[--[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 880 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 968.05 92 8.8 - 4 -2 44
11 Dec 973.00 83.2 1.9 - 0 0 46
10 Dec 993.70 83.2 1.9 - 0 0 46
9 Dec 972.05 83.2 1.9 - 0 0 0
8 Dec 952.55 83.2 1.9 - 0 0 46
5 Dec 960.70 83.2 1.9 - 6 1 47
4 Dec 948.75 81.3 8.25 - 0 0 0
3 Dec 948.70 81.3 8.25 - 0 0 0
2 Dec 953.05 81.3 8.25 - 0 0 0
1 Dec 950.50 81.3 8.25 - 0 -1 0
28 Nov 955.25 81.3 8.25 16.72 4 -1 46
27 Nov 947.15 73.05 -8.25 12.75 11 3 46
26 Nov 953.75 81.3 15.65 19.20 4 0 42
25 Nov 944.05 65.65 5 - 12 10 43
24 Nov 925.10 60.65 5.5 22.58 5 2 32
21 Nov 915.35 55.15 -1.35 22.45 8 7 29
20 Nov 919.30 56.5 -0.1 17.30 23 10 18
19 Nov 925.65 56.6 1.55 - 0 0 0
18 Nov 920.15 56.6 1.55 17.40 1 0 8
17 Nov 912.70 55.05 16.4 22.43 7 1 9
14 Nov 890.60 38.65 0 20.43 2 0 6
13 Nov 886.70 38.65 -0.25 23.27 2 1 6
12 Nov 882.05 36.35 -5.15 23.84 2 1 4
11 Nov 889.40 41.5 -13.65 22.81 2 -1 2
10 Nov 914.60 55.15 6.3 21.06 1 0 4
7 Nov 908.70 48.85 11.75 17.67 6 3 4
6 Nov 881.00 37.1 23.7 22.09 1 0 0
4 Nov 880.30 13.4 0 - 0 0 0
3 Nov 866.95 13.4 0 - 0 0 0
31 Oct 877.85 13.4 0 - 0 0 0
30 Oct 878.30 13.4 0 - 0 0 0
29 Oct 882.45 13.4 0 - 0 0 0
28 Oct 879.90 13.4 0 - 0 0 0
27 Oct 864.20 13.4 0 - 0 0 0
24 Oct 860.35 13.4 0 0.44 0 0 0
23 Oct 870.70 13.4 0 - 0 0 0
20 Oct 865.20 13.4 0 - 0 0 0
16 Oct 798.50 13.4 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 880 expiring on 30DEC2025

Delta for 880 CE is -

Historical price for 880 CE is as follows

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 92, which was 8.8 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 44


On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 83.2, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 83.2, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 83.2, which was 1.9 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 83.2, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 83.2, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 47


On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 81.3, which was 8.25 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 81.3, which was 8.25 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 81.3, which was 8.25 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 81.3, which was 8.25 higher 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 81.3, which was 8.25 higher than the previous day. The implied volatity was 16.72, the open interest changed by -1 which decreased total open position to 46


On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 73.05, which was -8.25 lower than the previous day. The implied volatity was 12.75, the open interest changed by 3 which increased total open position to 46


On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 81.3, which was 15.65 higher than the previous day. The implied volatity was 19.20, the open interest changed by 0 which decreased total open position to 42


On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 65.65, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 43


On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 60.65, which was 5.5 higher than the previous day. The implied volatity was 22.58, the open interest changed by 2 which increased total open position to 32


On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 55.15, which was -1.35 lower than the previous day. The implied volatity was 22.45, the open interest changed by 7 which increased total open position to 29


On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 56.5, which was -0.1 lower than the previous day. The implied volatity was 17.30, the open interest changed by 10 which increased total open position to 18


On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 56.6, 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 0


On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 56.6, which was 1.55 higher than the previous day. The implied volatity was 17.40, the open interest changed by 0 which decreased total open position to 8


On 17 Nov AUBANK was trading at 912.70. The strike last trading price was 55.05, which was 16.4 higher than the previous day. The implied volatity was 22.43, the open interest changed by 1 which increased total open position to 9


On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 38.65, which was 0 lower than the previous day. The implied volatity was 20.43, the open interest changed by 0 which decreased total open position to 6


On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 38.65, which was -0.25 lower than the previous day. The implied volatity was 23.27, the open interest changed by 1 which increased total open position to 6


On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 36.35, which was -5.15 lower than the previous day. The implied volatity was 23.84, the open interest changed by 1 which increased total open position to 4


On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 41.5, which was -13.65 lower than the previous day. The implied volatity was 22.81, the open interest changed by -1 which decreased total open position to 2


On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 55.15, which was 6.3 higher than the previous day. The implied volatity was 21.06, the open interest changed by 0 which decreased total open position to 4


On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 48.85, which was 11.75 higher than the previous day. The implied volatity was 17.67, the open interest changed by 3 which increased total open position to 4


On 6 Nov AUBANK was trading at 881.00. The strike last trading price was 37.1, which was 23.7 higher than the previous day. The implied volatity was 22.09, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 28 Oct AUBANK was trading at 879.90. The strike last trading price was 13.4, 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 Oct AUBANK was trading at 864.20. The strike last trading price was 13.4, 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 13.4, which was 0 lower than the previous day. The implied volatity was 0.44, 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 13.4, 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 Oct AUBANK was trading at 865.20. The strike last trading price was 13.4, 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 13.4, 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 880 PE
Delta: -0.04
Vega: 0.20
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 968.05 1.1 -0.35 27.21 43 8 199
11 Dec 973.00 1.4 0.3 28.88 79 -5 191
10 Dec 993.70 1.1 -0.5 31.03 190 -28 196
9 Dec 972.05 1.6 -0.4 27.95 86 -6 224
8 Dec 952.55 2 0.05 24.81 63 4 231
5 Dec 960.70 1.8 -1.2 24.48 111 -34 229
4 Dec 948.75 3 0.1 24.66 36 0 263
3 Dec 948.70 2.65 -0.5 24.10 124 12 264
2 Dec 953.05 3.25 -0.1 24.94 74 11 253
1 Dec 950.50 3.35 0.1 24.73 49 9 242
28 Nov 955.25 3.15 -0.9 23.66 54 9 234
27 Nov 947.15 4.05 0.05 23.41 137 3 224
26 Nov 953.75 3.95 -2.15 24.30 202 4 220
25 Nov 944.05 6.15 -2.45 26.17 269 109 217
24 Nov 925.10 8.95 -1.7 24.83 124 33 107
21 Nov 915.35 10.4 -0.9 23.44 59 4 72
20 Nov 919.30 11.25 -0.9 25.83 32 14 67
19 Nov 925.65 12.3 -0.3 26.97 39 12 52
18 Nov 920.15 12.65 -0.75 26.58 36 24 38
17 Nov 912.70 13.4 -6.75 25.06 15 6 15
14 Nov 890.60 20.15 -2.25 24.31 2 0 9
13 Nov 886.70 22.4 0.95 24.09 4 1 10
12 Nov 882.05 21.45 6.45 - 0 -2 0
11 Nov 889.40 21.45 6.45 24.25 4 -2 9
10 Nov 914.60 15 -4 24.66 14 5 10
7 Nov 908.70 19 -14.85 26.27 11 6 7
6 Nov 881.00 33.85 -114.85 29.84 1 0 0
4 Nov 880.30 148.7 0 1.17 0 0 0
3 Nov 866.95 148.7 0 0.13 0 0 0
31 Oct 877.85 148.7 0 - 0 0 0
30 Oct 878.30 148.7 0 1.07 0 0 0
29 Oct 882.45 148.7 0 1.54 0 0 0
28 Oct 879.90 148.7 0 1.27 0 0 0
27 Oct 864.20 148.7 0 0.08 0 0 0
24 Oct 860.35 148.7 0 - 0 0 0
23 Oct 870.70 148.7 0 0.52 0 0 0
20 Oct 865.20 148.7 0 0.27 0 0 0
16 Oct 798.50 0 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 880 expiring on 30DEC2025

Delta for 880 PE is -0.04

Historical price for 880 PE is as follows

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 27.21, the open interest changed by 8 which increased total open position to 199


On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 1.4, which was 0.3 higher than the previous day. The implied volatity was 28.88, the open interest changed by -5 which decreased total open position to 191


On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 1.1, which was -0.5 lower than the previous day. The implied volatity was 31.03, the open interest changed by -28 which decreased total open position to 196


On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 27.95, the open interest changed by -6 which decreased total open position to 224


On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 24.81, the open interest changed by 4 which increased total open position to 231


On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 1.8, which was -1.2 lower than the previous day. The implied volatity was 24.48, the open interest changed by -34 which decreased total open position to 229


On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 3, which was 0.1 higher than the previous day. The implied volatity was 24.66, the open interest changed by 0 which decreased total open position to 263


On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 2.65, which was -0.5 lower than the previous day. The implied volatity was 24.10, the open interest changed by 12 which increased total open position to 264


On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 3.25, which was -0.1 lower than the previous day. The implied volatity was 24.94, the open interest changed by 11 which increased total open position to 253


On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 3.35, which was 0.1 higher than the previous day. The implied volatity was 24.73, the open interest changed by 9 which increased total open position to 242


On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 3.15, which was -0.9 lower than the previous day. The implied volatity was 23.66, the open interest changed by 9 which increased total open position to 234


On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 4.05, which was 0.05 higher than the previous day. The implied volatity was 23.41, the open interest changed by 3 which increased total open position to 224


On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 3.95, which was -2.15 lower than the previous day. The implied volatity was 24.30, the open interest changed by 4 which increased total open position to 220


On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 6.15, which was -2.45 lower than the previous day. The implied volatity was 26.17, the open interest changed by 109 which increased total open position to 217


On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 8.95, which was -1.7 lower than the previous day. The implied volatity was 24.83, the open interest changed by 33 which increased total open position to 107


On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 10.4, which was -0.9 lower than the previous day. The implied volatity was 23.44, the open interest changed by 4 which increased total open position to 72


On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 11.25, which was -0.9 lower than the previous day. The implied volatity was 25.83, the open interest changed by 14 which increased total open position to 67


On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 12.3, which was -0.3 lower than the previous day. The implied volatity was 26.97, the open interest changed by 12 which increased total open position to 52


On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 12.65, which was -0.75 lower than the previous day. The implied volatity was 26.58, the open interest changed by 24 which increased total open position to 38


On 17 Nov AUBANK was trading at 912.70. The strike last trading price was 13.4, which was -6.75 lower than the previous day. The implied volatity was 25.06, the open interest changed by 6 which increased total open position to 15


On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 20.15, which was -2.25 lower than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 9


On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 22.4, which was 0.95 higher than the previous day. The implied volatity was 24.09, the open interest changed by 1 which increased total open position to 10


On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 21.45, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 21.45, which was 6.45 higher than the previous day. The implied volatity was 24.25, the open interest changed by -2 which decreased total open position to 9


On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 15, which was -4 lower than the previous day. The implied volatity was 24.66, the open interest changed by 5 which increased total open position to 10


On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 19, which was -14.85 lower than the previous day. The implied volatity was 26.27, the open interest changed by 6 which increased total open position to 7


On 6 Nov AUBANK was trading at 881.00. The strike last trading price was 33.85, which was -114.85 lower than the previous day. The implied volatity was 29.84, 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 148.7, which was 0 lower than the previous day. The implied volatity was 1.17, 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 148.7, which was 0 lower than the previous day. The implied volatity was 0.13, 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 148.7, 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 148.7, which was 0 lower than the previous day. The implied volatity was 1.07, 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 148.7, which was 0 lower than the previous day. The implied volatity was 1.54, 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 148.7, 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 27 Oct AUBANK was trading at 864.20. The strike last trading price was 148.7, which was 0 lower than the previous day. The implied volatity was 0.08, 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 148.7, 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 Oct AUBANK was trading at 870.70. The strike last trading price was 148.7, which was 0 lower than the previous day. The implied volatity was 0.52, 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 148.7, which was 0 lower than the previous day. The implied volatity was 0.27, 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 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