AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
12 Dec 2025 04:10 PM IST
| AUBANK 30-DEC-2025 900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.32
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 968.05 | 75 | -4.25 | 25.70 | 2 | 0 | 296 | |||||||||
| 11 Dec | 973.00 | 79.45 | -17.05 | 25.22 | 18 | 1 | 297 | |||||||||
| 10 Dec | 993.70 | 96.5 | 20.95 | - | 39 | -11 | 295 | |||||||||
| 9 Dec | 972.05 | 75.2 | 16.05 | - | 72 | 2 | 308 | |||||||||
| 8 Dec | 952.55 | 59 | -9.15 | 14.49 | 120 | -55 | 306 | |||||||||
| 5 Dec | 960.70 | 68.15 | 12.15 | 17.75 | 63 | 16 | 361 | |||||||||
| 4 Dec | 948.75 | 56 | -4.8 | 13.32 | 9 | 1 | 345 | |||||||||
| 3 Dec | 948.70 | 61.6 | 1.05 | 19.94 | 35 | -3 | 343 | |||||||||
| 2 Dec | 953.05 | 59.3 | -2.15 | 14.85 | 59 | 0 | 345 | |||||||||
| 1 Dec | 950.50 | 61.45 | -2.1 | 19.48 | 17 | 3 | 345 | |||||||||
| 28 Nov | 955.25 | 63.55 | 6.7 | 18.37 | 16 | -10 | 343 | |||||||||
| 27 Nov | 947.15 | 57 | -6.9 | 18.57 | 56 | -6 | 353 | |||||||||
| 26 Nov | 953.75 | 63.9 | 8.55 | 19.80 | 142 | 88 | 359 | |||||||||
| 25 Nov | 944.05 | 56.8 | 13.8 | 16.93 | 217 | 124 | 270 | |||||||||
| 24 Nov | 925.10 | 42.5 | 4.2 | 18.96 | 107 | 26 | 144 | |||||||||
| 21 Nov | 915.35 | 38.3 | -5.1 | 19.81 | 63 | 3 | 118 | |||||||||
| 20 Nov | 919.30 | 43.7 | -4.2 | 20.01 | 41 | 6 | 115 | |||||||||
| 19 Nov | 925.65 | 47.9 | 3.7 | 22.76 | 80 | 7 | 108 | |||||||||
| 18 Nov | 920.15 | 44.4 | 3.2 | 20.40 | 51 | 3 | 101 | |||||||||
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| 17 Nov | 912.70 | 41.15 | 11.35 | 21.98 | 91 | 28 | 98 | |||||||||
| 14 Nov | 890.60 | 30 | 2.7 | 22.45 | 13 | 0 | 70 | |||||||||
| 13 Nov | 886.70 | 27.3 | 0.75 | 22.46 | 45 | 1 | 71 | |||||||||
| 12 Nov | 882.05 | 26.4 | -4.35 | 23.66 | 50 | 17 | 69 | |||||||||
| 11 Nov | 889.40 | 30.75 | -16.1 | 22.85 | 39 | 5 | 51 | |||||||||
| 10 Nov | 914.60 | 46.85 | 7.3 | 25.02 | 15 | 0 | 45 | |||||||||
| 7 Nov | 908.70 | 39.6 | 12 | 20.84 | 94 | 39 | 47 | |||||||||
| 6 Nov | 881.00 | 27.6 | 16.9 | 22.42 | 12 | 7 | 7 | |||||||||
| 4 Nov | 880.30 | 10.7 | 0 | 0.61 | 0 | 0 | 0 | |||||||||
| 3 Nov | 866.95 | 10.7 | 0 | 1.66 | 0 | 0 | 0 | |||||||||
| 31 Oct | 877.85 | 10.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 878.30 | 10.7 | 0 | 0.77 | 0 | 0 | 0 | |||||||||
| 29 Oct | 882.45 | 10.7 | 0 | 0.18 | 0 | 0 | 0 | |||||||||
| 28 Oct | 879.90 | 10.7 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
| 27 Oct | 864.20 | 10.7 | 0 | 1.59 | 0 | 0 | 0 | |||||||||
| 24 Oct | 860.35 | 10.7 | 0 | 1.86 | 0 | 0 | 0 | |||||||||
| 23 Oct | 870.70 | 10.7 | 0 | 1.06 | 0 | 0 | 0 | |||||||||
| 20 Oct | 865.20 | 10.7 | 0 | 1.31 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 900 expiring on 30DEC2025
Delta for 900 CE is 0.92
Historical price for 900 CE is as follows
On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 75, which was -4.25 lower than the previous day. The implied volatity was 25.70, the open interest changed by 0 which decreased total open position to 296
On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 79.45, which was -17.05 lower than the previous day. The implied volatity was 25.22, the open interest changed by 1 which increased total open position to 297
On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 96.5, which was 20.95 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 295
On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 75.2, which was 16.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 308
On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 59, which was -9.15 lower than the previous day. The implied volatity was 14.49, the open interest changed by -55 which decreased total open position to 306
On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 68.15, which was 12.15 higher than the previous day. The implied volatity was 17.75, the open interest changed by 16 which increased total open position to 361
On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 56, which was -4.8 lower than the previous day. The implied volatity was 13.32, the open interest changed by 1 which increased total open position to 345
On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 61.6, which was 1.05 higher than the previous day. The implied volatity was 19.94, the open interest changed by -3 which decreased total open position to 343
On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 59.3, which was -2.15 lower than the previous day. The implied volatity was 14.85, the open interest changed by 0 which decreased total open position to 345
On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 61.45, which was -2.1 lower than the previous day. The implied volatity was 19.48, the open interest changed by 3 which increased total open position to 345
On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 63.55, which was 6.7 higher than the previous day. The implied volatity was 18.37, the open interest changed by -10 which decreased total open position to 343
On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 57, which was -6.9 lower than the previous day. The implied volatity was 18.57, the open interest changed by -6 which decreased total open position to 353
On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 63.9, which was 8.55 higher than the previous day. The implied volatity was 19.80, the open interest changed by 88 which increased total open position to 359
On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 56.8, which was 13.8 higher than the previous day. The implied volatity was 16.93, the open interest changed by 124 which increased total open position to 270
On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 42.5, which was 4.2 higher than the previous day. The implied volatity was 18.96, the open interest changed by 26 which increased total open position to 144
On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 38.3, which was -5.1 lower than the previous day. The implied volatity was 19.81, the open interest changed by 3 which increased total open position to 118
On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 43.7, which was -4.2 lower than the previous day. The implied volatity was 20.01, the open interest changed by 6 which increased total open position to 115
On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 47.9, which was 3.7 higher than the previous day. The implied volatity was 22.76, the open interest changed by 7 which increased total open position to 108
On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 44.4, which was 3.2 higher than the previous day. The implied volatity was 20.40, the open interest changed by 3 which increased total open position to 101
On 17 Nov AUBANK was trading at 912.70. The strike last trading price was 41.15, which was 11.35 higher than the previous day. The implied volatity was 21.98, the open interest changed by 28 which increased total open position to 98
On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 30, which was 2.7 higher than the previous day. The implied volatity was 22.45, the open interest changed by 0 which decreased total open position to 70
On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 27.3, which was 0.75 higher than the previous day. The implied volatity was 22.46, the open interest changed by 1 which increased total open position to 71
On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 26.4, which was -4.35 lower than the previous day. The implied volatity was 23.66, the open interest changed by 17 which increased total open position to 69
On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 30.75, which was -16.1 lower than the previous day. The implied volatity was 22.85, the open interest changed by 5 which increased total open position to 51
On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 46.85, which was 7.3 higher than the previous day. The implied volatity was 25.02, the open interest changed by 0 which decreased total open position to 45
On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 39.6, which was 12 higher than the previous day. The implied volatity was 20.84, the open interest changed by 39 which increased total open position to 47
On 6 Nov AUBANK was trading at 881.00. The strike last trading price was 27.6, which was 16.9 higher than the previous day. The implied volatity was 22.42, the open interest changed by 7 which increased total open position to 7
On 4 Nov AUBANK was trading at 880.30. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.61, 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 10.7, which was 0 lower than the previous day. The implied volatity was 1.66, 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 10.7, 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 10.7, which was 0 lower than the previous day. The implied volatity was 0.77, 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 10.7, which was 0 lower than the previous day. The implied volatity was 0.18, 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 10.7, which was 0 lower than the previous day. The implied volatity was 0.49, 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 10.7, which was 0 lower than the previous day. The implied volatity was 1.59, 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 10.7, which was 0 lower than the previous day. The implied volatity was 1.86, 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 10.7, which was 0 lower than the previous day. The implied volatity was 1.06, 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 10.7, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
| AUBANK 30DEC2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.31
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 968.05 | 1.9 | -0.4 | 25.04 | 237 | -35 | 659 |
| 11 Dec | 973.00 | 2.2 | 0.55 | 26.56 | 589 | -170 | 695 |
| 10 Dec | 993.70 | 1.7 | -1 | 28.96 | 791 | -2 | 864 |
| 9 Dec | 972.05 | 2.6 | -1.15 | 26.02 | 523 | 124 | 836 |
| 8 Dec | 952.55 | 3.85 | 0.5 | 23.86 | 732 | -350 | 711 |
| 5 Dec | 960.70 | 3.35 | -1.85 | 23.48 | 776 | 257 | 970 |
| 4 Dec | 948.75 | 5.2 | 0.15 | 23.50 | 134 | -17 | 712 |
| 3 Dec | 948.70 | 5 | -0.4 | 23.56 | 401 | 93 | 729 |
| 2 Dec | 953.05 | 5.55 | -0.15 | 23.93 | 217 | 21 | 637 |
| 1 Dec | 950.50 | 5.9 | 0.35 | 24.05 | 293 | 9 | 618 |
| 28 Nov | 955.25 | 5.6 | -1.3 | 23.07 | 274 | 110 | 597 |
| 27 Nov | 947.15 | 6.8 | 0.25 | 22.52 | 276 | -15 | 488 |
| 26 Nov | 953.75 | 6.4 | -3.2 | 23.29 | 702 | 58 | 502 |
| 25 Nov | 944.05 | 9.9 | -4 | 25.76 | 615 | 132 | 458 |
| 24 Nov | 925.10 | 13.8 | -3.05 | 24.12 | 313 | 115 | 325 |
| 21 Nov | 915.35 | 16.75 | -0.75 | 23.50 | 191 | 12 | 207 |
| 20 Nov | 919.30 | 17 | -1.05 | 25.55 | 118 | 13 | 194 |
| 19 Nov | 925.65 | 18.2 | -0.75 | 26.75 | 194 | 9 | 184 |
| 18 Nov | 920.15 | 18.9 | -0.7 | 26.55 | 161 | 48 | 168 |
| 17 Nov | 912.70 | 19.4 | -9.3 | 24.38 | 211 | 70 | 121 |
| 14 Nov | 890.60 | 28.7 | -2.3 | 24.06 | 7 | 1 | 50 |
| 13 Nov | 886.70 | 31 | -3.05 | 23.42 | 11 | 6 | 49 |
| 12 Nov | 882.05 | 34.05 | 1.6 | 23.35 | 35 | -12 | 43 |
| 11 Nov | 889.40 | 31.3 | 7.8 | 24.89 | 67 | -17 | 55 |
| 10 Nov | 914.60 | 23.55 | -3.45 | 25.88 | 100 | 32 | 72 |
| 7 Nov | 908.70 | 27 | -13 | 26.54 | 64 | 21 | 39 |
| 6 Nov | 881.00 | 40 | -2.7 | 27.32 | 23 | 14 | 18 |
| 4 Nov | 880.30 | 42.7 | -3.7 | 28.65 | 3 | 1 | 4 |
| 3 Nov | 866.95 | 46.4 | -119.25 | 26.33 | 3 | 2 | 2 |
| 31 Oct | 877.85 | 165.65 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 878.30 | 165.65 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 882.45 | 165.65 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 879.90 | 165.65 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 864.20 | 165.65 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 860.35 | 165.65 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 870.70 | 165.65 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 865.20 | 0 | 0 | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 900 expiring on 30DEC2025
Delta for 900 PE is -0.08
Historical price for 900 PE is as follows
On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 1.9, which was -0.4 lower than the previous day. The implied volatity was 25.04, the open interest changed by -35 which decreased total open position to 659
On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 2.2, which was 0.55 higher than the previous day. The implied volatity was 26.56, the open interest changed by -170 which decreased total open position to 695
On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 1.7, which was -1 lower than the previous day. The implied volatity was 28.96, the open interest changed by -2 which decreased total open position to 864
On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 2.6, which was -1.15 lower than the previous day. The implied volatity was 26.02, the open interest changed by 124 which increased total open position to 836
On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 3.85, which was 0.5 higher than the previous day. The implied volatity was 23.86, the open interest changed by -350 which decreased total open position to 711
On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 3.35, which was -1.85 lower than the previous day. The implied volatity was 23.48, the open interest changed by 257 which increased total open position to 970
On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 5.2, which was 0.15 higher than the previous day. The implied volatity was 23.50, the open interest changed by -17 which decreased total open position to 712
On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 5, which was -0.4 lower than the previous day. The implied volatity was 23.56, the open interest changed by 93 which increased total open position to 729
On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 5.55, which was -0.15 lower than the previous day. The implied volatity was 23.93, the open interest changed by 21 which increased total open position to 637
On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 5.9, which was 0.35 higher than the previous day. The implied volatity was 24.05, the open interest changed by 9 which increased total open position to 618
On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 5.6, which was -1.3 lower than the previous day. The implied volatity was 23.07, the open interest changed by 110 which increased total open position to 597
On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 6.8, which was 0.25 higher than the previous day. The implied volatity was 22.52, the open interest changed by -15 which decreased total open position to 488
On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 6.4, which was -3.2 lower than the previous day. The implied volatity was 23.29, the open interest changed by 58 which increased total open position to 502
On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 9.9, which was -4 lower than the previous day. The implied volatity was 25.76, the open interest changed by 132 which increased total open position to 458
On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 13.8, which was -3.05 lower than the previous day. The implied volatity was 24.12, the open interest changed by 115 which increased total open position to 325
On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 16.75, which was -0.75 lower than the previous day. The implied volatity was 23.50, the open interest changed by 12 which increased total open position to 207
On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 17, which was -1.05 lower than the previous day. The implied volatity was 25.55, the open interest changed by 13 which increased total open position to 194
On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 18.2, which was -0.75 lower than the previous day. The implied volatity was 26.75, the open interest changed by 9 which increased total open position to 184
On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 18.9, which was -0.7 lower than the previous day. The implied volatity was 26.55, the open interest changed by 48 which increased total open position to 168
On 17 Nov AUBANK was trading at 912.70. The strike last trading price was 19.4, which was -9.3 lower than the previous day. The implied volatity was 24.38, the open interest changed by 70 which increased total open position to 121
On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 28.7, which was -2.3 lower than the previous day. The implied volatity was 24.06, the open interest changed by 1 which increased total open position to 50
On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 31, which was -3.05 lower than the previous day. The implied volatity was 23.42, the open interest changed by 6 which increased total open position to 49
On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 34.05, which was 1.6 higher than the previous day. The implied volatity was 23.35, the open interest changed by -12 which decreased total open position to 43
On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 31.3, which was 7.8 higher than the previous day. The implied volatity was 24.89, the open interest changed by -17 which decreased total open position to 55
On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 23.55, which was -3.45 lower than the previous day. The implied volatity was 25.88, the open interest changed by 32 which increased total open position to 72
On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 27, which was -13 lower than the previous day. The implied volatity was 26.54, the open interest changed by 21 which increased total open position to 39
On 6 Nov AUBANK was trading at 881.00. The strike last trading price was 40, which was -2.7 lower than the previous day. The implied volatity was 27.32, the open interest changed by 14 which increased total open position to 18
On 4 Nov AUBANK was trading at 880.30. The strike last trading price was 42.7, which was -3.7 lower than the previous day. The implied volatity was 28.65, the open interest changed by 1 which increased total open position to 4
On 3 Nov AUBANK was trading at 866.95. The strike last trading price was 46.4, which was -119.25 lower than the previous day. The implied volatity was 26.33, the open interest changed by 2 which increased total open position to 2
On 31 Oct AUBANK was trading at 877.85. The strike last trading price was 165.65, 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 165.65, 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 165.65, 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 165.65, 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 165.65, 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 165.65, 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 165.65, 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 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































































































































































































































