AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
11 Mar 2026 04:10 PM IST
| AUBANK 30-MAR-2026 950 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.76
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 918.40 | 13.3 | -8.75 | 30.22 | 947 | 83 | 475 | |||||||||
| 10 Mar | 938.50 | 23.6 | 1.7 | 30.05 | 891 | -41 | 396 | |||||||||
| 9 Mar | 931.65 | 22 | -14.9 | 31.72 | 1,795 | 296 | 439 | |||||||||
| 6 Mar | 964.25 | 37.25 | -4.75 | 26.54 | 180 | -8 | 144 | |||||||||
| 5 Mar | 973.45 | 42.2 | 11.65 | 24.7 | 337 | -44 | 154 | |||||||||
| 4 Mar | 946.10 | 30.75 | -3.15 | 27.7 | 968 | 74 | 207 | |||||||||
| 2 Mar | 951.25 | 34.25 | -2.9 | 27.56 | 747 | 28 | 135 | |||||||||
| 27 Feb | 958.35 | 35.75 | -9.9 | 27.16 | 290 | 39 | 110 | |||||||||
| 26 Feb | 972.70 | 45.05 | -7.3 | 23.8 | 67 | 3 | 71 | |||||||||
| 25 Feb | 982.10 | 51.05 | -17.6 | 24.68 | 56 | 2 | 67 | |||||||||
| 24 Feb | 1002.20 | 68.25 | 14.35 | 20.24 | 157 | 1 | 66 | |||||||||
| 23 Feb | 974.10 | 54.75 | -31.25 | 28.83 | 524 | 63 | 66 | |||||||||
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| 20 Feb | 1029.65 | 86 | 17.5 | - | 0 | 0 | 3 | |||||||||
| 19 Feb | 1017.05 | 86 | 17.5 | - | 0 | 0 | 3 | |||||||||
| 18 Feb | 1022.05 | 86 | 17.5 | 18.34 | 3 | 0 | 0 | |||||||||
| 17 Feb | 999.75 | 68.5 | 2.05 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1010.00 | 68.5 | 2.05 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 994.90 | 68.5 | 2.05 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1000.60 | 68.5 | 2.05 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 990.25 | 68.5 | 2.05 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1001.15 | 68.5 | 2.05 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1005.30 | 68.5 | 2.05 | 15.7 | 3 | 0 | 3 | |||||||||
| 6 Feb | 991.05 | 66.45 | -0.8 | - | 0 | 0 | 3 | |||||||||
| 5 Feb | 986.00 | 66.45 | -0.8 | - | 0 | 0 | 3 | |||||||||
| 4 Feb | 980.95 | 66.45 | -0.8 | - | 0 | 0 | 3 | |||||||||
| 3 Feb | 982.30 | 66.45 | -0.8 | - | 0 | 0 | 3 | |||||||||
| 2 Feb | 965.20 | 66.45 | -0.8 | - | 0 | 0 | 3 | |||||||||
| 1 Feb | 979.60 | 66.45 | -0.8 | - | 0 | 0 | 3 | |||||||||
| 30 Jan | 982.35 | 66.45 | -0.8 | - | 0 | 0 | 3 | |||||||||
| 29 Jan | 987.90 | 67.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 950 expiring on 30MAR2026
Delta for 950 CE is 0.33
Historical price for 950 CE is as follows
On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 13.3, which was -8.75 lower than the previous day. The implied volatity was 30.22, the open interest changed by 83 which increased total open position to 475
On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 23.6, which was 1.7 higher than the previous day. The implied volatity was 30.05, the open interest changed by -41 which decreased total open position to 396
On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 22, which was -14.9 lower than the previous day. The implied volatity was 31.72, the open interest changed by 296 which increased total open position to 439
On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 37.25, which was -4.75 lower than the previous day. The implied volatity was 26.54, the open interest changed by -8 which decreased total open position to 144
On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 42.2, which was 11.65 higher than the previous day. The implied volatity was 24.7, the open interest changed by -44 which decreased total open position to 154
On 4 Mar AUBANK was trading at 946.10. The strike last trading price was 30.75, which was -3.15 lower than the previous day. The implied volatity was 27.7, the open interest changed by 74 which increased total open position to 207
On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 34.25, which was -2.9 lower than the previous day. The implied volatity was 27.56, the open interest changed by 28 which increased total open position to 135
On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 35.75, which was -9.9 lower than the previous day. The implied volatity was 27.16, the open interest changed by 39 which increased total open position to 110
On 26 Feb AUBANK was trading at 972.70. The strike last trading price was 45.05, which was -7.3 lower than the previous day. The implied volatity was 23.8, the open interest changed by 3 which increased total open position to 71
On 25 Feb AUBANK was trading at 982.10. The strike last trading price was 51.05, which was -17.6 lower than the previous day. The implied volatity was 24.68, the open interest changed by 2 which increased total open position to 67
On 24 Feb AUBANK was trading at 1002.20. The strike last trading price was 68.25, which was 14.35 higher than the previous day. The implied volatity was 20.24, the open interest changed by 1 which increased total open position to 66
On 23 Feb AUBANK was trading at 974.10. The strike last trading price was 54.75, which was -31.25 lower than the previous day. The implied volatity was 28.83, the open interest changed by 63 which increased total open position to 66
On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was 86, which was 17.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was 86, which was 17.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was 86, which was 17.5 higher than the previous day. The implied volatity was 18.34, 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 68.5, which was 2.05 higher 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 68.5, which was 2.05 higher 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 68.5, which was 2.05 higher 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 68.5, which was 2.05 higher 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 68.5, which was 2.05 higher 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 68.5, which was 2.05 higher 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 68.5, which was 2.05 higher than the previous day. The implied volatity was 15.7, the open interest changed by 0 which decreased total open position to 3
On 6 Feb AUBANK was trading at 991.05. The strike last trading price was 66.45, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Feb AUBANK was trading at 986.00. The strike last trading price was 66.45, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Feb AUBANK was trading at 980.95. The strike last trading price was 66.45, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Feb AUBANK was trading at 982.30. The strike last trading price was 66.45, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Feb AUBANK was trading at 965.20. The strike last trading price was 66.45, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Feb AUBANK was trading at 979.60. The strike last trading price was 66.45, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Jan AUBANK was trading at 982.35. The strike last trading price was 66.45, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 Jan AUBANK was trading at 987.90. The strike last trading price was 67.25, 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
| AUBANK 30MAR2026 950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.77
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 918.40 | 45.05 | 16.5 | 32.42 | 753 | -11 | 417 |
| 10 Mar | 938.50 | 26.3 | -10.25 | 26.44 | 596 | -28 | 426 |
| 9 Mar | 931.65 | 36.1 | 14.65 | 31.84 | 1,801 | -186 | 458 |
| 6 Mar | 964.25 | 21.45 | 4.6 | 31.27 | 743 | 104 | 657 |
| 5 Mar | 973.45 | 17.95 | -13 | 30.44 | 979 | 33 | 555 |
| 4 Mar | 946.10 | 30.85 | 4.05 | 33.32 | 1,457 | 42 | 522 |
| 2 Mar | 951.25 | 26.5 | 1.65 | 29.93 | 1,523 | 75 | 482 |
| 27 Feb | 958.35 | 27.35 | 7.15 | 29.58 | 749 | 72 | 407 |
| 26 Feb | 972.70 | 19.9 | 2.3 | 29.23 | 455 | -7 | 335 |
| 25 Feb | 982.10 | 18.45 | 4.55 | 29.51 | 549 | 3 | 341 |
| 24 Feb | 1002.20 | 13.4 | -9.85 | 31.12 | 840 | -34 | 336 |
| 23 Feb | 974.10 | 23 | 15.55 | 32.22 | 2,940 | 241 | 368 |
| 20 Feb | 1029.65 | 7.4 | -2.4 | 27.94 | 91 | 6 | 127 |
| 19 Feb | 1017.05 | 10.1 | 1.9 | 27.89 | 146 | 28 | 118 |
| 18 Feb | 1022.05 | 8.25 | -4.75 | 27.31 | 124 | 30 | 87 |
| 17 Feb | 999.75 | 13 | 0.8 | 27.45 | 36 | 2 | 56 |
| 16 Feb | 1010.00 | 12.2 | -4.45 | 28.35 | 47 | -2 | 52 |
| 13 Feb | 994.90 | 17 | 2 | 28.43 | 15 | 2 | 56 |
| 12 Feb | 1000.60 | 15 | -0.95 | 27.73 | 10 | -1 | 52 |
| 11 Feb | 990.25 | 15.95 | 2.2 | 25.59 | 22 | 6 | 52 |
| 10 Feb | 1001.15 | 13.75 | 0.9 | 26.49 | 22 | -2 | 45 |
| 9 Feb | 1005.30 | 13.15 | -2.85 | 26.08 | 69 | 38 | 45 |
| 6 Feb | 991.05 | 16 | -2 | 25.11 | 6 | 3 | 6 |
| 5 Feb | 986.00 | 18 | -5.15 | - | 0 | 0 | 3 |
| 4 Feb | 980.95 | 18 | -5.15 | 24.8 | 1 | 0 | 2 |
| 3 Feb | 982.30 | 23.15 | -8.55 | - | 0 | 0 | 2 |
| 2 Feb | 965.20 | 23.15 | -8.55 | - | 0 | 0 | 2 |
| 1 Feb | 979.60 | 23.15 | -8.55 | 26.52 | 5 | 2 | 3 |
| 30 Jan | 982.35 | 31.7 | -12.05 | - | 0 | 0 | 1 |
| 29 Jan | 987.90 | 31.7 | -12.05 | 34.78 | 1 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 950 expiring on 30MAR2026
Delta for 950 PE is -0.66
Historical price for 950 PE is as follows
On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 45.05, which was 16.5 higher than the previous day. The implied volatity was 32.42, the open interest changed by -11 which decreased total open position to 417
On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 26.3, which was -10.25 lower than the previous day. The implied volatity was 26.44, the open interest changed by -28 which decreased total open position to 426
On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 36.1, which was 14.65 higher than the previous day. The implied volatity was 31.84, the open interest changed by -186 which decreased total open position to 458
On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 21.45, which was 4.6 higher than the previous day. The implied volatity was 31.27, the open interest changed by 104 which increased total open position to 657
On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 17.95, which was -13 lower than the previous day. The implied volatity was 30.44, the open interest changed by 33 which increased total open position to 555
On 4 Mar AUBANK was trading at 946.10. The strike last trading price was 30.85, which was 4.05 higher than the previous day. The implied volatity was 33.32, the open interest changed by 42 which increased total open position to 522
On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 26.5, which was 1.65 higher than the previous day. The implied volatity was 29.93, the open interest changed by 75 which increased total open position to 482
On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 27.35, which was 7.15 higher than the previous day. The implied volatity was 29.58, the open interest changed by 72 which increased total open position to 407
On 26 Feb AUBANK was trading at 972.70. The strike last trading price was 19.9, which was 2.3 higher than the previous day. The implied volatity was 29.23, the open interest changed by -7 which decreased total open position to 335
On 25 Feb AUBANK was trading at 982.10. The strike last trading price was 18.45, which was 4.55 higher than the previous day. The implied volatity was 29.51, the open interest changed by 3 which increased total open position to 341
On 24 Feb AUBANK was trading at 1002.20. The strike last trading price was 13.4, which was -9.85 lower than the previous day. The implied volatity was 31.12, the open interest changed by -34 which decreased total open position to 336
On 23 Feb AUBANK was trading at 974.10. The strike last trading price was 23, which was 15.55 higher than the previous day. The implied volatity was 32.22, the open interest changed by 241 which increased total open position to 368
On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was 7.4, which was -2.4 lower than the previous day. The implied volatity was 27.94, the open interest changed by 6 which increased total open position to 127
On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was 10.1, which was 1.9 higher than the previous day. The implied volatity was 27.89, the open interest changed by 28 which increased total open position to 118
On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was 8.25, which was -4.75 lower than the previous day. The implied volatity was 27.31, the open interest changed by 30 which increased total open position to 87
On 17 Feb AUBANK was trading at 999.75. The strike last trading price was 13, which was 0.8 higher than the previous day. The implied volatity was 27.45, the open interest changed by 2 which increased total open position to 56
On 16 Feb AUBANK was trading at 1010.00. The strike last trading price was 12.2, which was -4.45 lower than the previous day. The implied volatity was 28.35, the open interest changed by -2 which decreased total open position to 52
On 13 Feb AUBANK was trading at 994.90. The strike last trading price was 17, which was 2 higher than the previous day. The implied volatity was 28.43, the open interest changed by 2 which increased total open position to 56
On 12 Feb AUBANK was trading at 1000.60. The strike last trading price was 15, which was -0.95 lower than the previous day. The implied volatity was 27.73, the open interest changed by -1 which decreased total open position to 52
On 11 Feb AUBANK was trading at 990.25. The strike last trading price was 15.95, which was 2.2 higher than the previous day. The implied volatity was 25.59, the open interest changed by 6 which increased total open position to 52
On 10 Feb AUBANK was trading at 1001.15. The strike last trading price was 13.75, which was 0.9 higher than the previous day. The implied volatity was 26.49, the open interest changed by -2 which decreased total open position to 45
On 9 Feb AUBANK was trading at 1005.30. The strike last trading price was 13.15, which was -2.85 lower than the previous day. The implied volatity was 26.08, the open interest changed by 38 which increased total open position to 45
On 6 Feb AUBANK was trading at 991.05. The strike last trading price was 16, which was -2 lower than the previous day. The implied volatity was 25.11, the open interest changed by 3 which increased total open position to 6
On 5 Feb AUBANK was trading at 986.00. The strike last trading price was 18, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Feb AUBANK was trading at 980.95. The strike last trading price was 18, which was -5.15 lower than the previous day. The implied volatity was 24.8, the open interest changed by 0 which decreased total open position to 2
On 3 Feb AUBANK was trading at 982.30. The strike last trading price was 23.15, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb AUBANK was trading at 965.20. The strike last trading price was 23.15, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb AUBANK was trading at 979.60. The strike last trading price was 23.15, which was -8.55 lower than the previous day. The implied volatity was 26.52, the open interest changed by 2 which increased total open position to 3
On 30 Jan AUBANK was trading at 982.35. The strike last trading price was 31.7, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Jan AUBANK was trading at 987.90. The strike last trading price was 31.7, which was -12.05 lower than the previous day. The implied volatity was 34.78, the open interest changed by 0 which decreased total open position to 0
