AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
21 Apr 2026 10:12 AM IST
| AUBANK 28-Apr-2026 (7d) 950 CE | ||||||||||||||||
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Delta: 0.9
Vega: 0
Theta: -0.86
Gamma: 0.00232
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Apr | 1040.15 | 92.6 | 35.39999999999999 | 49.21 | 29 | -4 | 281 | |||||||||
| 20 Apr | 997.65 | 54 | 0.45000000000000284 | 40.43 | 97 | -36 | 286 | |||||||||
| 17 Apr | 990.60 | 53.55 | 3.6499999999999986 | 40.21 | 10 | -3 | 322 | |||||||||
| 16 Apr | 983.95 | 49.9 | 0.5 | 40.48 | 34 | 12 | 324 | |||||||||
| 15 Apr | 981.10 | 48.3 | -0.05000000000000426 | 40.44 | 72 | 0 | 310 | |||||||||
| 13 Apr | 979.05 | 49.15 | -1.25 | 37.61 | 156 | 18 | 312 | |||||||||
| 10 Apr | 981.80 | 50.95 | 10.950000000000003 | 37.19 | 151 | 4 | 297 | |||||||||
| 9 Apr | 963.00 | 38.45 | -5.2 | 34.55 | 132 | 8 | 294 | |||||||||
| 8 Apr | 967.80 | 44.5 | 31.15 | 33.92 | 1,766 | -58 | 288 | |||||||||
| 7 Apr | 888.45 | 12.6 | -1.75 | 38.54 | 263 | 13 | 346 | |||||||||
| 6 Apr | 883.55 | 14.5 | 2.7 | 41.69 | 351 | 67 | 332 | |||||||||
| 2 Apr | 868.25 | 11.9 | -0.9 | 39.16 | 252 | 10 | 265 | |||||||||
| 1 Apr | 874.90 | 12.55 | 2.2 | 37.96 | 388 | 13 | 255 | |||||||||
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| 30 Mar | 842.70 | 11.15 | -3.25 | 44.48 | 252 | 57 | 237 | |||||||||
| 27 Mar | 882.75 | 14.5 | -7.6 | 34.03 | 387 | -70 | 180 | |||||||||
| 25 Mar | 910.40 | 22.9 | 8.8 | 32.3 | 156 | 57 | 250 | |||||||||
| 24 Mar | 877.50 | 14.3 | 3.7 | 32.83 | 192 | 77 | 174 | |||||||||
| 23 Mar | 849.55 | 10.6 | -10.1 | 33.81 | 126 | 74 | 96 | |||||||||
| 20 Mar | 901.50 | 20 | -1.55 | 33.16 | 21 | 6 | 21 | |||||||||
| 19 Mar | 901.55 | 21.55 | -6.2 | 29.61 | 9 | 1 | 14 | |||||||||
| 18 Mar | 930.15 | 27.75 | 9.4 | 25.11 | 16 | 6 | 14 | |||||||||
| 17 Mar | 902.05 | 18.5 | -32.35 | 26.9 | 6 | 4 | 7 | |||||||||
| 16 Mar | 885.30 | 50.85 | -42.35 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 884.35 | 50.85 | -42.35 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 902.20 | 50.85 | -42.35 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 918.40 | 50.85 | -42.35 | - | 0 | 0 | 3 | |||||||||
| 10 Mar | 938.50 | 50.85 | -42.35 | - | 0 | 0 | 3 | |||||||||
| 9 Mar | 931.65 | 50.85 | -42.35 | - | 0 | 0 | 3 | |||||||||
| 6 Mar | 964.25 | 50.85 | -42.35 | - | 0 | 0 | 3 | |||||||||
| 5 Mar | 973.45 | 50.85 | -42.35 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 946.10 | 50.85 | -42.35 | - | 0 | 0 | 3 | |||||||||
| 2 Mar | 951.25 | 50.85 | -42.35 | - | 0 | 3 | 0 | |||||||||
| 27 Feb | 958.35 | 50.85 | -42.35 | 26.56 | 3 | 2 | 2 | |||||||||
| 26 Feb | 972.70 | 93.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 982.10 | 93.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 950 expiring on 28APR2026
Delta for 950 CE is 0.9
Historical price for 950 CE is as follows
On 21 Apr AUBANK was trading at 1040.15. The strike last trading price was 92.6, which was 35.39999999999999 higher than the previous day. The implied volatity was 49.21, the open interest changed by -4 which decreased total open position to 281
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 54, which was 0.45000000000000284 higher than the previous day. The implied volatity was 40.43, the open interest changed by -36 which decreased total open position to 286
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 53.55, which was 3.6499999999999986 higher than the previous day. The implied volatity was 40.21, the open interest changed by -3 which decreased total open position to 322
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 49.9, which was 0.5 higher than the previous day. The implied volatity was 40.48, the open interest changed by 12 which increased total open position to 324
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 48.3, which was -0.05000000000000426 lower than the previous day. The implied volatity was 40.44, the open interest changed by 0 which decreased total open position to 310
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 49.15, which was -1.25 lower than the previous day. The implied volatity was 37.61, the open interest changed by 18 which increased total open position to 312
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 50.95, which was 10.950000000000003 higher than the previous day. The implied volatity was 37.19, the open interest changed by 4 which increased total open position to 297
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 38.45, which was -5.2 lower than the previous day. The implied volatity was 34.55, the open interest changed by 8 which increased total open position to 294
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 44.5, which was 31.15 higher than the previous day. The implied volatity was 33.92, the open interest changed by -58 which decreased total open position to 288
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 12.6, which was -1.75 lower than the previous day. The implied volatity was 38.54, the open interest changed by 13 which increased total open position to 346
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 14.5, which was 2.7 higher than the previous day. The implied volatity was 41.69, the open interest changed by 67 which increased total open position to 332
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 11.9, which was -0.9 lower than the previous day. The implied volatity was 39.16, the open interest changed by 10 which increased total open position to 265
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 12.55, which was 2.2 higher than the previous day. The implied volatity was 37.96, the open interest changed by 13 which increased total open position to 255
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 11.15, which was -3.25 lower than the previous day. The implied volatity was 44.48, the open interest changed by 57 which increased total open position to 237
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 14.5, which was -7.6 lower than the previous day. The implied volatity was 34.03, the open interest changed by -70 which decreased total open position to 180
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 22.9, which was 8.8 higher than the previous day. The implied volatity was 32.3, the open interest changed by 57 which increased total open position to 250
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 14.3, which was 3.7 higher than the previous day. The implied volatity was 32.83, the open interest changed by 77 which increased total open position to 174
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 10.6, which was -10.1 lower than the previous day. The implied volatity was 33.81, the open interest changed by 74 which increased total open position to 96
On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 20, which was -1.55 lower than the previous day. The implied volatity was 33.16, the open interest changed by 6 which increased total open position to 21
On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 21.55, which was -6.2 lower than the previous day. The implied volatity was 29.61, the open interest changed by 1 which increased total open position to 14
On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 27.75, which was 9.4 higher than the previous day. The implied volatity was 25.11, the open interest changed by 6 which increased total open position to 14
On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 18.5, which was -32.35 lower than the previous day. The implied volatity was 26.9, the open interest changed by 4 which increased total open position to 7
On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 50.85, which was -42.35 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 50.85, which was -42.35 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 50.85, which was -42.35 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 50.85, which was -42.35 lower than the previous day. The implied volatity was -, 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 50.85, which was -42.35 lower 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 50.85, which was -42.35 lower 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 50.85, which was -42.35 lower 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 50.85, which was -42.35 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 50.85, which was -42.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 50.85, which was -42.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 50.85, which was -42.35 lower than the previous day. The implied volatity was 26.56, the open interest changed by 2 which increased total open position to 2
On 26 Feb AUBANK was trading at 972.70. The strike last trading price was 93.2, 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 93.2, 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 (7d) 950 PE | |||||||
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Delta: -0.09
Vega: 0
Theta: -0.69
Gamma: 0.00223
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Apr | 1040.15 | 3.25 | -4.5 | 49.32 | 283 | 72 | 477 |
| 20 Apr | 997.65 | 8.05 | -1.799999999999999 | 42.13 | 563 | -20 | 407 |
| 17 Apr | 990.60 | 9.85 | -3.1500000000000004 | 37.77 | 322 | 7 | 426 |
| 16 Apr | 983.95 | 13.05 | -2.25 | 38.5 | 529 | 51 | 419 |
| 15 Apr | 981.10 | 15.05 | -4.099999999999998 | 39.09 | 360 | 31 | 368 |
| 13 Apr | 979.05 | 18.4 | 0.25 | 39.64 | 579 | -40 | 339 |
| 10 Apr | 981.80 | 18 | -8.149999999999999 | 36.78 | 472 | 29 | 378 |
| 9 Apr | 963.00 | 26.8 | 3.15 | 39.29 | 472 | 14 | 351 |
| 8 Apr | 967.80 | 23.65 | -49.55 | 38.9 | 1,290 | 260 | 340 |
| 7 Apr | 888.45 | 73.2 | -16.8 | 43.36 | 5 | 2 | 80 |
| 6 Apr | 883.55 | 90 | -4.25 | 60.67 | 1 | 0 | 78 |
| 2 Apr | 868.25 | 94.25 | 12.25 | 50.98 | 9 | -1 | 77 |
| 1 Apr | 874.90 | 82 | -31.55 | 38.36 | 25 | 13 | 77 |
| 30 Mar | 842.70 | 114.15 | 37.25 | 47.65 | 16 | -3 | 65 |
| 27 Mar | 882.75 | 76.9 | 18.6 | 38.04 | 15 | 8 | 68 |
| 25 Mar | 910.40 | 58.4 | -20.7 | 36.34 | 100 | 5 | 59 |
| 24 Mar | 877.50 | 79.1 | -24.9 | 37.52 | 29 | 26 | 53 |
| 23 Mar | 849.55 | 104 | 38.65 | 48.31 | 15 | 10 | 26 |
| 20 Mar | 901.50 | 68 | 0 | 32.82 | 9 | 5 | 16 |
| 19 Mar | 901.55 | 68 | 20 | 40.31 | 1 | 0 | 11 |
| 18 Mar | 930.15 | 48 | -13 | 35.28 | 1 | 0 | 11 |
| 17 Mar | 902.05 | 61 | 4.5 | 32.42 | 5 | 4 | 10 |
| 16 Mar | 885.30 | 56.5 | 8.35 | 10.6 | 4 | 0 | 8 |
| 13 Mar | 884.35 | 48.15 | 2.15 | - | 0 | 0 | 0 |
| 12 Mar | 902.20 | 48.15 | 2.15 | - | 0 | 0 | 0 |
| 11 Mar | 918.40 | 48.15 | 2.15 | 26.67 | 1 | 0 | 8 |
| 10 Mar | 938.50 | 46 | 11.95 | - | 4 | 0 | 8 |
| 9 Mar | 931.65 | 46 | 11.95 | 30.96 | 4 | -1 | 8 |
| 6 Mar | 964.25 | 33.9 | 8.9 | 32.17 | 4 | 0 | 9 |
| 5 Mar | 973.45 | 25 | -15.25 | 27.9 | 6 | 4 | 9 |
| 4 Mar | 946.10 | 40.25 | 2.5 | 31.86 | 6 | 3 | 5 |
| 2 Mar | 951.25 | 37.75 | 1.75 | 30.96 | 2 | 0 | 1 |
| 27 Feb | 958.35 | 36 | 5.9 | 29.45 | 1 | 0 | 0 |
| 26 Feb | 972.70 | 30.1 | 0 | 2.81 | 0 | 0 | 0 |
| 25 Feb | 982.10 | 30.1 | 0 | 3.32 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 950 expiring on 28APR2026
Delta for 950 PE is -0.09
Historical price for 950 PE is as follows
On 21 Apr AUBANK was trading at 1040.15. The strike last trading price was 3.25, which was -4.5 lower than the previous day. The implied volatity was 49.32, the open interest changed by 72 which increased total open position to 477
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 8.05, which was -1.799999999999999 lower than the previous day. The implied volatity was 42.13, the open interest changed by -20 which decreased total open position to 407
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 9.85, which was -3.1500000000000004 lower than the previous day. The implied volatity was 37.77, the open interest changed by 7 which increased total open position to 426
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 13.05, which was -2.25 lower than the previous day. The implied volatity was 38.5, the open interest changed by 51 which increased total open position to 419
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 15.05, which was -4.099999999999998 lower than the previous day. The implied volatity was 39.09, the open interest changed by 31 which increased total open position to 368
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 18.4, which was 0.25 higher than the previous day. The implied volatity was 39.64, the open interest changed by -40 which decreased total open position to 339
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 18, which was -8.149999999999999 lower than the previous day. The implied volatity was 36.78, the open interest changed by 29 which increased total open position to 378
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 26.8, which was 3.15 higher than the previous day. The implied volatity was 39.29, the open interest changed by 14 which increased total open position to 351
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 23.65, which was -49.55 lower than the previous day. The implied volatity was 38.9, the open interest changed by 260 which increased total open position to 340
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 73.2, which was -16.8 lower than the previous day. The implied volatity was 43.36, the open interest changed by 2 which increased total open position to 80
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 90, which was -4.25 lower than the previous day. The implied volatity was 60.67, the open interest changed by 0 which decreased total open position to 78
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 94.25, which was 12.25 higher than the previous day. The implied volatity was 50.98, the open interest changed by -1 which decreased total open position to 77
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 82, which was -31.55 lower than the previous day. The implied volatity was 38.36, the open interest changed by 13 which increased total open position to 77
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 114.15, which was 37.25 higher than the previous day. The implied volatity was 47.65, the open interest changed by -3 which decreased total open position to 65
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 76.9, which was 18.6 higher than the previous day. The implied volatity was 38.04, the open interest changed by 8 which increased total open position to 68
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 58.4, which was -20.7 lower than the previous day. The implied volatity was 36.34, the open interest changed by 5 which increased total open position to 59
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 79.1, which was -24.9 lower than the previous day. The implied volatity was 37.52, the open interest changed by 26 which increased total open position to 53
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 104, which was 38.65 higher than the previous day. The implied volatity was 48.31, the open interest changed by 10 which increased total open position to 26
On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 32.82, the open interest changed by 5 which increased total open position to 16
On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 68, which was 20 higher than the previous day. The implied volatity was 40.31, the open interest changed by 0 which decreased total open position to 11
On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 48, which was -13 lower than the previous day. The implied volatity was 35.28, the open interest changed by 0 which decreased total open position to 11
On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 61, which was 4.5 higher than the previous day. The implied volatity was 32.42, the open interest changed by 4 which increased total open position to 10
On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 56.5, which was 8.35 higher than the previous day. The implied volatity was 10.6, the open interest changed by 0 which decreased total open position to 8
On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 48.15, which was 2.15 higher 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 48.15, which was 2.15 higher 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 48.15, which was 2.15 higher than the previous day. The implied volatity was 26.67, the open interest changed by 0 which decreased total open position to 8
On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 46, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 46, which was 11.95 higher than the previous day. The implied volatity was 30.96, the open interest changed by -1 which decreased total open position to 8
On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 33.9, which was 8.9 higher than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 9
On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 25, which was -15.25 lower than the previous day. The implied volatity was 27.9, the open interest changed by 4 which increased total open position to 9
On 4 Mar AUBANK was trading at 946.10. The strike last trading price was 40.25, which was 2.5 higher than the previous day. The implied volatity was 31.86, the open interest changed by 3 which increased total open position to 5
On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 37.75, which was 1.75 higher than the previous day. The implied volatity was 30.96, the open interest changed by 0 which decreased total open position to 1
On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 36, which was 5.9 higher than the previous day. The implied volatity was 29.45, 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 30.1, which was 0 lower than the previous day. The implied volatity was 2.81, 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 30.1, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
