AUBANK

Au Small Finance Bank Ltd

978 -15.70 (-1.58%)

L: 973.55 H: 990.7

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Historical option data for AUBANK
11 Dec 2025 12:50 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 960 CE
Delta: 0.70 Vega: 0.78 Theta: -0.62 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
11 Dec	978.10	32.65 ₹ 32,650	-8.45 -8450.00	21.41	205 2,05,000	2 2,000	377 3,77,000
10 Dec	993.70	41.5 ₹ 41,500	13.45 13450.00	17.05	875 8,75,000	-229 -2,29,000	375 3,75,000
9 Dec	972.05	27.8 ₹ 27,800	10.55 10550.00	19.95	3,052 30,52,000	61 61,000	609 6,09,000
8 Dec	952.55	16.35 ₹ 16,350	-5.2 -5200.00	18.10	832 8,32,000	113 1,13,000	553 5,53,000
5 Dec	960.70	22.2 ₹ 22,200	4.6 4600.00	18.25	1,504 15,04,000	-151 -1,51,000	455 4,55,000
4 Dec	948.75	17.7 ₹ 17,700	-2.05 -2050.00	19.48	327 3,27,000	49 49,000	608 6,08,000
3 Dec	948.70	20.2 ₹ 20,200	-0.25 -250.00	19.99	577 5,77,000	21 21,000	571 5,71,000
2 Dec	953.05	19.9 ₹ 19,900	-0.5 -500.00	19.51	1,646 16,46,000	156 1,56,000	548 5,48,000
1 Dec	950.50	20 ₹ 20,000	-2.45 -2450.00	19.25	1,016 10,16,000	-35 -35,000	392 3,92,000
28 Nov	955.25	21.95 ₹ 21,950	2.7 2700.00	18.92	748 7,48,000	-12 -12,000	427 4,27,000
27 Nov	947.15	19 ₹ 19,000	-3.9 -3900.00	19.42	747 7,47,000	84 84,000	437 4,37,000
26 Nov	953.75	23 ₹ 23,000	3.9 3900.00	19.66	1,448 14,48,000	158 1,58,000	352 3,52,000
25 Nov	944.05	19.3 ₹ 19,300	5.35 5350.00	18.87	399 3,99,000	49 49,000	187 1,87,000
24 Nov	925.10	13.3 ₹ 13,300	1.15 1150.00	20.42	212 2,12,000	32 32,000	136 1,36,000
21 Nov	915.35	12.15 ₹ 12,150	-4.1 -4100.00	21.03	52 52,000	5 5,000	102 1,02,000
20 Nov	919.30	16.25 ₹ 16,250	-1.75 -1750.00	22.32	35 35,000	6 6,000	97 97,000
19 Nov	925.65	18 ₹ 18,000	1.65 1650.00	23.08	35 35,000	12 12,000	90 90,000
18 Nov	920.15	16.3 ₹ 16,300	1.3 1300.00	21.92	47 47,000	6 6,000	78 78,000
17 Nov	912.70	15 ₹ 15,000	5.25 5250.00	22.86	32 32,000	8 8,000	73 73,000
14 Nov	890.60	9.75 ₹ 9,750	0.8 800.00	22.81	15 15,000	-3 -3,000	65 65,000
13 Nov	886.70	8.95 ₹ 8,950	0.2 200.00	23.12	6 6,000	-1 -1,000	68 68,000
12 Nov	882.05	8.75 ₹ 8,750	-1.65 -1650.00	23.95	11 11,000	8 8,000	68 68,000
11 Nov	889.40	10.4 ₹ 10,400	-7.1 -7100.00	23.04	14 14,000	-3 -3,000	61 61,000

10 Nov	914.60	17.5 ₹ 17,500	1.85 1850.00	23.27	10 10,000	6 6,000	64 64,000
7 Nov	908.70	15.75 ₹ 15,750	6.55 6550.00	22.36	45 45,000	36 36,000	56 56,000
6 Nov	881.00	9.2 ₹ 9,200	-0.15 -150.00	22.56	2 2,000	1 1,000	19 19,000
4 Nov	880.30	9.35 ₹ 9,350	1.55 1550.00	22.40	4 4,000	1 1,000	17 17,000
3 Nov	866.95	7.8 ₹ 7,800	-1.8 -1800.00	23.18	6 6,000	5 5,000	15 15,000
31 Oct	877.85	9.6 ₹ 9,600	-0.65 -650.00	-	4 4,000	3 3,000	9 9,000
30 Oct	878.30	10.25 ₹ 10,250	5 5000.00	22.87	6 6,000	5 5,000	5 5,000

For Au Small Finance Bank Ltd - strike price 960 expiring on 30DEC2025

Delta for 960 CE is 0.70

Historical price for 960 CE is as follows

On 11 Dec AUBANK was trading at 978.10. The strike last trading price was 32.65, which was -8.45 lower than the previous day. The implied volatity was 21.41, the open interest changed by 2 which increased total open position to 377

On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 41.5, which was 13.45 higher than the previous day. The implied volatity was 17.05, the open interest changed by -229 which decreased total open position to 375

On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 27.8, which was 10.55 higher than the previous day. The implied volatity was 19.95, the open interest changed by 61 which increased total open position to 609

On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 16.35, which was -5.2 lower than the previous day. The implied volatity was 18.10, the open interest changed by 113 which increased total open position to 553

On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 22.2, which was 4.6 higher than the previous day. The implied volatity was 18.25, the open interest changed by -151 which decreased total open position to 455

On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 17.7, which was -2.05 lower than the previous day. The implied volatity was 19.48, the open interest changed by 49 which increased total open position to 608

On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 20.2, which was -0.25 lower than the previous day. The implied volatity was 19.99, the open interest changed by 21 which increased total open position to 571

On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 19.9, which was -0.5 lower than the previous day. The implied volatity was 19.51, the open interest changed by 156 which increased total open position to 548

On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 20, which was -2.45 lower than the previous day. The implied volatity was 19.25, the open interest changed by -35 which decreased total open position to 392

On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 21.95, which was 2.7 higher than the previous day. The implied volatity was 18.92, the open interest changed by -12 which decreased total open position to 427

On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 19, which was -3.9 lower than the previous day. The implied volatity was 19.42, the open interest changed by 84 which increased total open position to 437

On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 23, which was 3.9 higher than the previous day. The implied volatity was 19.66, the open interest changed by 158 which increased total open position to 352

On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 19.3, which was 5.35 higher than the previous day. The implied volatity was 18.87, the open interest changed by 49 which increased total open position to 187

On 24 Nov AUBANK was trading at 925.10. The strike last trading price was 13.3, which was 1.15 higher than the previous day. The implied volatity was 20.42, the open interest changed by 32 which increased total open position to 136

On 21 Nov AUBANK was trading at 915.35. The strike last trading price was 12.15, which was -4.1 lower than the previous day. The implied volatity was 21.03, the open interest changed by 5 which increased total open position to 102

On 20 Nov AUBANK was trading at 919.30. The strike last trading price was 16.25, which was -1.75 lower than the previous day. The implied volatity was 22.32, the open interest changed by 6 which increased total open position to 97

On 19 Nov AUBANK was trading at 925.65. The strike last trading price was 18, which was 1.65 higher than the previous day. The implied volatity was 23.08, the open interest changed by 12 which increased total open position to 90

On 18 Nov AUBANK was trading at 920.15. The strike last trading price was 16.3, which was 1.3 higher than the previous day. The implied volatity was 21.92, the open interest changed by 6 which increased total open position to 78

On 17 Nov AUBANK was trading at 912.70. The strike last trading price was 15, which was 5.25 higher than the previous day. The implied volatity was 22.86, the open interest changed by 8 which increased total open position to 73

On 14 Nov AUBANK was trading at 890.60. The strike last trading price was 9.75, which was 0.8 higher than the previous day. The implied volatity was 22.81, the open interest changed by -3 which decreased total open position to 65

On 13 Nov AUBANK was trading at 886.70. The strike last trading price was 8.95, which was 0.2 higher than the previous day. The implied volatity was 23.12, the open interest changed by -1 which decreased total open position to 68

On 12 Nov AUBANK was trading at 882.05. The strike last trading price was 8.75, which was -1.65 lower than the previous day. The implied volatity was 23.95, the open interest changed by 8 which increased total open position to 68

On 11 Nov AUBANK was trading at 889.40. The strike last trading price was 10.4, which was -7.1 lower than the previous day. The implied volatity was 23.04, the open interest changed by -3 which decreased total open position to 61

On 10 Nov AUBANK was trading at 914.60. The strike last trading price was 17.5, which was 1.85 higher than the previous day. The implied volatity was 23.27, the open interest changed by 6 which increased total open position to 64

On 7 Nov AUBANK was trading at 908.70. The strike last trading price was 15.75, which was 6.55 higher than the previous day. The implied volatity was 22.36, the open interest changed by 36 which increased total open position to 56

On 6 Nov AUBANK was trading at 881.00. The strike last trading price was 9.2, which was -0.15 lower than the previous day. The implied volatity was 22.56, the open interest changed by 1 which increased total open position to 19

On 4 Nov AUBANK was trading at 880.30. The strike last trading price was 9.35, which was 1.55 higher than the previous day. The implied volatity was 22.40, the open interest changed by 1 which increased total open position to 17

On 3 Nov AUBANK was trading at 866.95. The strike last trading price was 7.8, which was -1.8 lower than the previous day. The implied volatity was 23.18, the open interest changed by 5 which increased total open position to 15

On 31 Oct AUBANK was trading at 877.85. The strike last trading price was 9.6, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 9

On 30 Oct AUBANK was trading at 878.30. The strike last trading price was 10.25, which was 5 higher than the previous day. The implied volatity was 22.87, the open interest changed by 5 which increased total open position to 5

AUBANK 30DEC2025 960 PE
Delta: -0.31 Vega: 0.79 Theta: -0.38 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
11 Dec	978.10	10.45 ₹ 10,450	2.2 2200.00	22.57	712 7,12,000	-88 -88,000	429 4,29,000
10 Dec	993.70	8.1 ₹ 8,100	-6.05 -6050.00	24.35	1,490 14,90,000	15 15,000	522 5,22,000
9 Dec	972.05	14.1 ₹ 14,100	-7.65 -7650.00	23.17	1,458 14,58,000	293 2,93,000	500 5,00,000
8 Dec	952.55	22.45 ₹ 22,450	3.95 3950.00	23.43	523 5,23,000	-30 -30,000	211 2,11,000
5 Dec	960.70	18.1 ₹ 18,100	-7.75 -7750.00	21.64	842 8,42,000	64 64,000	244 2,44,000
4 Dec	948.75	25.8 ₹ 25,800	1.45 1450.00	23.36	64 64,000	1 1,000	181 1,81,000
3 Dec	948.70	23.8 ₹ 23,800	-0.95 -950.00	22.58	138 1,38,000	18 18,000	179 1,79,000
2 Dec	953.05	25.8 ₹ 25,800	0.55 550.00	23.92	1,056 10,56,000	-18 -18,000	160 1,60,000
1 Dec	950.50	25.95 ₹ 25,950	1.95 1950.00	23.68	668 6,68,000	-102 -1,02,000	177 1,77,000
28 Nov	955.25	24.5 ₹ 24,500	-3.85 -3850.00	22.37	287 2,87,000	4 4,000	282 2,82,000
27 Nov	947.15	28.4 ₹ 28,400	2.65 2650.00	22.02	217 2,17,000	101 1,01,000	279 2,79,000
26 Nov	953.75	25.65 ₹ 25,650	-193.65 -193650.00	22.34	533 5,33,000	180 1,80,000	180 1,80,000
25 Nov	944.05	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
24 Nov	925.10	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
21 Nov	915.35	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
20 Nov	919.30	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
19 Nov	925.65	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
18 Nov	920.15	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
17 Nov	912.70	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
14 Nov	890.60	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
13 Nov	886.70	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
12 Nov	882.05	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
11 Nov	889.40	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
10 Nov	914.60	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
7 Nov	908.70	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
6 Nov	881.00	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
4 Nov	880.30	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
3 Nov	866.95	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
31 Oct	877.85	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0
30 Oct	878.30	219.3 ₹ 2,19,300	0 0.00	-	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 960 expiring on 30DEC2025

Delta for 960 PE is -0.31

Historical price for 960 PE is as follows

On 11 Dec AUBANK was trading at 978.10. The strike last trading price was 10.45, which was 2.2 higher than the previous day. The implied volatity was 22.57, the open interest changed by -88 which decreased total open position to 429

On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 8.1, which was -6.05 lower than the previous day. The implied volatity was 24.35, the open interest changed by 15 which increased total open position to 522

On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 14.1, which was -7.65 lower than the previous day. The implied volatity was 23.17, the open interest changed by 293 which increased total open position to 500

On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 22.45, which was 3.95 higher than the previous day. The implied volatity was 23.43, the open interest changed by -30 which decreased total open position to 211

On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 18.1, which was -7.75 lower than the previous day. The implied volatity was 21.64, the open interest changed by 64 which increased total open position to 244

On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 25.8, which was 1.45 higher than the previous day. The implied volatity was 23.36, the open interest changed by 1 which increased total open position to 181

On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 23.8, which was -0.95 lower than the previous day. The implied volatity was 22.58, the open interest changed by 18 which increased total open position to 179

On 2 Dec AUBANK was trading at 953.05. The strike last trading price was 25.8, which was 0.55 higher than the previous day. The implied volatity was 23.92, the open interest changed by -18 which decreased total open position to 160

On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 25.95, which was 1.95 higher than the previous day. The implied volatity was 23.68, the open interest changed by -102 which decreased total open position to 177

On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 24.5, which was -3.85 lower than the previous day. The implied volatity was 22.37, the open interest changed by 4 which increased total open position to 282

On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 28.4, which was 2.65 higher than the previous day. The implied volatity was 22.02, the open interest changed by 101 which increased total open position to 279

On 26 Nov AUBANK was trading at 953.75. The strike last trading price was 25.65, which was -193.65 lower than the previous day. The implied volatity was 22.34, the open interest changed by 180 which increased total open position to 180

On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 219.3, 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 24 Nov AUBANK was trading at 925.10. The strike last trading price was 219.3, 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 21 Nov AUBANK was trading at 915.35. The strike last trading price was 219.3, 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 219.3, 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 219.3, 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 219.3, 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 219.3, 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 219.3, 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 219.3, 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 219.3, 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 219.3, 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 219.3, 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 219.3, 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 219.3, 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 219.3, 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 219.3, 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 219.3, 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 219.3, 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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