AUBANK

Au Small Finance Bank Ltd

972.05 +19.50 (2.05%)

L: 948.2 H: 973.7

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Historical option data for AUBANK
09 Dec 2025 04:10 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 950 CE
Delta: 0.73 Vega: 0.76 Theta: -0.54 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	972.05	34.3 ₹ 34,300	12.2 12200.00	19.35	850 8,50,000	3 3,000	545 5,45,000
8 Dec	952.55	21.2 ₹ 21,200	-5.95 -5950.00	17.67	724 7,24,000	-46 -46,000	542 5,42,000
5 Dec	960.70	27.9 ₹ 27,900	5.8 5800.00	17.99	1,206 12,06,000	-6 -6,000	593 5,93,000

4 Dec	948.75	22.5 ₹ 22,500	-1.85 -1850.00	19.35	758 7,58,000	14 14,000	600 6,00,000
3 Dec	948.70	25.3 ₹ 25,300	-0.1 -100.00	19.93	998 9,98,000	2 2,000	586 5,86,000
2 Dec	953.05	24.65 ₹ 24,650	-0.7 -700.00	19.14	1,118 11,18,000	-1 -1,000	583 5,83,000
1 Dec	950.50	24.7 ₹ 24,700	-2.95 -2950.00	18.82	1,066 10,66,000	1 1,000	584 5,84,000
28 Nov	955.25	26.95 ₹ 26,950	3.05 3050.00	18.63	814 8,14,000	4 4,000	584 5,84,000
27 Nov	947.15	23.55 ₹ 23,550	-4.5 -4500.00	19.25	857 8,57,000	19 19,000	580 5,80,000
26 Nov	953.75	28.2 ₹ 28,200	4.3 4300.00	19.94	1,729 17,29,000	16 16,000	561 5,61,000
25 Nov	944.05	23.65 ₹ 23,650	5.8 5800.00	18.51	892 8,92,000	199 1,99,000	544 5,44,000
24 Nov	925.10	16.4 ₹ 16,400	1.4 1400.00	20.07	550 5,50,000	225 2,25,000	345 3,45,000
21 Nov	915.35	15 ₹ 15,000	-4 -4000.00	20.80	84 84,000	46 46,000	120 1,20,000
20 Nov	919.30	19.75 ₹ 19,750	-2.3 -2300.00	22.25	74 74,000	-6 -6,000	74 74,000
19 Nov	925.65	22.05 ₹ 22,050	2 2000.00	23.37	133 1,33,000	5 5,000	81 81,000
18 Nov	920.15	20.05 ₹ 20,050	2.1 2100.00	22.06	81 81,000	18 18,000	76 76,000
17 Nov	912.70	18 ₹ 18,000	6.3 6300.00	22.66	88 88,000	36 36,000	59 59,000
14 Nov	890.60	12.05 ₹ 12,050	1.05 1050.00	22.84	13 13,000	3 3,000	24 24,000
13 Nov	886.70	11 ₹ 11,000	0.5 500.00	23.05	14 14,000	5 5,000	22 22,000
12 Nov	882.05	10.5 ₹ 10,500	-2.5 -2500.00	23.70	6 6,000	1 1,000	13 13,000
11 Nov	889.40	13 ₹ 13,000	-7.4 -7400.00	23.28	12 12,000	4 4,000	12 12,000
10 Nov	914.60	20.4 ₹ 20,400	3.9 3900.00	22.93	8 8,000	5 5,000	7 7,000
7 Nov	908.70	16.5 ₹ 16,500	4.5 4500.00	20.53	1 1,000	0 0	1 1,000
6 Nov	881.00	12 ₹ 12,000	-19.25 -19250.00	23.45	1 1,000	0 0	0 0
4 Nov	880.30	31.25 ₹ 31,250	0 0.00	4.40	0 0	0 0	0 0
3 Nov	866.95	31.25 ₹ 31,250	0 0.00	5.14	0 0	0 0	0 0
31 Oct	877.85	31.25 ₹ 31,250	0 0.00	-	0 0	0 0	0 0
30 Oct	878.30	31.25 ₹ 31,250	0 0.00	4.25	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 950 expiring on 30DEC2025

Delta for 950 CE is 0.73

Historical price for 950 CE is as follows

On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 34.3, which was 12.2 higher than the previous day. The implied volatity was 19.35, the open interest changed by 3 which increased total open position to 545

On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 21.2, which was -5.95 lower than the previous day. The implied volatity was 17.67, the open interest changed by -46 which decreased total open position to 542

On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 27.9, which was 5.8 higher than the previous day. The implied volatity was 17.99, the open interest changed by -6 which decreased total open position to 593

On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 22.5, which was -1.85 lower than the previous day. The implied volatity was 19.35, the open interest changed by 14 which increased total open position to 600

On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 25.3, which was -0.1 lower than the previous day. The implied volatity was 19.93, the open interest changed by 2 which increased total open position to 586

On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 24.65, which was -0.7 lower than the previous day. The implied volatity was 19.14, the open interest changed by -1 which decreased total open position to 583

On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 24.7, which was -2.95 lower than the previous day. The implied volatity was 18.82, the open interest changed by 1 which increased total open position to 584

On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 26.95, which was 3.05 higher than the previous day. The implied volatity was 18.63, the open interest changed by 4 which increased total open position to 584

On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 23.55, which was -4.5 lower than the previous day. The implied volatity was 19.25, the open interest changed by 19 which increased total open position to 580

On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 28.2, which was 4.3 higher than the previous day. The implied volatity was 19.94, the open interest changed by 16 which increased total open position to 561

On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 23.65, which was 5.8 higher than the previous day. The implied volatity was 18.51, the open interest changed by 199 which increased total open position to 544

On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 16.4, which was 1.4 higher than the previous day. The implied volatity was 20.07, the open interest changed by 225 which increased total open position to 345

On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 15, which was -4 lower than the previous day. The implied volatity was 20.80, the open interest changed by 46 which increased total open position to 120

On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 19.75, which was -2.3 lower than the previous day. The implied volatity was 22.25, the open interest changed by -6 which decreased total open position to 74

On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 22.05, which was 2 higher than the previous day. The implied volatity was 23.37, the open interest changed by 5 which increased total open position to 81

On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 20.05, which was 2.1 higher than the previous day. The implied volatity was 22.06, the open interest changed by 18 which increased total open position to 76

On 17 Nov AUBANK was trading at 912.70. The strike last trading price was 18, which was 6.3 higher than the previous day. The implied volatity was 22.66, the open interest changed by 36 which increased total open position to 59

On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 12.05, which was 1.05 higher than the previous day. The implied volatity was 22.84, the open interest changed by 3 which increased total open position to 24

On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 11, which was 0.5 higher than the previous day. The implied volatity was 23.05, the open interest changed by 5 which increased total open position to 22

On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 10.5, which was -2.5 lower than the previous day. The implied volatity was 23.70, the open interest changed by 1 which increased total open position to 13

On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 13, which was -7.4 lower than the previous day. The implied volatity was 23.28, the open interest changed by 4 which increased total open position to 12

On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 20.4, which was 3.9 higher than the previous day. The implied volatity was 22.93, the open interest changed by 5 which increased total open position to 7

On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 16.5, which was 4.5 higher than the previous day. The implied volatity was 20.53, the open interest changed by 0 which decreased total open position to 1

On 6 Nov AUBANK was trading at 881.00. The strike last trading price was 12, which was -19.25 lower than the previous day. The implied volatity was 23.45, 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 31.25, which was 0 lower than the previous day. The implied volatity was 4.40, 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 31.25, which was 0 lower than the previous day. The implied volatity was 5.14, 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 31.25, 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 31.25, which was 0 lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0

AUBANK 30DEC2025 950 PE
Delta: -0.30 Vega: 0.81 Theta: -0.37 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	972.05	10.75 ₹ 10,750	-6 -6000.00	23.53	1,409 14,09,000	263 2,63,000	658 6,58,000
8 Dec	952.55	17.65 ₹ 17,650	3.5 3500.00	23.43	631 6,31,000	-40 -40,000	403 4,03,000
5 Dec	960.70	14.05 ₹ 14,050	-6.55 -6550.00	21.77	978 9,78,000	13 13,000	442 4,42,000
4 Dec	948.75	20.15 ₹ 20,150	0.75 750.00	22.74	488 4,88,000	66 66,000	431 4,31,000
3 Dec	948.70	18.9 ₹ 18,900	-1.3 -1300.00	22.49	843 8,43,000	-37 -37,000	362 3,62,000
2 Dec	953.05	20.7 ₹ 20,700	0.1 100.00	23.69	1,043 10,43,000	19 19,000	409 4,09,000
1 Dec	950.50	21 ₹ 21,000	1.7 1700.00	23.60	749 7,49,000	-5 -5,000	390 3,90,000
28 Nov	955.25	19.5 ₹ 19,500	-4.05 -4050.00	22.09	692 6,92,000	114 1,14,000	401 4,01,000
27 Nov	947.15	23.1 ₹ 23,100	2 2000.00	21.91	468 4,68,000	-50 -50,000	287 2,87,000
26 Nov	953.75	20.75 ₹ 20,750	-6.25 -6250.00	22.01	1,266 12,66,000	158 1,58,000	338 3,38,000
25 Nov	944.05	27 ₹ 27,000	-9 -9000.00	24.89	231 2,31,000	126 1,26,000	178 1,78,000
24 Nov	925.10	36.3 ₹ 36,300	-5.15 -5150.00	23.71	31 31,000	15 15,000	52 52,000
21 Nov	915.35	41.45 ₹ 41,450	0.05 50.00	23.05	19 19,000	16 16,000	36 36,000
20 Nov	919.30	41 ₹ 41,000	0.5 500.00	25.92	8 8,000	1 1,000	15 15,000
19 Nov	925.65	40.5 ₹ 40,500	-3.25 -3250.00	25.88	12 12,000	8 8,000	14 14,000
18 Nov	920.15	43.75 ₹ 43,750	-1.25 -1250.00	27.41	9 9,000	3 3,000	6 6,000
17 Nov	912.70	45 ₹ 45,000	-20.9 -20900.00	24.44	4 4,000	0 0	3 3,000
14 Nov	890.60	65.9 ₹ 65,900	15.9 15900.00	-	0 0	0 0	0 0
13 Nov	886.70	65.9 ₹ 65,900	15.9 15900.00	-	0 0	0 0	0 0
12 Nov	882.05	65.9 ₹ 65,900	15.9 15900.00	21.66	1 1,000	0 0	3 3,000
11 Nov	889.40	50 ₹ 50,000	-41.4 -41400.00	-	0 0	3 3,000	0 0
10 Nov	914.60	50 ₹ 50,000	-41.4 -41400.00	26.51	3 3,000	2 2,000	2 2,000
7 Nov	908.70	91.4 ₹ 91,400	0 0.00	-	0 0	0 0	0 0
6 Nov	881.00	91.4 ₹ 91,400	0 0.00	-	0 0	0 0	0 0
4 Nov	880.30	91.4 ₹ 91,400	0 0.00	-	0 0	0 0	0 0
3 Nov	866.95	91.4 ₹ 91,400	0 0.00	-	0 0	0 0	0 0
31 Oct	877.85	91.4 ₹ 91,400	0 0.00	-	0 0	0 0	0 0
30 Oct	878.30	91.4 ₹ 91,400	0 0.00	-	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 950 expiring on 30DEC2025

Delta for 950 PE is -0.30

Historical price for 950 PE is as follows

On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 10.75, which was -6 lower than the previous day. The implied volatity was 23.53, the open interest changed by 263 which increased total open position to 658

On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 17.65, which was 3.5 higher than the previous day. The implied volatity was 23.43, the open interest changed by -40 which decreased total open position to 403

On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 14.05, which was -6.55 lower than the previous day. The implied volatity was 21.77, the open interest changed by 13 which increased total open position to 442

On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 20.15, which was 0.75 higher than the previous day. The implied volatity was 22.74, the open interest changed by 66 which increased total open position to 431

On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 18.9, which was -1.3 lower than the previous day. The implied volatity was 22.49, the open interest changed by -37 which decreased total open position to 362

On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 20.7, which was 0.1 higher than the previous day. The implied volatity was 23.69, the open interest changed by 19 which increased total open position to 409

On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 21, which was 1.7 higher than the previous day. The implied volatity was 23.60, the open interest changed by -5 which decreased total open position to 390

On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 19.5, which was -4.05 lower than the previous day. The implied volatity was 22.09, the open interest changed by 114 which increased total open position to 401

On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 23.1, which was 2 higher than the previous day. The implied volatity was 21.91, the open interest changed by -50 which decreased total open position to 287

On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 20.75, which was -6.25 lower than the previous day. The implied volatity was 22.01, the open interest changed by 158 which increased total open position to 338

On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 27, which was -9 lower than the previous day. The implied volatity was 24.89, the open interest changed by 126 which increased total open position to 178

On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 36.3, which was -5.15 lower than the previous day. The implied volatity was 23.71, the open interest changed by 15 which increased total open position to 52

On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 41.45, which was 0.05 higher than the previous day. The implied volatity was 23.05, the open interest changed by 16 which increased total open position to 36

On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 41, which was 0.5 higher than the previous day. The implied volatity was 25.92, the open interest changed by 1 which increased total open position to 15

On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 40.5, which was -3.25 lower than the previous day. The implied volatity was 25.88, the open interest changed by 8 which increased total open position to 14

On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 43.75, which was -1.25 lower than the previous day. The implied volatity was 27.41, the open interest changed by 3 which increased total open position to 6

On 17 Nov AUBANK was trading at 912.70. The strike last trading price was 45, which was -20.9 lower than the previous day. The implied volatity was 24.44, the open interest changed by 0 which decreased total open position to 3

On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 65.9, which was 15.9 higher 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 65.9, which was 15.9 higher 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 65.9, which was 15.9 higher than the previous day. The implied volatity was 21.66, the open interest changed by 0 which decreased total open position to 3

On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 50, which was -41.4 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 50, which was -41.4 lower than the previous day. The implied volatity was 26.51, the open interest changed by 2 which increased total open position to 2

On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 91.4, 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 91.4, 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 91.4, 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 91.4, 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 91.4, 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 91.4, 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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