[--[65.84.65.76]--]

AUBANK

Au Small Finance Bank Ltd
842.7 -40.05 (-4.54%)
L: 836.1 H: 877.6

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Historical option data for AUBANK

30 Mar 2026 04:10 PM IST
AUBANK 28-Apr-2026 (28d) 900 CE
Delta: 0.34
Vega: 0.87
Theta: -0.72
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Mar 842.70 21.45 -10.25 43.32 1,249 326 710
27 Mar 882.75 31.65 -14.95 34.43 439 96 384
25 Mar 910.40 46.6 16.2 33.48 146 -7 289
24 Mar 877.50 30.9 8.35 32.99 404 140 298
23 Mar 849.55 22 -17.2 32.31 198 62 158
20 Mar 901.50 38.1 -3.3 32.32 34 17 88
19 Mar 901.55 43.5 -12.5 29.77 63 34 70
18 Mar 930.15 56 17 25.16 35 -2 36
17 Mar 902.05 39 5.35 26.32 42 9 38
16 Mar 885.30 32.95 -2.2 30.16 25 0 28
13 Mar 884.35 34.5 -13 29.02 22 13 27
12 Mar 902.20 47.5 -7.5 31.55 14 12 13
11 Mar 918.40 55 -55.25 30.85 1 0 0
10 Mar 938.50 110.25 0 - 0 0 0
9 Mar 931.65 110.25 0 - 0 0 0
6 Mar 964.25 110.25 0 - 0 0 0
5 Mar 973.45 110.25 0 - 0 0 0
4 Mar 946.10 110.25 0 - 0 0 0
2 Mar 951.25 110.25 0 - 0 0 0
27 Feb 958.35 110.25 0 - 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
19 Feb 1017.05 - - - 0 0 0
18 Feb 1022.05 0 0 - 0 0 0
17 Feb 999.75 0 0 - 0 0 0
16 Feb 1010.00 0 0 - 0 0 0
13 Feb 994.90 0 0 - 0 0 0
12 Feb 1000.60 0 0 - 0 0 0
11 Feb 990.25 0 0 - 0 0 0
10 Feb 1001.15 0 0 - 0 0 0
9 Feb 1005.30 0 0 - 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 900 expiring on 28APR2026

Delta for 900 CE is 0.34

Historical price for 900 CE is as follows

On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 21.45, which was -10.25 lower than the previous day. The implied volatity was 43.32, the open interest changed by 326 which increased total open position to 710


On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 31.65, which was -14.95 lower than the previous day. The implied volatity was 34.43, the open interest changed by 96 which increased total open position to 384


On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 46.6, which was 16.2 higher than the previous day. The implied volatity was 33.48, the open interest changed by -7 which decreased total open position to 289


On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 30.9, which was 8.35 higher than the previous day. The implied volatity was 32.99, the open interest changed by 140 which increased total open position to 298


On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 22, which was -17.2 lower than the previous day. The implied volatity was 32.31, the open interest changed by 62 which increased total open position to 158


On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 38.1, which was -3.3 lower than the previous day. The implied volatity was 32.32, the open interest changed by 17 which increased total open position to 88


On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 43.5, which was -12.5 lower than the previous day. The implied volatity was 29.77, the open interest changed by 34 which increased total open position to 70


On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 56, which was 17 higher than the previous day. The implied volatity was 25.16, the open interest changed by -2 which decreased total open position to 36


On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 39, which was 5.35 higher than the previous day. The implied volatity was 26.32, the open interest changed by 9 which increased total open position to 38


On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 32.95, which was -2.2 lower than the previous day. The implied volatity was 30.16, the open interest changed by 0 which decreased total open position to 28


On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 34.5, which was -13 lower than the previous day. The implied volatity was 29.02, the open interest changed by 13 which increased total open position to 27


On 12 Mar AUBANK was trading at 902.20. The strike last trading price was 47.5, which was -7.5 lower than the previous day. The implied volatity was 31.55, the open interest changed by 12 which increased total open position to 13


On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 55, which was -55.25 lower than the previous day. The implied volatity was 30.85, 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 110.25, 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 110.25, 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 110.25, 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 Mar AUBANK was trading at 973.45. The strike last trading price was 110.25, 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 Mar AUBANK was trading at 946.10. The strike last trading price was 110.25, 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 Mar AUBANK was trading at 951.25. The strike last trading price was 110.25, 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 110.25, 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 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 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 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 17 Feb AUBANK was trading at 999.75. 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 16 Feb AUBANK was trading at 1010.00. 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 13 Feb AUBANK was trading at 994.90. 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


On 12 Feb AUBANK was trading at 1000.60. 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 11 Feb AUBANK was trading at 990.25. 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 10 Feb AUBANK was trading at 1001.15. 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 9 Feb AUBANK was trading at 1005.30. 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 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 (28d) 900 PE
Delta: -0.66
Vega: 0.87
Theta: -0.48
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Mar 842.70 73.1 27.65 43.81 497 355 716
27 Mar 882.75 46.4 15.05 39.72 242 0 365
25 Mar 910.40 31.8 -15.15 36.77 293 48 364
24 Mar 877.50 46.8 -19.9 37.59 531 157 316
23 Mar 849.55 66.35 28.2 44.89 181 58 160
20 Mar 901.50 39.4 6.4 34.41 100 16 112
19 Mar 901.55 32 10.65 33.08 56 18 95
18 Mar 930.15 21.3 -9.5 31.78 81 70 74
17 Mar 902.05 30.8 -11.4 30.57 2 -1 4
16 Mar 885.30 42.2 4.2 31.64 4 0 5
13 Mar 884.35 38 5.95 28.1 3 1 0
12 Mar 902.20 32.05 10.65 29.98 3 0 2
11 Mar 918.40 21.4 4.45 - 0 0 2
10 Mar 938.50 21.4 4.45 31.52 2 1 2
9 Mar 931.65 16.95 -15.95 - 0 0 1
6 Mar 964.25 16.95 -15.95 32.33 1 0 0
5 Mar 973.45 32.9 0 6.57 0 0 0
4 Mar 946.10 32.9 0 4.69 0 0 0
2 Mar 951.25 32.9 0 5.01 0 0 0
27 Feb 958.35 32.9 0 5.34 0 0 0
26 Feb 972.70 - - - 0 0 0
25 Feb 982.10 - - - 0 0 0
24 Feb 1002.20 32.9 0 7.11 0 0 0
23 Feb 974.10 32.9 0 6.26 0 0 0
19 Feb 1017.05 - - - 0 0 0
18 Feb 1022.05 0 0 - 0 0 0
17 Feb 999.75 0 0 7.54 0 0 0
16 Feb 1010.00 0 0 7.11 0 0 0
13 Feb 994.90 0 0 7.3 0 0 0
12 Feb 1000.60 0 0 7.31 0 0 0
11 Feb 990.25 0 0 6.9 0 0 0
10 Feb 1001.15 0 0 7.3 0 0 0
9 Feb 1005.30 0 0 7.27 0 0 0
6 Feb 991.05 0 0 6.78 0 0 0
5 Feb 986.00 0 0 6.55 0 0 0
4 Feb 980.95 0 0 6.12 0 0 0
3 Feb 982.30 0 0 6.16 0 0 0
2 Feb 965.20 0 0 5.38 0 0 0
1 Feb 979.60 0 0 6.2 0 0 0
30 Jan 982.35 0 0 6.27 0 0 0
29 Jan 987.90 0 0 6.46 0 0 0


For Au Small Finance Bank Ltd - strike price 900 expiring on 28APR2026

Delta for 900 PE is -0.66

Historical price for 900 PE is as follows

On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 73.1, which was 27.65 higher than the previous day. The implied volatity was 43.81, the open interest changed by 355 which increased total open position to 716


On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 46.4, which was 15.05 higher than the previous day. The implied volatity was 39.72, the open interest changed by 0 which decreased total open position to 365


On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 31.8, which was -15.15 lower than the previous day. The implied volatity was 36.77, the open interest changed by 48 which increased total open position to 364


On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 46.8, which was -19.9 lower than the previous day. The implied volatity was 37.59, the open interest changed by 157 which increased total open position to 316


On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 66.35, which was 28.2 higher than the previous day. The implied volatity was 44.89, the open interest changed by 58 which increased total open position to 160


On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 39.4, which was 6.4 higher than the previous day. The implied volatity was 34.41, the open interest changed by 16 which increased total open position to 112


On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 32, which was 10.65 higher than the previous day. The implied volatity was 33.08, the open interest changed by 18 which increased total open position to 95


On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 21.3, which was -9.5 lower than the previous day. The implied volatity was 31.78, the open interest changed by 70 which increased total open position to 74


On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 30.8, which was -11.4 lower than the previous day. The implied volatity was 30.57, the open interest changed by -1 which decreased total open position to 4


On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 42.2, which was 4.2 higher than the previous day. The implied volatity was 31.64, the open interest changed by 0 which decreased total open position to 5


On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 38, which was 5.95 higher than the previous day. The implied volatity was 28.1, the open interest changed by 1 which increased total open position to 0


On 12 Mar AUBANK was trading at 902.20. The strike last trading price was 32.05, which was 10.65 higher than the previous day. The implied volatity was 29.98, the open interest changed by 0 which decreased total open position to 2


On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 21.4, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 21.4, which was 4.45 higher than the previous day. The implied volatity was 31.52, the open interest changed by 1 which increased total open position to 2


On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 16.95, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 16.95, which was -15.95 lower than the previous day. The implied volatity was 32.33, 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 32.9, which was 0 lower than the previous day. The implied volatity was 6.57, 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 32.9, which was 0 lower than the previous day. The implied volatity was 4.69, 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 32.9, which was 0 lower than the previous day. The implied volatity was 5.01, 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 32.9, which was 0 lower than the previous day. The implied volatity was 5.34, 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 32.9, which was 0 lower than the previous day. The implied volatity was 7.11, 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 32.9, which was 0 lower than the previous day. The implied volatity was 6.26, 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 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 17 Feb AUBANK was trading at 999.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.54, 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 0, which was 0 lower than the previous day. The implied volatity was 7.11, 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 0, which was 0 lower than the previous day. The implied volatity was 7.3, 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 0, which was 0 lower than the previous day. The implied volatity was 7.31, 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 0, 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 10 Feb AUBANK was trading at 1001.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.3, 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 0, which was 0 lower than the previous day. The implied volatity was 7.27, 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 6.78, 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 6.55, 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 6.12, 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 6.16, 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 5.38, 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 6.2, 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 6.27, 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 6.46, the open interest changed by 0 which decreased total open position to 0