AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
15 Apr 2026 04:11 PM IST
| AUBANK 28-Apr-2026 (12d) 930 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.01
Theta: -0.99
Gamma: 0.00369
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 981.10 | 67.1 | 4.799999999999997 | 43.89 | 17 | -4 | 66 | |||||||||
| 13 Apr | 979.05 | 62.4 | -3.000000000000007 | 37.16 | 8 | 2 | 71 | |||||||||
| 10 Apr | 981.80 | 65.25 | 12.450000000000003 | 36.06 | 32 | -6 | 68 | |||||||||
| 9 Apr | 963.00 | 52.8 | -4.85 | 37.19 | 36 | -14 | 73 | |||||||||
| 8 Apr | 967.80 | 58 | 39.05 | 34.32 | 313 | -5 | 78 | |||||||||
| 7 Apr | 888.45 | 18.2 | -1.75 | 38.77 | 74 | 8 | 85 | |||||||||
| 6 Apr | 883.55 | 20 | 3.35 | 41.73 | 111 | 7 | 78 | |||||||||
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| 2 Apr | 868.25 | 16.7 | -0.55 | 39.33 | 234 | 13 | 71 | |||||||||
| 1 Apr | 874.90 | 17.35 | 4.8 | 37.85 | 164 | 28 | 61 | |||||||||
| 30 Mar | 842.70 | 12.55 | -7.65 | 41.29 | 20 | 6 | 33 | |||||||||
| 27 Mar | 882.75 | 19.55 | -10.95 | 33.52 | 32 | 5 | 26 | |||||||||
| 25 Mar | 910.40 | 30.65 | 11.25 | 32.35 | 27 | 4 | 18 | |||||||||
| 24 Mar | 877.50 | 19.4 | 5 | 32.66 | 16 | 12 | 13 | |||||||||
| 23 Mar | 849.55 | 14.4 | -92.15 | 33.35 | 1 | 0 | 0 | |||||||||
| 20 Mar | 901.50 | 106.55 | 0 | 2.73 | 0 | 0 | 0 | |||||||||
| 19 Mar | 901.55 | 106.55 | 0 | 1.47 | 0 | 0 | 0 | |||||||||
| 18 Mar | 930.15 | 106.55 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 17 Mar | 902.05 | 106.55 | 0 | 1.64 | 0 | 0 | 0 | |||||||||
| 16 Mar | 885.30 | 106.55 | 0 | 3.28 | 0 | 0 | 0 | |||||||||
| 13 Mar | 884.35 | 106.55 | 0 | 3.08 | 0 | 0 | 0 | |||||||||
| 12 Mar | 902.20 | 106.55 | 0 | 1.53 | 0 | 0 | 0 | |||||||||
| 11 Mar | 918.40 | 106.55 | 0 | 0.3 | 0 | 0 | 0 | |||||||||
| 10 Mar | 938.50 | 106.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 931.65 | 106.55 | 0 | 0.26 | 0 | 0 | 0 | |||||||||
| 6 Mar | 964.25 | 106.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 973.45 | 106.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 946.10 | 106.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 951.25 | 106.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 958.35 | 106.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 972.70 | 106.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 982.10 | 106.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 930 expiring on 28APR2026
Delta for 930 CE is 0.77
Historical price for 930 CE is as follows
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 67.1, which was 4.799999999999997 higher than the previous day. The implied volatity was 43.89, the open interest changed by -4 which decreased total open position to 66
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 62.4, which was -3.000000000000007 lower than the previous day. The implied volatity was 37.16, the open interest changed by 2 which increased total open position to 71
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 65.25, which was 12.450000000000003 higher than the previous day. The implied volatity was 36.06, the open interest changed by -6 which decreased total open position to 68
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 52.8, which was -4.85 lower than the previous day. The implied volatity was 37.19, the open interest changed by -14 which decreased total open position to 73
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 58, which was 39.05 higher than the previous day. The implied volatity was 34.32, the open interest changed by -5 which decreased total open position to 78
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 18.2, which was -1.75 lower than the previous day. The implied volatity was 38.77, the open interest changed by 8 which increased total open position to 85
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 20, which was 3.35 higher than the previous day. The implied volatity was 41.73, the open interest changed by 7 which increased total open position to 78
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 16.7, which was -0.55 lower than the previous day. The implied volatity was 39.33, the open interest changed by 13 which increased total open position to 71
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 17.35, which was 4.8 higher than the previous day. The implied volatity was 37.85, the open interest changed by 28 which increased total open position to 61
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 12.55, which was -7.65 lower than the previous day. The implied volatity was 41.29, the open interest changed by 6 which increased total open position to 33
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 19.55, which was -10.95 lower than the previous day. The implied volatity was 33.52, the open interest changed by 5 which increased total open position to 26
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 30.65, which was 11.25 higher than the previous day. The implied volatity was 32.35, the open interest changed by 4 which increased total open position to 18
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 19.4, which was 5 higher than the previous day. The implied volatity was 32.66, the open interest changed by 12 which increased total open position to 13
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 14.4, which was -92.15 lower than the previous day. The implied volatity was 33.35, the open interest changed by 0 which decreased total open position to 0
On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 106.55, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 106.55, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 106.55, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 106.55, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 106.55, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 106.55, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
On 12 Mar AUBANK was trading at 902.20. The strike last trading price was 106.55, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 106.55, which was 0 lower than the previous day. The implied volatity was 0.3, 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 106.55, 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 106.55, which was 0 lower than the previous day. The implied volatity was 0.26, 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 106.55, 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 106.55, 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 106.55, 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 106.55, 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 106.55, 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 106.55, 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 25 Feb AUBANK was trading at 982.10. The strike last trading price was 106.55, 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 (12d) 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.01
Theta: -0.77
Gamma: 0.00399
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 981.10 | 10.55 | -3.1999999999999993 | 40.59 | 127 | 28 | 320 |
| 13 Apr | 979.05 | 12.8 | -0.14999999999999858 | 41.97 | 185 | -14 | 292 |
| 10 Apr | 981.80 | 12.6 | -6.250000000000002 | 37.91 | 297 | 52 | 304 |
| 9 Apr | 963.00 | 19.5 | 2.4 | 40.1 | 170 | -5 | 253 |
| 8 Apr | 967.80 | 17.1 | -48.15 | 39.7 | 913 | 244 | 260 |
| 7 Apr | 888.45 | 65.25 | -33.75 | - | 0 | 0 | 16 |
| 6 Apr | 883.55 | 65.25 | -33.75 | - | 0 | 0 | 16 |
| 2 Apr | 868.25 | 65.25 | -33.75 | - | 0 | 0 | 16 |
| 1 Apr | 874.90 | 65.25 | -33.75 | 36.19 | 21 | 6 | 16 |
| 30 Mar | 842.70 | 99 | 50 | 48.49 | 2 | 1 | 9 |
| 27 Mar | 882.75 | 49 | -14 | - | 0 | 0 | 8 |
| 25 Mar | 910.40 | 49 | -14 | 38.66 | 2 | 0 | 10 |
| 24 Mar | 877.50 | 63 | 25.1 | 35.11 | 13 | 6 | 9 |
| 23 Mar | 849.55 | 37.9 | -9.55 | - | 0 | 0 | 3 |
| 20 Mar | 901.50 | 37.9 | -9.55 | - | 0 | 0 | 3 |
| 19 Mar | 901.55 | 37.9 | -9.55 | - | 0 | 0 | 3 |
| 18 Mar | 930.15 | 37.9 | -9.55 | - | 0 | 0 | 3 |
| 17 Mar | 902.05 | 37.9 | -9.55 | - | 0 | 0 | 3 |
| 16 Mar | 885.30 | 37.9 | -9.55 | - | 0 | 0 | 0 |
| 13 Mar | 884.35 | 37.9 | -9.55 | - | 0 | 0 | 0 |
| 12 Mar | 902.20 | 37.9 | -9.55 | - | 0 | 0 | 0 |
| 11 Mar | 918.40 | 37.9 | -9.55 | 27.51 | 6 | 0 | 3 |
| 10 Mar | 938.50 | 47.45 | 23.75 | - | 0 | 0 | 3 |
| 9 Mar | 931.65 | 47.45 | 23.75 | - | 0 | 0 | 3 |
| 6 Mar | 964.25 | 47.45 | 23.75 | - | 0 | 0 | 3 |
| 5 Mar | 973.45 | 47.45 | 23.75 | - | 3 | 3 | 0 |
| 4 Mar | 946.10 | 47.45 | 23.75 | 43.3 | 3 | 0 | 0 |
| 2 Mar | 951.25 | 23.7 | 0 | 2.8 | 0 | 0 | 0 |
| 27 Feb | 958.35 | 23.7 | 0 | 3.18 | 0 | 0 | 0 |
| 26 Feb | 972.70 | 23.7 | 0 | 4.21 | 0 | 0 | 0 |
| 25 Feb | 982.10 | 23.7 | 0 | 4.69 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 930 expiring on 28APR2026
Delta for 930 PE is -0.23
Historical price for 930 PE is as follows
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 10.55, which was -3.1999999999999993 lower than the previous day. The implied volatity was 40.59, the open interest changed by 28 which increased total open position to 320
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 12.8, which was -0.14999999999999858 lower than the previous day. The implied volatity was 41.97, the open interest changed by -14 which decreased total open position to 292
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 12.6, which was -6.250000000000002 lower than the previous day. The implied volatity was 37.91, the open interest changed by 52 which increased total open position to 304
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 19.5, which was 2.4 higher than the previous day. The implied volatity was 40.1, the open interest changed by -5 which decreased total open position to 253
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 17.1, which was -48.15 lower than the previous day. The implied volatity was 39.7, the open interest changed by 244 which increased total open position to 260
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 65.25, which was -33.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 65.25, which was -33.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 65.25, which was -33.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 65.25, which was -33.75 lower than the previous day. The implied volatity was 36.19, the open interest changed by 6 which increased total open position to 16
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 99, which was 50 higher than the previous day. The implied volatity was 48.49, the open interest changed by 1 which increased total open position to 9
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 49, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 49, which was -14 lower than the previous day. The implied volatity was 38.66, the open interest changed by 0 which decreased total open position to 10
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 63, which was 25.1 higher than the previous day. The implied volatity was 35.11, the open interest changed by 6 which increased total open position to 9
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 37.9, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 37.9, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 37.9, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 37.9, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 37.9, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 37.9, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 37.9, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar AUBANK was trading at 902.20. The strike last trading price was 37.9, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 37.9, which was -9.55 lower than the previous day. The implied volatity was 27.51, the open interest changed by 0 which decreased total open position to 3
On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 47.45, which was 23.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 47.45, which was 23.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 47.45, which was 23.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 47.45, which was 23.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 4 Mar AUBANK was trading at 946.10. The strike last trading price was 47.45, which was 23.75 higher than the previous day. The implied volatity was 43.3, 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 23.7, which was 0 lower than the previous day. The implied volatity was 2.8, 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 23.7, which was 0 lower than the previous day. The implied volatity was 3.18, 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 23.7, which was 0 lower than the previous day. The implied volatity was 4.21, 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 23.7, 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
