AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
21 Apr 2026 04:10 PM IST
| AUBANK 28-Apr-2026 (6d) 970 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0
Theta: -0.49
Gamma: 0.00268
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Apr | 1037.90 | 72.2 | 32.2 | 34.36 | 91 | 4 | 147 | |||||||||
| 20 Apr | 997.65 | 40 | 1.9500000000000028 | 41.13 | 110 | -37 | 143 | |||||||||
| 17 Apr | 990.60 | 38.4 | 2.5 | 37.01 | 144 | -15 | 183 | |||||||||
| 16 Apr | 983.95 | 35.55 | -0.8000000000000043 | 37.66 | 142 | 25 | 199 | |||||||||
| 15 Apr | 981.10 | 35.75 | -0.10000000000000142 | 38.31 | 175 | -12 | 173 | |||||||||
| 13 Apr | 979.05 | 36.3 | -1.3000000000000043 | 38.87 | 442 | 11 | 186 | |||||||||
| 10 Apr | 981.80 | 37.55 | 8.449999999999996 | 35.39 | 391 | -56 | 175 | |||||||||
| 9 Apr | 963.00 | 28 | -4 | 34.31 | 787 | 53 | 235 | |||||||||
| 8 Apr | 967.80 | 33 | 23.85 | 33.58 | 976 | 126 | 182 | |||||||||
| 7 Apr | 888.45 | 9 | -1 | 39.26 | 37 | 5 | 56 | |||||||||
| 6 Apr | 883.55 | 9.85 | 1.55 | 40.97 | 79 | 18 | 46 | |||||||||
| 2 Apr | 868.25 | 8.25 | -0.45 | 38.95 | 16 | -7 | 28 | |||||||||
| 1 Apr | 874.90 | 8.7 | 1.2 | 37.75 | 97 | 8 | 33 | |||||||||
| 30 Mar | 842.70 | 7.7 | -2.55 | 43.55 | 92 | 12 | 29 | |||||||||
| 27 Mar | 882.75 | 10.2 | -5.55 | 33.95 | 31 | 9 | 17 | |||||||||
| 25 Mar | 910.40 | 15.95 | 6.9 | 31.47 | 17 | 3 | 8 | |||||||||
| 24 Mar | 877.50 | 9.05 | 0.55 | 31.43 | 5 | 2 | 5 | |||||||||
| 23 Mar | 849.55 | 8.5 | -6.55 | 35.39 | 2 | 0 | 3 | |||||||||
| 20 Mar | 901.50 | 15.05 | -18.25 | - | 0 | 0 | 3 | |||||||||
| 19 Mar | 901.55 | 15.05 | -18.25 | 29.27 | 1 | 0 | 3 | |||||||||
| 18 Mar | 930.15 | 33.3 | -18.3 | - | 0 | 0 | 3 | |||||||||
| 17 Mar | 902.05 | 33.3 | -18.3 | - | 0 | 0 | 3 | |||||||||
| 16 Mar | 885.30 | 33.3 | -18.3 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 884.35 | 33.3 | -18.3 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 902.20 | 33.3 | -18.3 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 918.40 | 33.3 | -18.3 | - | 0 | 0 | 3 | |||||||||
| 10 Mar | 938.50 | 33.3 | -18.3 | - | 2 | 0 | 3 | |||||||||
| 9 Mar | 931.65 | 33.3 | -18.3 | 32.47 | 2 | 0 | 1 | |||||||||
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| 6 Mar | 964.25 | 51.6 | -29.35 | 32.57 | 1 | 0 | 0 | |||||||||
| 5 Mar | 973.45 | 80.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 946.10 | 80.95 | 0 | 0.57 | 0 | 0 | 0 | |||||||||
| 2 Mar | 951.25 | 80.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 958.35 | 80.95 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 26 Feb | 972.70 | 80.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 982.10 | 80.95 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 970 expiring on 28APR2026
Delta for 970 CE is 0.93
Historical price for 970 CE is as follows
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 72.2, which was 32.2 higher than the previous day. The implied volatity was 34.36, the open interest changed by 4 which increased total open position to 147
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 40, which was 1.9500000000000028 higher than the previous day. The implied volatity was 41.13, the open interest changed by -37 which decreased total open position to 143
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 38.4, which was 2.5 higher than the previous day. The implied volatity was 37.01, the open interest changed by -15 which decreased total open position to 183
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 35.55, which was -0.8000000000000043 lower than the previous day. The implied volatity was 37.66, the open interest changed by 25 which increased total open position to 199
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 35.75, which was -0.10000000000000142 lower than the previous day. The implied volatity was 38.31, the open interest changed by -12 which decreased total open position to 173
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 36.3, which was -1.3000000000000043 lower than the previous day. The implied volatity was 38.87, the open interest changed by 11 which increased total open position to 186
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 37.55, which was 8.449999999999996 higher than the previous day. The implied volatity was 35.39, the open interest changed by -56 which decreased total open position to 175
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 28, which was -4 lower than the previous day. The implied volatity was 34.31, the open interest changed by 53 which increased total open position to 235
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 33, which was 23.85 higher than the previous day. The implied volatity was 33.58, the open interest changed by 126 which increased total open position to 182
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 9, which was -1 lower than the previous day. The implied volatity was 39.26, the open interest changed by 5 which increased total open position to 56
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 9.85, which was 1.55 higher than the previous day. The implied volatity was 40.97, the open interest changed by 18 which increased total open position to 46
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 8.25, which was -0.45 lower than the previous day. The implied volatity was 38.95, the open interest changed by -7 which decreased total open position to 28
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 8.7, which was 1.2 higher than the previous day. The implied volatity was 37.75, the open interest changed by 8 which increased total open position to 33
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 7.7, which was -2.55 lower than the previous day. The implied volatity was 43.55, the open interest changed by 12 which increased total open position to 29
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 10.2, which was -5.55 lower than the previous day. The implied volatity was 33.95, the open interest changed by 9 which increased total open position to 17
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 15.95, which was 6.9 higher than the previous day. The implied volatity was 31.47, the open interest changed by 3 which increased total open position to 8
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 9.05, which was 0.55 higher than the previous day. The implied volatity was 31.43, the open interest changed by 2 which increased total open position to 5
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 8.5, which was -6.55 lower than the previous day. The implied volatity was 35.39, the open interest changed by 0 which decreased total open position to 3
On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 15.05, which was -18.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 15.05, which was -18.25 lower than the previous day. The implied volatity was 29.27, the open interest changed by 0 which decreased total open position to 3
On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 33.3, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 33.3, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 33.3, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 33.3, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar AUBANK was trading at 902.20. The strike last trading price was 33.3, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 33.3, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 33.3, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 33.3, which was -18.3 lower than the previous day. The implied volatity was 32.47, the open interest changed by 0 which decreased total open position to 1
On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 51.6, which was -29.35 lower than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 0
On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 80.95, 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 Mar AUBANK was trading at 946.10. The strike last trading price was 80.95, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 80.95, 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 Feb AUBANK was trading at 958.35. The strike last trading price was 80.95, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 26 Feb AUBANK was trading at 972.70. The strike last trading price was 80.95, 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 Feb AUBANK was trading at 982.10. The strike last trading price was 80.95, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| AUBANK 28-Apr-2026 (6d) 970 PE | |||||||
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Delta: -0.13
Vega: 0
Theta: -0.85
Gamma: 0.00319
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Apr | 1037.90 | 4.5 | -8.1 | 45.2 | 907 | 96 | 299 |
| 20 Apr | 997.65 | 13.45 | -2.1500000000000004 | 42.13 | 384 | 9 | 204 |
| 17 Apr | 990.60 | 15.35 | -4.049999999999999 | 36.4 | 364 | -48 | 203 |
| 16 Apr | 983.95 | 19.7 | -2.650000000000002 | 37.51 | 339 | 34 | 251 |
| 15 Apr | 981.10 | 21.65 | -4.950000000000003 | 38.33 | 293 | -8 | 217 |
| 13 Apr | 979.05 | 25.65 | 0.34999999999999787 | 38.35 | 292 | 6 | 222 |
| 10 Apr | 981.80 | 24.6 | -10.600000000000001 | 35.07 | 450 | 29 | 220 |
| 9 Apr | 963.00 | 36.55 | 4.25 | 39.27 | 346 | 115 | 190 |
| 8 Apr | 967.80 | 32 | -5.65 | 38.25 | 278 | 76 | 76 |
| 7 Apr | 888.45 | 37.65 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 883.55 | 37.65 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 868.25 | 37.65 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 874.90 | 37.65 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 842.70 | 37.65 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 882.75 | 37.65 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 910.40 | 37.65 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 877.50 | 37.65 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 849.55 | 37.65 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 901.50 | 37.65 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 901.55 | 37.65 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 930.15 | 37.65 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 902.05 | 37.65 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 885.30 | 37.65 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 884.35 | 37.65 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 902.20 | 37.65 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 918.40 | 37.65 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 938.50 | 37.65 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 931.65 | 37.65 | 0 | 0.66 | 0 | 0 | 0 |
| 6 Mar | 964.25 | 37.65 | 0 | 0.68 | 0 | 0 | 0 |
| 5 Mar | 973.45 | 37.65 | 0 | 1.51 | 0 | 0 | 0 |
| 4 Mar | 946.10 | 37.65 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 951.25 | 37.65 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 958.35 | 37.65 | 0 | 0.37 | 0 | 0 | 0 |
| 26 Feb | 972.70 | 37.65 | 0 | 1.39 | 0 | 0 | 0 |
| 25 Feb | 982.10 | 37.65 | 0 | 1.81 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 970 expiring on 28APR2026
Delta for 970 PE is -0.13
Historical price for 970 PE is as follows
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 4.5, which was -8.1 lower than the previous day. The implied volatity was 45.2, the open interest changed by 96 which increased total open position to 299
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 13.45, which was -2.1500000000000004 lower than the previous day. The implied volatity was 42.13, the open interest changed by 9 which increased total open position to 204
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 15.35, which was -4.049999999999999 lower than the previous day. The implied volatity was 36.4, the open interest changed by -48 which decreased total open position to 203
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 19.7, which was -2.650000000000002 lower than the previous day. The implied volatity was 37.51, the open interest changed by 34 which increased total open position to 251
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 21.65, which was -4.950000000000003 lower than the previous day. The implied volatity was 38.33, the open interest changed by -8 which decreased total open position to 217
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 25.65, which was 0.34999999999999787 higher than the previous day. The implied volatity was 38.35, the open interest changed by 6 which increased total open position to 222
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 24.6, which was -10.600000000000001 lower than the previous day. The implied volatity was 35.07, the open interest changed by 29 which increased total open position to 220
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 36.55, which was 4.25 higher than the previous day. The implied volatity was 39.27, the open interest changed by 115 which increased total open position to 190
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 32, which was -5.65 lower than the previous day. The implied volatity was 38.25, the open interest changed by 76 which increased total open position to 76
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 37.65, 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 Apr AUBANK was trading at 883.55. The strike last trading price was 37.65, 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 Apr AUBANK was trading at 868.25. The strike last trading price was 37.65, 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 Apr AUBANK was trading at 874.90. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 842.70. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 882.75. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 910.40. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 877.50. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 849.55. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 901.50. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 901.55. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 930.15. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 902.05. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 885.30. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 884.35. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 902.20. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 918.40. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 938.50. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 931.65. The strike last trading price was 37.65, 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 6 Mar AUBANK was trading at 964.25. The strike last trading price was 37.65, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 37.65, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0
On 4 Mar AUBANK was trading at 946.10. The strike last trading price was 37.65, 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 Mar AUBANK was trading at 951.25. The strike last trading price was 37.65, 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 Feb AUBANK was trading at 958.35. The strike last trading price was 37.65, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 26 Feb AUBANK was trading at 972.70. The strike last trading price was 37.65, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 25 Feb AUBANK was trading at 982.10. The strike last trading price was 37.65, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
