AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
20 Feb 2026 04:10 PM IST
| AUBANK 24-FEB-2026 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.04
Theta: -0.41
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1029.65 | 68.6 | 9.95 | 30.48 | 57 | -12 | 131 | |||||||||
| 19 Feb | 1017.05 | 58.65 | -3.5 | 43.12 | 32 | -14 | 144 | |||||||||
| 18 Feb | 1022.05 | 62.15 | 17.2 | 34.87 | 35 | 1 | 158 | |||||||||
| 17 Feb | 999.75 | 45 | 2.5 | 27.7 | 24 | -4 | 160 | |||||||||
| 16 Feb | 1010.00 | 42.5 | -4.95 | - | 0 | 0 | 164 | |||||||||
| 13 Feb | 994.90 | 42.5 | -4.95 | 28.16 | 18 | -2 | 164 | |||||||||
| 12 Feb | 1000.60 | 46 | -5.35 | 23.97 | 33 | -3 | 167 | |||||||||
| 11 Feb | 990.25 | 51.25 | 8 | - | 0 | 0 | 170 | |||||||||
| 10 Feb | 1001.15 | 51.25 | 8 | - | 0 | 0 | 170 | |||||||||
| 9 Feb | 1005.30 | 51.25 | 8 | 25.29 | 127 | -5 | 173 | |||||||||
| 6 Feb | 991.05 | 44.6 | 2.25 | 27.91 | 51 | 1 | 178 | |||||||||
| 5 Feb | 986.00 | 42.35 | 2.55 | 28.54 | 32 | 6 | 177 | |||||||||
| 4 Feb | 980.95 | 39.5 | -1.45 | 26.72 | 78 | 1 | 185 | |||||||||
| 3 Feb | 982.30 | 40.05 | 10.95 | 25.29 | 339 | -65 | 187 | |||||||||
| 2 Feb | 965.20 | 30 | -10.45 | 23.98 | 419 | 82 | 253 | |||||||||
| 1 Feb | 979.60 | 39.9 | -2.5 | 29.15 | 162 | 21 | 172 | |||||||||
| 30 Jan | 982.35 | 40.9 | -7.45 | 25.22 | 82 | 1 | 157 | |||||||||
| 29 Jan | 987.90 | 49.35 | 14.55 | 26.16 | 592 | -14 | 155 | |||||||||
| 28 Jan | 962.35 | 34.5 | -1.65 | 27.92 | 652 | 38 | 177 | |||||||||
| 27 Jan | 963.55 | 34.7 | -2.1 | 28.74 | 563 | 120 | 141 | |||||||||
| 23 Jan | 966.10 | 36.45 | -23.8 | 24.8 | 44 | 9 | 19 | |||||||||
| 22 Jan | 1000.55 | 60.25 | 5.75 | 23.5 | 12 | 1 | 10 | |||||||||
| 21 Jan | 994.90 | 54.5 | -13.35 | 23.06 | 16 | 10 | 10 | |||||||||
| 20 Jan | 1001.25 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 1020.95 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 1025.40 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 976.35 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 971.95 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 1007.80 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 999.20 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 992.10 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1004.55 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 1008.75 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1014.95 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 999.40 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 999.45 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 994.50 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 996.45 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 986.65 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 974.95 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 974.05 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 980.35 | 67.85 | - | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 984.45 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 985.15 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 987.65 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 990.30 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 980.60 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 979.05 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 968.05 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Dec | 973.00 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 993.70 | 67.85 | - | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 972.05 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 952.55 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 960.70 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 948.75 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 948.70 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 953.05 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 950.50 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 955.25 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 947.15 | 67.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 960 expiring on 24FEB2026
Delta for 960 CE is 0.98
Historical price for 960 CE is as follows
On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was 68.6, which was 9.95 higher than the previous day. The implied volatity was 30.48, the open interest changed by -12 which decreased total open position to 131
On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was 58.65, which was -3.5 lower than the previous day. The implied volatity was 43.12, the open interest changed by -14 which decreased total open position to 144
On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was 62.15, which was 17.2 higher than the previous day. The implied volatity was 34.87, the open interest changed by 1 which increased total open position to 158
On 17 Feb AUBANK was trading at 999.75. The strike last trading price was 45, which was 2.5 higher than the previous day. The implied volatity was 27.7, the open interest changed by -4 which decreased total open position to 160
On 16 Feb AUBANK was trading at 1010.00. The strike last trading price was 42.5, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 164
On 13 Feb AUBANK was trading at 994.90. The strike last trading price was 42.5, which was -4.95 lower than the previous day. The implied volatity was 28.16, the open interest changed by -2 which decreased total open position to 164
On 12 Feb AUBANK was trading at 1000.60. The strike last trading price was 46, which was -5.35 lower than the previous day. The implied volatity was 23.97, the open interest changed by -3 which decreased total open position to 167
On 11 Feb AUBANK was trading at 990.25. The strike last trading price was 51.25, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 170
On 10 Feb AUBANK was trading at 1001.15. The strike last trading price was 51.25, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 170
On 9 Feb AUBANK was trading at 1005.30. The strike last trading price was 51.25, which was 8 higher than the previous day. The implied volatity was 25.29, the open interest changed by -5 which decreased total open position to 173
On 6 Feb AUBANK was trading at 991.05. The strike last trading price was 44.6, which was 2.25 higher than the previous day. The implied volatity was 27.91, the open interest changed by 1 which increased total open position to 178
On 5 Feb AUBANK was trading at 986.00. The strike last trading price was 42.35, which was 2.55 higher than the previous day. The implied volatity was 28.54, the open interest changed by 6 which increased total open position to 177
On 4 Feb AUBANK was trading at 980.95. The strike last trading price was 39.5, which was -1.45 lower than the previous day. The implied volatity was 26.72, the open interest changed by 1 which increased total open position to 185
On 3 Feb AUBANK was trading at 982.30. The strike last trading price was 40.05, which was 10.95 higher than the previous day. The implied volatity was 25.29, the open interest changed by -65 which decreased total open position to 187
On 2 Feb AUBANK was trading at 965.20. The strike last trading price was 30, which was -10.45 lower than the previous day. The implied volatity was 23.98, the open interest changed by 82 which increased total open position to 253
On 1 Feb AUBANK was trading at 979.60. The strike last trading price was 39.9, which was -2.5 lower than the previous day. The implied volatity was 29.15, the open interest changed by 21 which increased total open position to 172
On 30 Jan AUBANK was trading at 982.35. The strike last trading price was 40.9, which was -7.45 lower than the previous day. The implied volatity was 25.22, the open interest changed by 1 which increased total open position to 157
On 29 Jan AUBANK was trading at 987.90. The strike last trading price was 49.35, which was 14.55 higher than the previous day. The implied volatity was 26.16, the open interest changed by -14 which decreased total open position to 155
On 28 Jan AUBANK was trading at 962.35. The strike last trading price was 34.5, which was -1.65 lower than the previous day. The implied volatity was 27.92, the open interest changed by 38 which increased total open position to 177
On 27 Jan AUBANK was trading at 963.55. The strike last trading price was 34.7, which was -2.1 lower than the previous day. The implied volatity was 28.74, the open interest changed by 120 which increased total open position to 141
On 23 Jan AUBANK was trading at 966.10. The strike last trading price was 36.45, which was -23.8 lower than the previous day. The implied volatity was 24.8, the open interest changed by 9 which increased total open position to 19
On 22 Jan AUBANK was trading at 1000.55. The strike last trading price was 60.25, which was 5.75 higher than the previous day. The implied volatity was 23.5, the open interest changed by 1 which increased total open position to 10
On 21 Jan AUBANK was trading at 994.90. The strike last trading price was 54.5, which was -13.35 lower than the previous day. The implied volatity was 23.06, the open interest changed by 10 which increased total open position to 10
On 20 Jan AUBANK was trading at 1001.25. The strike last trading price was 67.85, 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 Jan AUBANK was trading at 1020.95. The strike last trading price was 67.85, 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 16 Jan AUBANK was trading at 1025.40. The strike last trading price was 67.85, 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 Jan AUBANK was trading at 976.35. The strike last trading price was 67.85, 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 Jan AUBANK was trading at 971.95. The strike last trading price was 67.85, 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 Jan AUBANK was trading at 1007.80. The strike last trading price was 67.85, 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 9 Jan AUBANK was trading at 999.20. The strike last trading price was 67.85, 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 8 Jan AUBANK was trading at 992.10. The strike last trading price was 67.85, 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 Jan AUBANK was trading at 1004.55. The strike last trading price was 67.85, 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 Jan AUBANK was trading at 1008.75. The strike last trading price was 67.85, 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 5 Jan AUBANK was trading at 1014.95. The strike last trading price was 67.85, 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 2 Jan AUBANK was trading at 999.40. The strike last trading price was 67.85, 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 1 Jan AUBANK was trading at 999.45. The strike last trading price was 67.85, 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 Dec AUBANK was trading at 994.50. The strike last trading price was 67.85, 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 Dec AUBANK was trading at 996.45. The strike last trading price was 67.85, 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 29 Dec AUBANK was trading at 986.65. The strike last trading price was 67.85, 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 26 Dec AUBANK was trading at 974.95. The strike last trading price was 67.85, 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 Dec AUBANK was trading at 974.05. The strike last trading price was 67.85, 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 23 Dec AUBANK was trading at 980.35. The strike last trading price was 67.85, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec AUBANK was trading at 984.45. The strike last trading price was 67.85, 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 Dec AUBANK was trading at 985.15. The strike last trading price was 67.85, 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 Dec AUBANK was trading at 987.65. The strike last trading price was 67.85, 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 Dec AUBANK was trading at 990.30. The strike last trading price was 67.85, 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 16 Dec AUBANK was trading at 980.60. The strike last trading price was 67.85, 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 15 Dec AUBANK was trading at 979.05. The strike last trading price was 67.85, 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 Dec AUBANK was trading at 968.05. The strike last trading price was 67.85, 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 Dec AUBANK was trading at 973.00. The strike last trading price was 67.85, 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 Dec AUBANK was trading at 993.70. The strike last trading price was 67.85, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 67.85, 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 8 Dec AUBANK was trading at 952.55. The strike last trading price was 67.85, 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 5 Dec AUBANK was trading at 960.70. The strike last trading price was 67.85, 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 Dec AUBANK was trading at 948.75. The strike last trading price was 67.85, 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 Dec AUBANK was trading at 948.70. The strike last trading price was 67.85, 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 2 Dec AUBANK was trading at 953.05. The strike last trading price was 67.85, 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 1 Dec AUBANK was trading at 950.50. The strike last trading price was 67.85, 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 28 Nov AUBANK was trading at 955.25. The strike last trading price was 67.85, 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 27 Nov AUBANK was trading at 947.15. The strike last trading price was 67.85, 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 24FEB2026 960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.13
Theta: -0.69
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1029.65 | 1.25 | 0 | 43.89 | 106 | 1 | 218 |
| 19 Feb | 1017.05 | 1.3 | 0.1 | 33.35 | 301 | -68 | 223 |
| 18 Feb | 1022.05 | 1.2 | -2 | 33.72 | 300 | -71 | 289 |
| 17 Feb | 999.75 | 3.2 | 0.1 | 29.87 | 272 | 83 | 361 |
| 16 Feb | 1010.00 | 3 | -3.3 | 31.6 | 299 | 30 | 274 |
| 13 Feb | 994.90 | 6.5 | 0.9 | 28.93 | 344 | 14 | 244 |
| 12 Feb | 1000.60 | 5.6 | -2.5 | 28.39 | 183 | -17 | 236 |
| 11 Feb | 990.25 | 8.45 | 2.25 | 27.52 | 109 | -2 | 242 |
| 10 Feb | 1001.15 | 6.3 | 0.4 | 28.34 | 178 | 33 | 245 |
| 9 Feb | 1005.30 | 6.15 | -2.65 | 27.78 | 200 | -42 | 214 |
| 6 Feb | 991.05 | 8.8 | -3.4 | 25.11 | 199 | -17 | 257 |
| 5 Feb | 986.00 | 12.5 | -1.25 | 27.57 | 97 | 6 | 275 |
| 4 Feb | 980.95 | 12.9 | -1.15 | 26.28 | 114 | 12 | 269 |
| 3 Feb | 982.30 | 13.6 | -9.1 | 27.16 | 414 | 49 | 257 |
| 2 Feb | 965.20 | 22.2 | 2.3 | 30.26 | 394 | 36 | 208 |
| 1 Feb | 979.60 | 22 | 2.7 | 32.52 | 218 | 13 | 172 |
| 30 Jan | 982.35 | 18.85 | 1.35 | 30.02 | 272 | 27 | 162 |
| 29 Jan | 987.90 | 16.8 | -10.75 | 30.83 | 323 | -11 | 136 |
| 28 Jan | 962.35 | 27.6 | -0.4 | 31.3 | 330 | 11 | 149 |
| 27 Jan | 963.55 | 29 | 3 | 31.2 | 447 | 20 | 139 |
| 23 Jan | 966.10 | 26.1 | 11.5 | 29.33 | 171 | 17 | 119 |
| 22 Jan | 1000.55 | 14.2 | -2.8 | 27.71 | 56 | 12 | 103 |
| 21 Jan | 994.90 | 17.2 | -4 | 29.35 | 281 | 33 | 90 |
| 20 Jan | 1001.25 | 22.75 | 7.05 | 36 | 90 | -10 | 56 |
| 19 Jan | 1020.95 | 16 | 1.4 | 34.1 | 98 | 57 | 66 |
| 16 Jan | 1025.40 | 14.8 | -0.2 | 32.18 | 5 | 1 | 10 |
| 14 Jan | 976.35 | 15 | -5.55 | - | 0 | 0 | 9 |
| 13 Jan | 971.95 | 15 | -5.55 | - | 0 | 0 | 0 |
| 12 Jan | 1007.80 | 15 | -5.55 | - | 0 | 0 | 9 |
| 9 Jan | 999.20 | 15 | -5.55 | - | 0 | 0 | 9 |
| 8 Jan | 992.10 | 15 | -5.55 | - | 0 | 0 | 9 |
| 7 Jan | 1004.55 | 15 | -5.55 | - | 0 | 0 | 9 |
| 6 Jan | 1008.75 | 15 | -5.55 | 26.57 | 1 | 0 | 8 |
| 5 Jan | 1014.95 | 20.55 | 2.55 | - | 0 | 0 | 8 |
| 2 Jan | 999.40 | 20.55 | 2.55 | - | 0 | 0 | 8 |
| 1 Jan | 999.45 | 20.55 | 2.55 | 28.48 | 9 | 6 | 8 |
| 31 Dec | 994.50 | 18 | -12.3 | 24.84 | 1 | 0 | 2 |
| 30 Dec | 996.45 | 30.3 | -39.05 | - | 0 | 0 | 2 |
| 29 Dec | 986.65 | 30.3 | -39.05 | - | 0 | 0 | 2 |
| 26 Dec | 974.95 | 30.3 | -39.05 | - | 0 | 0 | 2 |
| 24 Dec | 974.05 | 30.3 | -39.05 | - | 0 | 0 | 2 |
| 23 Dec | 980.35 | 30.3 | - | - | 0 | 0 | 0 |
| 22 Dec | 984.45 | 30.3 | -39.05 | - | 0 | 0 | 2 |
| 19 Dec | 985.15 | 30.3 | -39.05 | - | 0 | 0 | 2 |
| 18 Dec | 987.65 | 30.3 | -39.05 | - | 0 | 0 | 2 |
| 17 Dec | 990.30 | 30.3 | -39.05 | - | 0 | 0 | 2 |
| 16 Dec | 980.60 | 30.3 | -39.05 | - | 0 | 0 | 2 |
| 15 Dec | 979.05 | 30.3 | -39.05 | - | 0 | 0 | 0 |
| 12 Dec | 968.05 | 30.3 | -39.05 | - | 0 | 0 | 2 |
| 11 Dec | 973.00 | 30.3 | -39.05 | - | 0 | 0 | 2 |
| 10 Dec | 993.70 | 30.3 | - | - | 0 | 0 | 0 |
| 9 Dec | 972.05 | 69.35 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 952.55 | 69.35 | 0 | 0.97 | 0 | 0 | 0 |
| 5 Dec | 960.70 | 69.35 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 948.75 | 69.35 | 0 | 0.72 | 0 | 0 | 0 |
| 3 Dec | 948.70 | 69.35 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 953.05 | 69.35 | 0 | 0.98 | 0 | 0 | 0 |
| 1 Dec | 950.50 | 69.35 | 0 | 0.79 | 0 | 0 | 0 |
| 28 Nov | 955.25 | 69.35 | 0 | 1.15 | 0 | 0 | 0 |
| 27 Nov | 947.15 | 69.35 | 0 | 0.73 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 960 expiring on 24FEB2026
Delta for 960 PE is -0.06
Historical price for 960 PE is as follows
On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 43.89, the open interest changed by 1 which increased total open position to 218
On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 33.35, the open interest changed by -68 which decreased total open position to 223
On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was 1.2, which was -2 lower than the previous day. The implied volatity was 33.72, the open interest changed by -71 which decreased total open position to 289
On 17 Feb AUBANK was trading at 999.75. The strike last trading price was 3.2, which was 0.1 higher than the previous day. The implied volatity was 29.87, the open interest changed by 83 which increased total open position to 361
On 16 Feb AUBANK was trading at 1010.00. The strike last trading price was 3, which was -3.3 lower than the previous day. The implied volatity was 31.6, the open interest changed by 30 which increased total open position to 274
On 13 Feb AUBANK was trading at 994.90. The strike last trading price was 6.5, which was 0.9 higher than the previous day. The implied volatity was 28.93, the open interest changed by 14 which increased total open position to 244
On 12 Feb AUBANK was trading at 1000.60. The strike last trading price was 5.6, which was -2.5 lower than the previous day. The implied volatity was 28.39, the open interest changed by -17 which decreased total open position to 236
On 11 Feb AUBANK was trading at 990.25. The strike last trading price was 8.45, which was 2.25 higher than the previous day. The implied volatity was 27.52, the open interest changed by -2 which decreased total open position to 242
On 10 Feb AUBANK was trading at 1001.15. The strike last trading price was 6.3, which was 0.4 higher than the previous day. The implied volatity was 28.34, the open interest changed by 33 which increased total open position to 245
On 9 Feb AUBANK was trading at 1005.30. The strike last trading price was 6.15, which was -2.65 lower than the previous day. The implied volatity was 27.78, the open interest changed by -42 which decreased total open position to 214
On 6 Feb AUBANK was trading at 991.05. The strike last trading price was 8.8, which was -3.4 lower than the previous day. The implied volatity was 25.11, the open interest changed by -17 which decreased total open position to 257
On 5 Feb AUBANK was trading at 986.00. The strike last trading price was 12.5, which was -1.25 lower than the previous day. The implied volatity was 27.57, the open interest changed by 6 which increased total open position to 275
On 4 Feb AUBANK was trading at 980.95. The strike last trading price was 12.9, which was -1.15 lower than the previous day. The implied volatity was 26.28, the open interest changed by 12 which increased total open position to 269
On 3 Feb AUBANK was trading at 982.30. The strike last trading price was 13.6, which was -9.1 lower than the previous day. The implied volatity was 27.16, the open interest changed by 49 which increased total open position to 257
On 2 Feb AUBANK was trading at 965.20. The strike last trading price was 22.2, which was 2.3 higher than the previous day. The implied volatity was 30.26, the open interest changed by 36 which increased total open position to 208
On 1 Feb AUBANK was trading at 979.60. The strike last trading price was 22, which was 2.7 higher than the previous day. The implied volatity was 32.52, the open interest changed by 13 which increased total open position to 172
On 30 Jan AUBANK was trading at 982.35. The strike last trading price was 18.85, which was 1.35 higher than the previous day. The implied volatity was 30.02, the open interest changed by 27 which increased total open position to 162
On 29 Jan AUBANK was trading at 987.90. The strike last trading price was 16.8, which was -10.75 lower than the previous day. The implied volatity was 30.83, the open interest changed by -11 which decreased total open position to 136
On 28 Jan AUBANK was trading at 962.35. The strike last trading price was 27.6, which was -0.4 lower than the previous day. The implied volatity was 31.3, the open interest changed by 11 which increased total open position to 149
On 27 Jan AUBANK was trading at 963.55. The strike last trading price was 29, which was 3 higher than the previous day. The implied volatity was 31.2, the open interest changed by 20 which increased total open position to 139
On 23 Jan AUBANK was trading at 966.10. The strike last trading price was 26.1, which was 11.5 higher than the previous day. The implied volatity was 29.33, the open interest changed by 17 which increased total open position to 119
On 22 Jan AUBANK was trading at 1000.55. The strike last trading price was 14.2, which was -2.8 lower than the previous day. The implied volatity was 27.71, the open interest changed by 12 which increased total open position to 103
On 21 Jan AUBANK was trading at 994.90. The strike last trading price was 17.2, which was -4 lower than the previous day. The implied volatity was 29.35, the open interest changed by 33 which increased total open position to 90
On 20 Jan AUBANK was trading at 1001.25. The strike last trading price was 22.75, which was 7.05 higher than the previous day. The implied volatity was 36, the open interest changed by -10 which decreased total open position to 56
On 19 Jan AUBANK was trading at 1020.95. The strike last trading price was 16, which was 1.4 higher than the previous day. The implied volatity was 34.1, the open interest changed by 57 which increased total open position to 66
On 16 Jan AUBANK was trading at 1025.40. The strike last trading price was 14.8, which was -0.2 lower than the previous day. The implied volatity was 32.18, the open interest changed by 1 which increased total open position to 10
On 14 Jan AUBANK was trading at 976.35. The strike last trading price was 15, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Jan AUBANK was trading at 971.95. The strike last trading price was 15, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan AUBANK was trading at 1007.80. The strike last trading price was 15, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Jan AUBANK was trading at 999.20. The strike last trading price was 15, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 8 Jan AUBANK was trading at 992.10. The strike last trading price was 15, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 7 Jan AUBANK was trading at 1004.55. The strike last trading price was 15, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Jan AUBANK was trading at 1008.75. The strike last trading price was 15, which was -5.55 lower than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 8
On 5 Jan AUBANK was trading at 1014.95. The strike last trading price was 20.55, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Jan AUBANK was trading at 999.40. The strike last trading price was 20.55, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 1 Jan AUBANK was trading at 999.45. The strike last trading price was 20.55, which was 2.55 higher than the previous day. The implied volatity was 28.48, the open interest changed by 6 which increased total open position to 8
On 31 Dec AUBANK was trading at 994.50. The strike last trading price was 18, which was -12.3 lower than the previous day. The implied volatity was 24.84, the open interest changed by 0 which decreased total open position to 2
On 30 Dec AUBANK was trading at 996.45. The strike last trading price was 30.3, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Dec AUBANK was trading at 986.65. The strike last trading price was 30.3, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Dec AUBANK was trading at 974.95. The strike last trading price was 30.3, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Dec AUBANK was trading at 974.05. The strike last trading price was 30.3, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Dec AUBANK was trading at 980.35. The strike last trading price was 30.3, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec AUBANK was trading at 984.45. The strike last trading price was 30.3, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Dec AUBANK was trading at 985.15. The strike last trading price was 30.3, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Dec AUBANK was trading at 987.65. The strike last trading price was 30.3, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Dec AUBANK was trading at 990.30. The strike last trading price was 30.3, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Dec AUBANK was trading at 980.60. The strike last trading price was 30.3, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Dec AUBANK was trading at 979.05. The strike last trading price was 30.3, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 30.3, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 30.3, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 30.3, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 69.35, 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 8 Dec AUBANK was trading at 952.55. The strike last trading price was 69.35, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 69.35, 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 Dec AUBANK was trading at 948.75. The strike last trading price was 69.35, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 3 Dec AUBANK was trading at 948.70. The strike last trading price was 69.35, 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 2 Dec AUBANK was trading at 953.05. The strike last trading price was 69.35, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 1 Dec AUBANK was trading at 950.50. The strike last trading price was 69.35, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
On 28 Nov AUBANK was trading at 955.25. The strike last trading price was 69.35, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 27 Nov AUBANK was trading at 947.15. The strike last trading price was 69.35, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0
