AUBANK

Au Small Finance Bank Ltd

957.55 +8.80 (0.93%)

L: 946.1 H: 965

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Historical option data for AUBANK
05 Dec 2025 02:50 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

AUBANK 30-DEC-2025 940 CE
Delta: 0.72 Vega: 0.84 Theta: -0.47 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	957.45	31.35 ₹ 31,350	3.6 3600.00	16.99	78 78,000	-7 -7,000	208 2,08,000
4 Dec	948.75	27.7 ₹ 27,700	-2.25 -2250.00	18.80	78 78,000	-22 -22,000	215 2,15,000
3 Dec	948.70	31.1 ₹ 31,100	0.2 200.00	19.80	190 1,90,000	-4 -4,000	239 2,39,000
2 Dec	953.05	30.25 ₹ 30,250	-0.45 -450.00	18.80	140 1,40,000	-9 -9,000	243 2,43,000
1 Dec	950.50	30.3 ₹ 30,300	-3.35 -3350.00	18.49	70 70,000	-6 -6,000	253 2,53,000
28 Nov	955.25	33.25 ₹ 33,250	4.15 4150.00	18.87	202 2,02,000	-25 -25,000	260 2,60,000
27 Nov	947.15	29.2 ₹ 29,200	-4.8 -4800.00	19.44	391 3,91,000	-13 -13,000	287 2,87,000
26 Nov	953.75	34.05 ₹ 34,050	5.2 5200.00	19.61	646 6,46,000	-6 -6,000	301 3,01,000
25 Nov	944.05	29 ₹ 29,000	8.1 8100.00	18.37	1,226 12,26,000	159 1,59,000	319 3,19,000
24 Nov	925.10	20.6 ₹ 20,600	2.3 2300.00	20.15	553 5,53,000	139 1,39,000	159 1,59,000
21 Nov	915.35	18.5 ₹ 18,500	-3.4 -3400.00	20.67	9 9,000	1 1,000	20 20,000
20 Nov	919.30	21.9 ₹ 21,900	-3.85 -3850.00	20.62	13 13,000	5 5,000	18 18,000
19 Nov	925.65	25.75 ₹ 25,750	19.05 19050.00	22.94	24 24,000	12 12,000	12 12,000
18 Nov	920.15	6.7 ₹ 6,700	0 0.00	0.82	0 0	0 0	0 0
17 Nov	912.70	6.7 ₹ 6,700	0 0.00	1.47	0 0	0 0	0 0

14 Nov	890.60	6.7 ₹ 6,700	0 0.00	3.15	0 0	0 0	0 0
13 Nov	886.70	6.7 ₹ 6,700	0 0.00	3.61	0 0	0 0	0 0
12 Nov	882.05	6.7 ₹ 6,700	0 0.00	3.93	0 0	0 0	0 0
11 Nov	889.40	6.7 ₹ 6,700	0 0.00	3.24	0 0	0 0	0 0
10 Nov	914.60	6.7 ₹ 6,700	0 0.00	1.13	0 0	0 0	0 0
7 Nov	908.70	6.7 ₹ 6,700	0 0.00	1.71	0 0	0 0	0 0
6 Nov	881.00	6.7 ₹ 6,700	0 0.00	3.64	0 0	0 0	0 0
4 Nov	880.30	6.7 ₹ 6,700	0 0.00	3.66	0 0	0 0	0 0
3 Nov	866.95	6.7 ₹ 6,700	0 0.00	4.53	0 0	0 0	0 0
31 Oct	877.85	6.7 ₹ 6,700	0 0.00	-	0 0	0 0	0 0
30 Oct	878.30	6.7 ₹ 6,700	0 0.00	3.48	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 940 expiring on 30DEC2025

Delta for 940 CE is 0.72

Historical price for 940 CE is as follows

On 5 Dec AUBANK was trading at 957.45. The strike last trading price was 31.35, which was 3.6 higher than the previous day. The implied volatity was 16.99, the open interest changed by -7 which decreased total open position to 208

On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 27.7, which was -2.25 lower than the previous day. The implied volatity was 18.80, the open interest changed by -22 which decreased total open position to 215

On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 31.1, which was 0.2 higher than the previous day. The implied volatity was 19.80, the open interest changed by -4 which decreased total open position to 239

On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 30.25, which was -0.45 lower than the previous day. The implied volatity was 18.80, the open interest changed by -9 which decreased total open position to 243

On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 30.3, which was -3.35 lower than the previous day. The implied volatity was 18.49, the open interest changed by -6 which decreased total open position to 253

On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 33.25, which was 4.15 higher than the previous day. The implied volatity was 18.87, the open interest changed by -25 which decreased total open position to 260

On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 29.2, which was -4.8 lower than the previous day. The implied volatity was 19.44, the open interest changed by -13 which decreased total open position to 287

On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 34.05, which was 5.2 higher than the previous day. The implied volatity was 19.61, the open interest changed by -6 which decreased total open position to 301

On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 29, which was 8.1 higher than the previous day. The implied volatity was 18.37, the open interest changed by 159 which increased total open position to 319

On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 20.6, which was 2.3 higher than the previous day. The implied volatity was 20.15, the open interest changed by 139 which increased total open position to 159

On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 18.5, which was -3.4 lower than the previous day. The implied volatity was 20.67, the open interest changed by 1 which increased total open position to 20

On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 21.9, which was -3.85 lower than the previous day. The implied volatity was 20.62, the open interest changed by 5 which increased total open position to 18

On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 25.75, which was 19.05 higher than the previous day. The implied volatity was 22.94, the open interest changed by 12 which increased total open position to 12

On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0

On 17 Nov AUBANK was trading at 912.70. The strike last trading price was 6.7, 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 14 Nov AUBANK was trading at 890.60. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0

On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0

On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0

On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0

On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0

On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0

On 6 Nov AUBANK was trading at 881.00. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0

On 4 Nov AUBANK was trading at 880.30. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 3.66, 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 6.7, which was 0 lower than the previous day. The implied volatity was 4.53, 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 6.7, 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 6.7, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0

AUBANK 30DEC2025 940 PE
Delta: -0.32 Vega: 0.89 Theta: -0.30 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	957.45	11.6 ₹ 11,600	-4.45 -4450.00	21.73	485 4,85,000	-58 -58,000	355 3,55,000
4 Dec	948.75	15.95 ₹ 15,950	0.75 750.00	22.90	366 3,66,000	49 49,000	409 4,09,000
3 Dec	948.70	14.75 ₹ 14,750	-1.1 -1100.00	22.48	521 5,21,000	-28 -28,000	361 3,61,000
2 Dec	953.05	16.5 ₹ 16,500	0.15 150.00	23.72	287 2,87,000	-1 -1,000	389 3,89,000
1 Dec	950.50	16.75 ₹ 16,750	1.45 1450.00	23.58	372 3,72,000	-5 -5,000	381 3,81,000
28 Nov	955.25	15.3 ₹ 15,300	-3.5 -3500.00	21.96	328 3,28,000	9 9,000	387 3,87,000
27 Nov	947.15	18.8 ₹ 18,800	1.8 1800.00	22.14	617 6,17,000	3 3,000	379 3,79,000
26 Nov	953.75	16.7 ₹ 16,700	-6 -6000.00	22.31	1,135 11,35,000	34 34,000	376 3,76,000
25 Nov	944.05	22.9 ₹ 22,900	-8.2 -8200.00	25.34	636 6,36,000	321 3,21,000	358 3,58,000
24 Nov	925.10	31.25 ₹ 31,250	-169.8 -169800.00	24.28	109 1,09,000	37 37,000	37 37,000
21 Nov	915.35	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
20 Nov	919.30	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
19 Nov	925.65	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
18 Nov	920.15	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
17 Nov	912.70	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
14 Nov	890.60	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
13 Nov	886.70	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
12 Nov	882.05	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
11 Nov	889.40	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
10 Nov	914.60	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
7 Nov	908.70	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
6 Nov	881.00	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
4 Nov	880.30	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
3 Nov	866.95	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
31 Oct	877.85	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0
30 Oct	878.30	201.05 ₹ 2,01,050	0 0.00	-	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 940 expiring on 30DEC2025

Delta for 940 PE is -0.32

Historical price for 940 PE is as follows

On 5 Dec AUBANK was trading at 957.45. The strike last trading price was 11.6, which was -4.45 lower than the previous day. The implied volatity was 21.73, the open interest changed by -58 which decreased total open position to 355

On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 15.95, which was 0.75 higher than the previous day. The implied volatity was 22.90, the open interest changed by 49 which increased total open position to 409

On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 14.75, which was -1.1 lower than the previous day. The implied volatity was 22.48, the open interest changed by -28 which decreased total open position to 361

On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 16.5, which was 0.15 higher than the previous day. The implied volatity was 23.72, the open interest changed by -1 which decreased total open position to 389

On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 16.75, which was 1.45 higher than the previous day. The implied volatity was 23.58, the open interest changed by -5 which decreased total open position to 381

On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 15.3, which was -3.5 lower than the previous day. The implied volatity was 21.96, the open interest changed by 9 which increased total open position to 387

On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 18.8, which was 1.8 higher than the previous day. The implied volatity was 22.14, the open interest changed by 3 which increased total open position to 379

On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 16.7, which was -6 lower than the previous day. The implied volatity was 22.31, the open interest changed by 34 which increased total open position to 376

On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 22.9, which was -8.2 lower than the previous day. The implied volatity was 25.34, the open interest changed by 321 which increased total open position to 358

On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 31.25, which was -169.8 lower than the previous day. The implied volatity was 24.28, the open interest changed by 37 which increased total open position to 37

On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 201.05, 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 Nov AUBANK was trading at 919.30. The strike last trading price was 201.05, 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 Nov AUBANK was trading at 925.65. The strike last trading price was 201.05, 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 Nov AUBANK was trading at 920.15. The strike last trading price was 201.05, 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 Nov AUBANK was trading at 912.70. The strike last trading price was 201.05, 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 14 Nov AUBANK was trading at 890.60. The strike last trading price was 201.05, 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 Nov AUBANK was trading at 886.70. The strike last trading price was 201.05, 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 Nov AUBANK was trading at 882.05. The strike last trading price was 201.05, 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 Nov AUBANK was trading at 889.40. The strike last trading price was 201.05, 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 Nov AUBANK was trading at 914.60. The strike last trading price was 201.05, 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 7 Nov AUBANK was trading at 908.70. The strike last trading price was 201.05, 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 Nov AUBANK was trading at 881.00. The strike last trading price was 201.05, 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 Nov AUBANK was trading at 880.30. The strike last trading price was 201.05, 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 Nov AUBANK was trading at 866.95. The strike last trading price was 201.05, 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 31 Oct AUBANK was trading at 877.85. The strike last trading price was 201.05, 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 201.05, 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

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