AUBANK

Au Small Finance Bank Ltd

994.5 -1.95 (-0.20%)

L: 989.65 H: 1006.1

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Historical option data for AUBANK
31 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 27-JAN-2026 960 CE
Delta: 0.78 Vega: 0.80 Theta: -0.53 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
31 Dec	994.50	51.35 ₹ 51,350	-2.2 -2200.00	22.21	18 18,000	3 3,000	43 43,000
30 Dec	996.45	53.55 ₹ 53,550	8.95 8950.00	26.94	48 48,000	26 26,000	39 39,000
29 Dec	986.65	44.15 ₹ 44,150	3.15 3150.00	20.17	24 24,000	6 6,000	14 14,000
26 Dec	974.95	41 ₹ 41,000	1.05 1050.00	24.49	3 3,000	0 0	5 5,000
24 Dec	974.05	39.95 ₹ 39,950	-2.55 -2550.00	23.33	2 2,000	1 1,000	4 4,000
23 Dec	980.35	42.5 ₹ 42,500	2.5 2500.00	21.50	3 3,000	1 1,000	1 1,000
22 Dec	984.45	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
19 Dec	985.15	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
18 Dec	987.65	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
17 Dec	990.30	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
16 Dec	980.60	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
15 Dec	979.05	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
12 Dec	968.05	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
11 Dec	973.00	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
10 Dec	993.70	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
9 Dec	972.05	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
8 Dec	952.55	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
5 Dec	960.70	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
4 Dec	948.75	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
3 Dec	948.70	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
2 Dec	953.05	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
1 Dec	950.50	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
28 Nov	955.25	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
27 Nov	947.15	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
25 Nov	944.05	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
24 Nov	925.10	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
21 Nov	915.35	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
14 Nov	890.60	40 ₹ 40,000	0 0.00	3.32	0 0	0 0	0 0

31 Oct	877.85	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0
30 Oct	878.30	40 ₹ 40,000	0 0.00	-	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 960 expiring on 27JAN2026

Delta for 960 CE is 0.78

Historical price for 960 CE is as follows

On 31 Dec AUBANK was trading at 994.50. The strike last trading price was 51.35, which was -2.2 lower than the previous day. The implied volatity was 22.21, the open interest changed by 3 which increased total open position to 43

On 30 Dec AUBANK was trading at 996.45. The strike last trading price was 53.55, which was 8.95 higher than the previous day. The implied volatity was 26.94, the open interest changed by 26 which increased total open position to 39

On 29 Dec AUBANK was trading at 986.65. The strike last trading price was 44.15, which was 3.15 higher than the previous day. The implied volatity was 20.17, the open interest changed by 6 which increased total open position to 14

On 26 Dec AUBANK was trading at 974.95. The strike last trading price was 41, which was 1.05 higher than the previous day. The implied volatity was 24.49, the open interest changed by 0 which decreased total open position to 5

On 24 Dec AUBANK was trading at 974.05. The strike last trading price was 39.95, which was -2.55 lower than the previous day. The implied volatity was 23.33, the open interest changed by 1 which increased total open position to 4

On 23 Dec AUBANK was trading at 980.35. The strike last trading price was 42.5, which was 2.5 higher than the previous day. The implied volatity was 21.50, the open interest changed by 1 which increased total open position to 1

On 22 Dec AUBANK was trading at 984.45. The strike last trading price was 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 Dec AUBANK was trading at 972.05. The strike last trading price was 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 Nov AUBANK was trading at 944.05. The strike last trading price was 40, 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 40, 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 40, 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 40, 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

On 31 Oct AUBANK was trading at 877.85. The strike last trading price was 40, 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 40, 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 27JAN2026 960 PE
Delta: -0.26 Vega: 0.87 Theta: -0.36 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
31 Dec	994.50	11.5 ₹ 11,500	-0.75 -750.00	26.52	123 1,23,000	15 15,000	98 98,000
30 Dec	996.45	12.15 ₹ 12,150	-2.55 -2550.00	25.89	159 1,59,000	17 17,000	81 81,000
29 Dec	986.65	14.5 ₹ 14,500	-2.85 -2850.00	26.44	92 92,000	31 31,000	65 65,000
26 Dec	974.95	17.35 ₹ 17,350	-1.65 -1650.00	23.83	20 20,000	7 7,000	34 34,000
24 Dec	974.05	19 ₹ 19,000	0 0.00	24.59	7 7,000	3 3,000	27 27,000
23 Dec	980.35	19 ₹ 19,000	2.4 2400.00	26.38	3 3,000	0 0	24 24,000
22 Dec	984.45	16.6 ₹ 16,600	-1.7 -1700.00	25.50	2 2,000	1 1,000	24 24,000
19 Dec	985.15	18.3 ₹ 18,300	0.3 300.00	26.13	2 2,000	0 0	22 22,000
18 Dec	987.65	18 ₹ 18,000	1.5 1500.00	26.30	4 4,000	1 1,000	23 23,000
17 Dec	990.30	16.5 ₹ 16,500	-2.7 -2700.00	25.54	8 8,000	3 3,000	21 21,000
16 Dec	980.60	19.2 ₹ 19,200	-0.2 -200.00	24.27	5 5,000	0 0	17 17,000
15 Dec	979.05	19.4 ₹ 19,400	-4.35 -4350.00	25.02	3 3,000	-1 -1,000	17 17,000
12 Dec	968.05	23.7 ₹ 23,700	1.35 1350.00	24.29	5 5,000	0 0	19 19,000
11 Dec	973.00	22.35 ₹ 22,350	3.2 3200.00	24.36	12 12,000	2 2,000	21 21,000
10 Dec	993.70	19.15 ₹ 19,150	-5.35 -5350.00	26.79	28 28,000	4 4,000	19 19,000
9 Dec	972.05	24.5 ₹ 24,500	-9.5 -9500.00	25.18	21 21,000	4 4,000	12 12,000
8 Dec	952.55	34 ₹ 34,000	4 4000.00	26.66	2 2,000	1 1,000	7 7,000
5 Dec	960.70	30 ₹ 30,000	-6.1 -6100.00	25.47	5 5,000	0 0	1 1,000
4 Dec	948.75	36.1 ₹ 36,100	-69.5 -69500.00	25.89	1 1,000	0 0	0 0
3 Dec	948.70	105.6 ₹ 1,05,600	0 0.00	0.47	0 0	0 0	0 0
2 Dec	953.05	105.6 ₹ 1,05,600	0 0.00	0.48	0 0	0 0	0 0
1 Dec	950.50	105.6 ₹ 1,05,600	0 0.00	0.51	0 0	0 0	0 0
28 Nov	955.25	105.6 ₹ 1,05,600	0 0.00	0.66	0 0	0 0	0 0
27 Nov	947.15	105.6 ₹ 1,05,600	0 0.00	0.07	0 0	0 0	0 0
25 Nov	944.05	105.6 ₹ 1,05,600	0 0.00	0.10	0 0	0 0	0 0
24 Nov	925.10	105.6 ₹ 1,05,600	0 0.00	-	0 0	0 0	0 0
21 Nov	915.35	105.6 ₹ 1,05,600	0 0.00	-	0 0	0 0	0 0
14 Nov	890.60	105.6 ₹ 1,05,600	0 0.00	-	0 0	0 0	0 0
31 Oct	877.85	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	878.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 960 expiring on 27JAN2026

Delta for 960 PE is -0.26

Historical price for 960 PE is as follows

On 31 Dec AUBANK was trading at 994.50. The strike last trading price was 11.5, which was -0.75 lower than the previous day. The implied volatity was 26.52, the open interest changed by 15 which increased total open position to 98

On 30 Dec AUBANK was trading at 996.45. The strike last trading price was 12.15, which was -2.55 lower than the previous day. The implied volatity was 25.89, the open interest changed by 17 which increased total open position to 81

On 29 Dec AUBANK was trading at 986.65. The strike last trading price was 14.5, which was -2.85 lower than the previous day. The implied volatity was 26.44, the open interest changed by 31 which increased total open position to 65

On 26 Dec AUBANK was trading at 974.95. The strike last trading price was 17.35, which was -1.65 lower than the previous day. The implied volatity was 23.83, the open interest changed by 7 which increased total open position to 34

On 24 Dec AUBANK was trading at 974.05. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 24.59, the open interest changed by 3 which increased total open position to 27

On 23 Dec AUBANK was trading at 980.35. The strike last trading price was 19, which was 2.4 higher than the previous day. The implied volatity was 26.38, the open interest changed by 0 which decreased total open position to 24

On 22 Dec AUBANK was trading at 984.45. The strike last trading price was 16.6, which was -1.7 lower than the previous day. The implied volatity was 25.50, the open interest changed by 1 which increased total open position to 24

On 19 Dec AUBANK was trading at 985.15. The strike last trading price was 18.3, which was 0.3 higher than the previous day. The implied volatity was 26.13, the open interest changed by 0 which decreased total open position to 22

On 18 Dec AUBANK was trading at 987.65. The strike last trading price was 18, which was 1.5 higher than the previous day. The implied volatity was 26.30, the open interest changed by 1 which increased total open position to 23

On 17 Dec AUBANK was trading at 990.30. The strike last trading price was 16.5, which was -2.7 lower than the previous day. The implied volatity was 25.54, the open interest changed by 3 which increased total open position to 21

On 16 Dec AUBANK was trading at 980.60. The strike last trading price was 19.2, which was -0.2 lower than the previous day. The implied volatity was 24.27, the open interest changed by 0 which decreased total open position to 17

On 15 Dec AUBANK was trading at 979.05. The strike last trading price was 19.4, which was -4.35 lower than the previous day. The implied volatity was 25.02, the open interest changed by -1 which decreased total open position to 17

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 23.7, which was 1.35 higher than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 19

On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 22.35, which was 3.2 higher than the previous day. The implied volatity was 24.36, the open interest changed by 2 which increased total open position to 21

On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 19.15, which was -5.35 lower than the previous day. The implied volatity was 26.79, the open interest changed by 4 which increased total open position to 19

On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 24.5, which was -9.5 lower than the previous day. The implied volatity was 25.18, the open interest changed by 4 which increased total open position to 12

On 8 Dec AUBANK was trading at 952.55. The strike last trading price was 34, which was 4 higher than the previous day. The implied volatity was 26.66, the open interest changed by 1 which increased total open position to 7

On 5 Dec AUBANK was trading at 960.70. The strike last trading price was 30, which was -6.1 lower than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 1

On 4 Dec AUBANK was trading at 948.75. The strike last trading price was 36.1, which was -69.5 lower than the previous day. The implied volatity was 25.89, 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 105.6, which was 0 lower than the previous day. The implied volatity was 0.47, 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 105.6, which was 0 lower than the previous day. The implied volatity was 0.48, 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 105.6, which was 0 lower than the previous day. The implied volatity was 0.51, 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 105.6, which was 0 lower than the previous day. The implied volatity was 0.66, 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 105.6, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0

On 25 Nov AUBANK was trading at 944.05. The strike last trading price was 105.6, which was 0 lower than the previous day. The implied volatity was 0.10, 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 105.6, 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 105.6, 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 105.6, 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 0, 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 0, 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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