[--[65.84.65.76]--]

AUBANK

Au Small Finance Bank Ltd
910.4 +32.90 (3.75%)
L: 881.85 H: 919.2

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Historical option data for AUBANK

25 Mar 2026 04:10 PM IST
AUBANK 30-MAR-2026 930 CE
Delta: 0.25
Vega: 0.34
Theta: -0.94
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
25 Mar 910.40 4.1 2.15 25.69 913 -2 265
24 Mar 877.50 2 0.15 33.38 407 -10 274
23 Mar 849.55 1.95 -5.45 40.24 1,178 -69 378
20 Mar 901.50 5.9 -3.3 30.97 2,344 198 445
19 Mar 901.55 9.6 -8.25 29.06 855 -23 246
18 Mar 930.15 17.5 9.3 22.24 2,150 16 285
17 Mar 902.05 8.6 1.5 26.17 431 -58 270
16 Mar 885.30 6.45 -2.6 30.93 714 -17 328
13 Mar 884.35 8.9 -6.15 30.81 943 2 342
12 Mar 902.20 15.1 -6.25 31.03 799 55 338
11 Mar 918.40 20.85 -11.9 30.59 742 155 281
10 Mar 938.50 34.8 2.75 31.27 315 -7 130
9 Mar 931.65 32.3 -22.5 32.98 1,084 69 141
6 Mar 964.25 54.8 13.55 - 0 0 72
5 Mar 973.45 54.8 13.55 22.02 23 -5 74
4 Mar 946.10 41.75 -4.65 27.28 146 39 80
2 Mar 951.25 46.4 -2.45 27.92 112 19 42
27 Feb 958.35 48.7 -36.5 28.3 17 9 20
26 Feb 972.70 85.2 18.2 - 0 0 11
25 Feb 982.10 85.2 18.2 - 24 0 11
24 Feb 1002.20 85.2 18.2 18.83 24 12 13
23 Feb 974.10 67 -11.5 27.37 7 1 1
20 Feb 1029.65 78.5 0 - 0 0 0
19 Feb 1017.05 78.5 0 - 0 0 0
18 Feb 1022.05 78.5 0 - 0 0 0
17 Feb 999.75 78.5 0 - 0 0 0
16 Feb 1010.00 78.5 0 - 0 0 0
13 Feb 994.90 78.5 0 - 0 0 0
12 Feb 1000.60 78.5 0 - 0 0 0
11 Feb 990.25 78.5 0 - 0 0 0
10 Feb 1001.15 78.5 0 - 0 0 0
9 Feb 1005.30 78.5 0 - 0 0 0
6 Feb 991.05 78.5 0 - 0 0 0
5 Feb 986.00 78.5 0 - 0 0 0
4 Feb 980.95 78.5 0 - 0 0 0
3 Feb 982.30 78.5 0 - 0 0 0
2 Feb 965.20 78.5 0 - 0 0 0
1 Feb 979.60 78.5 0 - 0 0 0
30 Jan 982.35 78.5 0 - 0 0 0
29 Jan 987.90 78.5 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 930 expiring on 30MAR2026

Delta for 930 CE is 0.25

Historical price for 930 CE is as follows

On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 4.1, which was 2.15 higher than the previous day. The implied volatity was 25.69, the open interest changed by -2 which decreased total open position to 265


On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 33.38, the open interest changed by -10 which decreased total open position to 274


On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 1.95, which was -5.45 lower than the previous day. The implied volatity was 40.24, the open interest changed by -69 which decreased total open position to 378


On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 5.9, which was -3.3 lower than the previous day. The implied volatity was 30.97, the open interest changed by 198 which increased total open position to 445


On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 9.6, which was -8.25 lower than the previous day. The implied volatity was 29.06, the open interest changed by -23 which decreased total open position to 246


On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 17.5, which was 9.3 higher than the previous day. The implied volatity was 22.24, the open interest changed by 16 which increased total open position to 285


On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 8.6, which was 1.5 higher than the previous day. The implied volatity was 26.17, the open interest changed by -58 which decreased total open position to 270


On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 6.45, which was -2.6 lower than the previous day. The implied volatity was 30.93, the open interest changed by -17 which decreased total open position to 328


On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 8.9, which was -6.15 lower than the previous day. The implied volatity was 30.81, the open interest changed by 2 which increased total open position to 342


On 12 Mar AUBANK was trading at 902.20. The strike last trading price was 15.1, which was -6.25 lower than the previous day. The implied volatity was 31.03, the open interest changed by 55 which increased total open position to 338


On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 20.85, which was -11.9 lower than the previous day. The implied volatity was 30.59, the open interest changed by 155 which increased total open position to 281


On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 34.8, which was 2.75 higher than the previous day. The implied volatity was 31.27, the open interest changed by -7 which decreased total open position to 130


On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 32.3, which was -22.5 lower than the previous day. The implied volatity was 32.98, the open interest changed by 69 which increased total open position to 141


On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 54.8, which was 13.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72


On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 54.8, which was 13.55 higher than the previous day. The implied volatity was 22.02, the open interest changed by -5 which decreased total open position to 74


On 4 Mar AUBANK was trading at 946.10. The strike last trading price was 41.75, which was -4.65 lower than the previous day. The implied volatity was 27.28, the open interest changed by 39 which increased total open position to 80


On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 46.4, which was -2.45 lower than the previous day. The implied volatity was 27.92, the open interest changed by 19 which increased total open position to 42


On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 48.7, which was -36.5 lower than the previous day. The implied volatity was 28.3, the open interest changed by 9 which increased total open position to 20


On 26 Feb AUBANK was trading at 972.70. The strike last trading price was 85.2, which was 18.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 25 Feb AUBANK was trading at 982.10. The strike last trading price was 85.2, which was 18.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 24 Feb AUBANK was trading at 1002.20. The strike last trading price was 85.2, which was 18.2 higher than the previous day. The implied volatity was 18.83, the open interest changed by 12 which increased total open position to 13


On 23 Feb AUBANK was trading at 974.10. The strike last trading price was 67, which was -11.5 lower than the previous day. The implied volatity was 27.37, the open interest changed by 1 which increased total open position to 1


On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was 78.5, 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 78.5, 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 18 Feb AUBANK was trading at 1022.05. The strike last trading price was 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 30MAR2026 930 PE
Delta: -0.72
Vega: 0.36
Theta: -0.85
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
25 Mar 910.40 23.95 -27.25 28.89 141 14 183
24 Mar 877.50 50.8 -30.1 36.96 55 -4 170
23 Mar 849.55 78.35 41.45 68.6 92 -30 175
20 Mar 901.50 43.6 8.45 34.86 376 -16 205
19 Mar 901.55 33.2 14.85 32.45 460 -9 225
18 Mar 930.15 18 -18.75 30.25 706 92 229
17 Mar 902.05 35.65 -14.25 31.63 49 -7 137
16 Mar 885.30 51 -0.6 31.15 20 -4 144
13 Mar 884.35 52.1 13.2 34.47 68 -14 148
12 Mar 902.20 38.75 6 31.26 266 -35 163
11 Mar 918.40 33 12.95 32.98 821 -24 204
10 Mar 938.50 17.7 -9.2 27.66 410 27 231
9 Mar 931.65 26.55 11.95 33.13 1,332 -64 201
6 Mar 964.25 14.75 3.65 31.83 361 2 267
5 Mar 973.45 11.35 -11.1 30.05 430 17 266
4 Mar 946.10 22.2 3.25 33.5 899 94 248
2 Mar 951.25 18.25 1.15 29.91 556 7 155
27 Feb 958.35 19.6 6.05 30.05 370 12 147
26 Feb 972.70 13.2 1.15 28.99 155 -9 133
25 Feb 982.10 12.45 2.75 29.52 134 -3 143
24 Feb 1002.20 9.3 -7.8 31.6 210 35 143
23 Feb 974.10 17.25 11.85 32.49 467 78 107
20 Feb 1029.65 5.4 -1.3 29.3 41 15 29
19 Feb 1017.05 6.85 -28.35 28.43 47 14 14
18 Feb 1022.05 35.2 0 8.43 0 0 0
17 Feb 999.75 35.2 0 6.7 0 0 0
16 Feb 1010.00 35.2 0 7.38 0 0 0
13 Feb 994.90 35.2 0 6.1 0 0 0
12 Feb 1000.60 35.2 0 6.43 0 0 0
11 Feb 990.25 35.2 0 5.53 0 0 0
10 Feb 1001.15 35.2 0 6.46 0 0 0
9 Feb 1005.30 35.2 0 6.57 0 0 0
6 Feb 991.05 35.2 0 5.59 0 0 0
5 Feb 986.00 35.2 0 5.19 0 0 0
4 Feb 980.95 35.2 0 4.96 0 0 0
3 Feb 982.30 35.2 0 4.99 0 0 0
2 Feb 965.20 35.2 0 3.81 0 0 0
1 Feb 979.60 35.2 0 4.41 0 0 0
30 Jan 982.35 35.2 0 4.94 0 0 0
29 Jan 987.90 35.2 0 4.41 0 0 0


For Au Small Finance Bank Ltd - strike price 930 expiring on 30MAR2026

Delta for 930 PE is -0.72

Historical price for 930 PE is as follows

On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 23.95, which was -27.25 lower than the previous day. The implied volatity was 28.89, the open interest changed by 14 which increased total open position to 183


On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 50.8, which was -30.1 lower than the previous day. The implied volatity was 36.96, the open interest changed by -4 which decreased total open position to 170


On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 78.35, which was 41.45 higher than the previous day. The implied volatity was 68.6, the open interest changed by -30 which decreased total open position to 175


On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 43.6, which was 8.45 higher than the previous day. The implied volatity was 34.86, the open interest changed by -16 which decreased total open position to 205


On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 33.2, which was 14.85 higher than the previous day. The implied volatity was 32.45, the open interest changed by -9 which decreased total open position to 225


On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 18, which was -18.75 lower than the previous day. The implied volatity was 30.25, the open interest changed by 92 which increased total open position to 229


On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 35.65, which was -14.25 lower than the previous day. The implied volatity was 31.63, the open interest changed by -7 which decreased total open position to 137


On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 51, which was -0.6 lower than the previous day. The implied volatity was 31.15, the open interest changed by -4 which decreased total open position to 144


On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 52.1, which was 13.2 higher than the previous day. The implied volatity was 34.47, the open interest changed by -14 which decreased total open position to 148


On 12 Mar AUBANK was trading at 902.20. The strike last trading price was 38.75, which was 6 higher than the previous day. The implied volatity was 31.26, the open interest changed by -35 which decreased total open position to 163


On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 33, which was 12.95 higher than the previous day. The implied volatity was 32.98, the open interest changed by -24 which decreased total open position to 204


On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 17.7, which was -9.2 lower than the previous day. The implied volatity was 27.66, the open interest changed by 27 which increased total open position to 231


On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 26.55, which was 11.95 higher than the previous day. The implied volatity was 33.13, the open interest changed by -64 which decreased total open position to 201


On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 14.75, which was 3.65 higher than the previous day. The implied volatity was 31.83, the open interest changed by 2 which increased total open position to 267


On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 11.35, which was -11.1 lower than the previous day. The implied volatity was 30.05, the open interest changed by 17 which increased total open position to 266


On 4 Mar AUBANK was trading at 946.10. The strike last trading price was 22.2, which was 3.25 higher than the previous day. The implied volatity was 33.5, the open interest changed by 94 which increased total open position to 248


On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 18.25, which was 1.15 higher than the previous day. The implied volatity was 29.91, the open interest changed by 7 which increased total open position to 155


On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 19.6, which was 6.05 higher than the previous day. The implied volatity was 30.05, the open interest changed by 12 which increased total open position to 147


On 26 Feb AUBANK was trading at 972.70. The strike last trading price was 13.2, which was 1.15 higher than the previous day. The implied volatity was 28.99, the open interest changed by -9 which decreased total open position to 133


On 25 Feb AUBANK was trading at 982.10. The strike last trading price was 12.45, which was 2.75 higher than the previous day. The implied volatity was 29.52, the open interest changed by -3 which decreased total open position to 143


On 24 Feb AUBANK was trading at 1002.20. The strike last trading price was 9.3, which was -7.8 lower than the previous day. The implied volatity was 31.6, the open interest changed by 35 which increased total open position to 143


On 23 Feb AUBANK was trading at 974.10. The strike last trading price was 17.25, which was 11.85 higher than the previous day. The implied volatity was 32.49, the open interest changed by 78 which increased total open position to 107


On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was 5.4, which was -1.3 lower than the previous day. The implied volatity was 29.3, the open interest changed by 15 which increased total open position to 29


On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was 6.85, which was -28.35 lower than the previous day. The implied volatity was 28.43, the open interest changed by 14 which increased total open position to 14


On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was 35.2, which was 0 lower than the previous day. The implied volatity was 8.43, 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 35.2, which was 0 lower than the previous day. The implied volatity was 6.7, 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 35.2, which was 0 lower than the previous day. The implied volatity was 7.38, 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 35.2, which was 0 lower than the previous day. The implied volatity was 6.1, 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 35.2, which was 0 lower than the previous day. The implied volatity was 6.43, 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 35.2, which was 0 lower than the previous day. The implied volatity was 5.53, 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 35.2, 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


On 9 Feb AUBANK was trading at 1005.30. The strike last trading price was 35.2, 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 6 Feb AUBANK was trading at 991.05. The strike last trading price was 35.2, which was 0 lower than the previous day. The implied volatity was 5.59, 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 35.2, which was 0 lower than the previous day. The implied volatity was 5.19, 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 35.2, which was 0 lower than the previous day. The implied volatity was 4.96, 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 35.2, which was 0 lower than the previous day. The implied volatity was 4.99, 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 35.2, which was 0 lower than the previous day. The implied volatity was 3.81, 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 35.2, which was 0 lower than the previous day. The implied volatity was 4.41, 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 35.2, which was 0 lower than the previous day. The implied volatity was 4.94, 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 35.2, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0