[--[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 900 CE
Delta: 0.92
Vega: 0.32
Theta: -0.45
Gamma: 0.00
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
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
Delta: -0.08
Vega: 0.31
Theta: -0.19
Gamma: 0.00
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