0
30 Jan 982.35 0 0 - 0 0 0
29 Jan 987.90 0 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 880 expiring on 28APR2026

Delta for 880 CE is 0.41

Historical price for 880 CE is as follows

On 2 Apr AUBANK was trading at 848.80. The strike last trading price was 24.15, which was -13.5 lower than the previous day. The implied volatity was 38.64, the open interest changed by 22 which increased total open position to 284


On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 36.45, which was 8.3 higher than the previous day. The implied volatity was 38.29, the open interest changed by 76 which increased total open position to 265


On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 28.05, which was -14.35 lower than the previous day. The implied volatity was 43.48, the open interest changed by 63 which increased total open position to 188


On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 41.8, which was -18.15 lower than the previous day. The implied volatity was 35, the open interest changed by 63 which increased total open position to 125


On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 59.95, which was 20.4 higher than the previous day. The implied volatity was 34.91, the open interest changed by -9 which decreased total open position to 63


On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 40.1, which was 10.8 higher than the previous day. The implied volatity was 32.79, the open interest changed by 17 which increased total open position to 72


On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 29.5, which was -23.5 lower than the previous day. The implied volatity was 32.18, the open interest changed by 40 which increased total open position to 54


On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 54, which was 0.05 higher than the previous day. The implied volatity was 37.22, the open interest changed by 10 which increased total open position to 14


On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 53.95, which was -69.65 lower than the previous day. The implied volatity was 28.88, the open interest changed by 3 which increased total open position to 3


On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 123.6, 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 17 Mar AUBANK was trading at 902.05. The strike last trading price was 123.6, 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 Mar AUBANK was trading at 885.30. The strike last trading price was 123.6, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0


On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 123.6, 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 Mar AUBANK was trading at 902.20. The strike last trading price was 123.6, 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 Mar AUBANK was trading at 918.40. The strike last trading price was 123.6, 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 Mar AUBANK was trading at 938.50. The strike last trading price was 123.6, 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 Mar AUBANK was trading at 931.65. The strike last trading price was 123.6, 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 Mar AUBANK was trading at 964.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Mar AUBANK was trading at 973.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Mar AUBANK was trading at 946.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 123.6, 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 27 Feb AUBANK was trading at 958.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb AUBANK was trading at 972.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb AUBANK was trading at 982.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb AUBANK was trading at 1002.20. 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 23 Feb AUBANK was trading at 974.10. 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 20 Feb AUBANK was trading at 1029.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb AUBANK was trading at 999.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb AUBANK was trading at 1010.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb AUBANK was trading at 994.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb AUBANK was trading at 1000.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb AUBANK was trading at 990.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb AUBANK was trading at 1001.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb AUBANK was trading at 1005.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb AUBANK was trading at 991.05. 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 5 Feb AUBANK was trading at 986.00. 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 4 Feb AUBANK was trading at 980.95. 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 Feb AUBANK was trading at 982.30. 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 2 Feb AUBANK was trading at 965.20. 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 1 Feb AUBANK was trading at 979.60. 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 30 Jan AUBANK was trading at 982.35. 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 29 Jan AUBANK was trading at 987.90. 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


AUBANK 28-Apr-2026 (26d) 880 PE
Delta: -0.57
Vega: 0.89
Theta: -0.65
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Apr 848.80 57 18.55 46.9 46 -10 131
1 Apr 874.90 38.45 -21.65 40.76 558 55 141
30 Mar 842.70 59.6 23.4 43.66 71 7 86
27 Mar 882.75 36 11.75 39.64 85 -1 79
25 Mar 910.40 24 -12.5 37.11 19 -1 81
24 Mar 877.50 36.9 -17.15 38.09 54 24 81
23 Mar 849.55 54.85 24.85 45.18 82 -13 58
20 Mar 901.50 30.9 6.95 35.27 43 26 63
19 Mar 901.55 26.05 -0.5 35.21 44 36 36
18 Mar 930.15 26.55 0 5.58 0 0 0
17 Mar 902.05 26.55 0 3.1 0 0 0
16 Mar 885.30 26.55 0 1.27 0 0 0
13 Mar 884.35 26.55 0 1.57 0 0 0
12 Mar 902.20 26.55 0 3.65 0 0 0
11 Mar 918.40 26.55 0 4.24 0 0 0
10 Mar 938.50 26.55 0 6.19 0 0 0
9 Mar 931.65 26.55 0 5.16 0 0 0
6 Mar 964.25 - - - 0 0 0
5 Mar 973.45 - - - 0 0 0
4 Mar 946.10 - - - 0 0 0
2 Mar 951.25 26.55 0 - 0 0 0
27 Feb 958.35 - - - 0 0 0
26 Feb 972.70 - - - 0 0 0
25 Feb 982.10 - - - 0 0 0
24 Feb 1002.20 26.55 0 7.56 0 0 0
23 Feb 974.10 26.55 0 7.57 0 0 0
20 Feb 1029.65 - - - 0 0 0
19 Feb 1017.05 - - - 0 0 0
18 Feb 1022.05 - - - 0 0 0
17 Feb 999.75 - - - 0 0 0
16 Feb 1010.00 - - - 0 0 0
13 Feb 994.90 - - - 0 0 0
12 Feb 1000.60 - - - 0 0 0
11 Feb 990.25 - - - 0 0 0
10 Feb 1001.15 - - - 0 0 0
9 Feb 1005.30 - - - 0 0 0
6 Feb 991.05 26.55 0 - 0 0 0
5 Feb 986.00 26.55 0 7.15 0 0 0
4 Feb 980.95 26.55 0 7.28 0 0 0
3 Feb 982.30 26.55 0 - 0 0 0
2 Feb 965.20 26.55 0 6.55 0 0 0
1 Feb 979.60 26.55 0 6.9 0 0 0
30 Jan 982.35 26.55 0 7.56 0 0 0
29 Jan 987.90 0 0 6.59 0 0 0


For Au Small Finance Bank Ltd - strike price 880 expiring on 28APR2026

Delta for 880 PE is -0.57

Historical price for 880 PE is as follows

On 2 Apr AUBANK was trading at 848.80. The strike last trading price was 57, which was 18.55 higher than the previous day. The implied volatity was 46.9, the open interest changed by -10 which decreased total open position to 131


On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 38.45, which was -21.65 lower than the previous day. The implied volatity was 40.76, the open interest changed by 55 which increased total open position to 141


On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 59.6, which was 23.4 higher than the previous day. The implied volatity was 43.66, the open interest changed by 7 which increased total open position to 86


On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 36, which was 11.75 higher than the previous day. The implied volatity was 39.64, the open interest changed by -1 which decreased total open position to 79


On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 24, which was -12.5 lower than the previous day. The implied volatity was 37.11, the open interest changed by -1 which decreased total open position to 81


On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 36.9, which was -17.15 lower than the previous day. The implied volatity was 38.09, the open interest changed by 24 which increased total open position to 81


On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 54.85, which was 24.85 higher than the previous day. The implied volatity was 45.18, the open interest changed by -13 which decreased total open position to 58


On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 30.9, which was 6.95 higher than the previous day. The implied volatity was 35.27, the open interest changed by 26 which increased total open position to 63


On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 26.05, which was -0.5 lower than the previous day. The implied volatity was 35.21, the open interest changed by 36 which increased total open position to 36


On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 26.55, 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


On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 3.1, the open interest changed by 0 which decreased total open position to 0


On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0


On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0


On 12 Mar AUBANK was trading at 902.20. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0


On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 26.55, 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 10 Mar AUBANK was trading at 938.50. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0


On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 5.16, the open interest changed by 0 which decreased total open position to 0


On 6 Mar AUBANK was trading at 964.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Mar AUBANK was trading at 973.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Mar AUBANK was trading at 946.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 26.55, 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 27 Feb AUBANK was trading at 958.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb AUBANK was trading at 972.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb AUBANK was trading at 982.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb AUBANK was trading at 1002.20. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 7.56, the open interest changed by 0 which decreased total open position to 0


On 23 Feb AUBANK was trading at 974.10. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 7.57, the open interest changed by 0 which decreased total open position to 0


On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb AUBANK was trading at 999.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb AUBANK was trading at 1010.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb AUBANK was trading at 994.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb AUBANK was trading at 1000.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb AUBANK was trading at 990.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb AUBANK was trading at 1001.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb AUBANK was trading at 1005.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb AUBANK was trading at 991.05. The strike last trading price was 26.55, 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 5 Feb AUBANK was trading at 986.00. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 7.15, the open interest changed by 0 which decreased total open position to 0


On 4 Feb AUBANK was trading at 980.95. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 7.28, the open interest changed by 0 which decreased total open position to 0


On 3 Feb AUBANK was trading at 982.30. The strike last trading price was 26.55, 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 2 Feb AUBANK was trading at 965.20. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 6.55, the open interest changed by 0 which decreased total open position to 0


On 1 Feb AUBANK was trading at 979.60. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 6.9, the open interest changed by 0 which decreased total open position to 0


On 30 Jan AUBANK was trading at 982.35. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 7.56, the open interest changed by 0 which decreased total open position to 0


On 29 Jan AUBANK was trading at 987.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0