AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
12 Dec 2025 04:10 PM IST
| AUBANK 30-DEC-2025 880 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.04
Vega: 0.20
Theta: -0.14
Gamma: 0.00
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| 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































































































































































































































