AUBANK

Au Small Finance Bank Ltd

987.9 +25.55 (2.65%)

L: 960 H: 992.8

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Historical option data for AUBANK
29 Jan 2026 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 24-FEB-2026 970 CE
Delta: 0.67 Vega: 0.96 Theta: -0.65 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	987.90	42.5 ₹ 42,500	12.75 12750.00	25.93	1,373 13,73,000	-100 -1,00,000	457 4,57,000
28 Jan	962.35	29.3 ₹ 29,300	-1.2 -1200.00	28.47	688 6,88,000	277 2,77,000	559 5,59,000
27 Jan	963.55	29.6 ₹ 29,600	-3.25 -3250.00	28.62	615 6,15,000	206 2,06,000	279 2,79,000
23 Jan	966.10	31.05 ₹ 31,050	-23.2 -23200.00	24.79	125 1,25,000	59 59,000	73 73,000
22 Jan	1000.55	54.25 ₹ 54,250	3.7 3700.00	27.63	10 10,000	3 3,000	14 14,000

21 Jan	994.90	50.55 ₹ 50,550	-9.45 -9450.00	25.86	63 63,000	10 10,000	10 10,000
20 Jan	1001.25	60 ₹ 60,000	18 18000.00	-	0 0	0 0	0 0
19 Jan	1020.95	60 ₹ 60,000	18 18000.00	-	0 0	0 0	0 0
16 Jan	1025.40	60 ₹ 60,000	18 18000.00	17.16	1 1,000	0 0	1 1,000
14 Jan	976.35	42 ₹ 42,000	-31 -31000.00	23.1	1 1,000	0 0	0 0
13 Jan	971.95	73 ₹ 73,000	0 0.00	-	0 0	0 0	0 0
12 Jan	1007.80	73 ₹ 73,000	0 0.00	-	0 0	0 0	0 0
9 Jan	999.20	73 ₹ 73,000	0 0.00	-	0 0	0 0	0 0
8 Jan	992.10	73 ₹ 73,000	0 0.00	-	0 0	0 0	0 0
7 Jan	1004.55	73 ₹ 73,000	0 0.00	-	0 0	0 0	0 0
6 Jan	1008.75	73 ₹ 73,000	0 0.00	-	0 0	0 0	0 0
5 Jan	1014.95	73 ₹ 73,000	0 0.00	-	0 0	0 0	0 0
2 Jan	999.40	73 ₹ 73,000	0 0.00	-	0 0	0 0	0 0
1 Jan	999.45	73 ₹ 73,000	0 0.00	-	0 0	0 0	0 0
31 Dec	994.50	73 ₹ 73,000	0 0.00	-	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 970 expiring on 24FEB2026

Delta for 970 CE is 0.67

Historical price for 970 CE is as follows

On 29 Jan AUBANK was trading at 987.90. The strike last trading price was 42.5, which was 12.75 higher than the previous day. The implied volatity was 25.93, the open interest changed by -100 which decreased total open position to 457

On 28 Jan AUBANK was trading at 962.35. The strike last trading price was 29.3, which was -1.2 lower than the previous day. The implied volatity was 28.47, the open interest changed by 277 which increased total open position to 559

On 27 Jan AUBANK was trading at 963.55. The strike last trading price was 29.6, which was -3.25 lower than the previous day. The implied volatity was 28.62, the open interest changed by 206 which increased total open position to 279

On 23 Jan AUBANK was trading at 966.10. The strike last trading price was 31.05, which was -23.2 lower than the previous day. The implied volatity was 24.79, the open interest changed by 59 which increased total open position to 73

On 22 Jan AUBANK was trading at 1000.55. The strike last trading price was 54.25, which was 3.7 higher than the previous day. The implied volatity was 27.63, the open interest changed by 3 which increased total open position to 14

On 21 Jan AUBANK was trading at 994.90. The strike last trading price was 50.55, which was -9.45 lower than the previous day. The implied volatity was 25.86, 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 60, which was 18 higher 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 60, which was 18 higher 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 60, which was 18 higher than the previous day. The implied volatity was 17.16, the open interest changed by 0 which decreased total open position to 1

On 14 Jan AUBANK was trading at 976.35. The strike last trading price was 42, which was -31 lower than the previous day. The implied volatity was 23.1, 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 73, 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 73, 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 73, 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 73, 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 73, 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 73, 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 73, 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 73, 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 73, 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 73, 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 970 PE
Delta: -0.35 Vega: 0.98 Theta: -0.47 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	987.90	19.8 ₹ 19,800	-12.35 -12350.00	30.24	540 5,40,000	-81 -81,000	179 1,79,000
28 Jan	962.35	32 ₹ 32,000	-1.3 -1300.00	30.24	384 3,84,000	173 1,73,000	261 2,61,000
27 Jan	963.55	34.4 ₹ 34,400	4.55 4550.00	31.6	160 1,60,000	-1 -1,000	89 89,000
23 Jan	966.10	30.85 ₹ 30,850	13.65 13650.00	29.43	139 1,39,000	44 44,000	90 90,000
22 Jan	1000.55	17 ₹ 17,000	-3.15 -3150.00	27.38	86 86,000	12 12,000	46 46,000
21 Jan	994.90	20.4 ₹ 20,400	1.6 1600.00	29.15	113 1,13,000	26 26,000	34 34,000
20 Jan	1001.25	18.8 ₹ 18,800	-12.7 -12700.00	-	0 0	0 0	8 8,000
19 Jan	1020.95	18.8 ₹ 18,800	-12.7 -12700.00	-	0 0	0 0	8 8,000
16 Jan	1025.40	18.8 ₹ 18,800	-12.7 -12700.00	33.36	2 2,000	-1 -1,000	7 7,000
14 Jan	976.35	31.5 ₹ 31,500	-6.1 -6100.00	31.95	8 8,000	7 7,000	7 7,000
13 Jan	971.95	37.6 ₹ 37,600	0 0.00	1.23	0 0	0 0	0 0
12 Jan	1007.80	37.6 ₹ 37,600	0 0.00	4.17	0 0	0 0	0 0
9 Jan	999.20	37.6 ₹ 37,600	0 0.00	3.4	0 0	0 0	0 0
8 Jan	992.10	37.6 ₹ 37,600	0 0.00	2.82	0 0	0 0	0 0
7 Jan	1004.55	37.6 ₹ 37,600	0 0.00	3.75	0 0	0 0	0 0
6 Jan	1008.75	37.6 ₹ 37,600	0 0.00	3.95	0 0	0 0	0 0
5 Jan	1014.95	37.6 ₹ 37,600	0 0.00	4.42	0 0	0 0	0 0
2 Jan	999.40	37.6 ₹ 37,600	0 0.00	3.28	0 0	0 0	0 0
1 Jan	999.45	37.6 ₹ 37,600	0 0.00	3.4	0 0	0 0	0 0
31 Dec	994.50	37.6 ₹ 37,600	0 0.00	2.73	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 970 expiring on 24FEB2026

Delta for 970 PE is -0.35

Historical price for 970 PE is as follows

On 29 Jan AUBANK was trading at 987.90. The strike last trading price was 19.8, which was -12.35 lower than the previous day. The implied volatity was 30.24, the open interest changed by -81 which decreased total open position to 179

On 28 Jan AUBANK was trading at 962.35. The strike last trading price was 32, which was -1.3 lower than the previous day. The implied volatity was 30.24, the open interest changed by 173 which increased total open position to 261

On 27 Jan AUBANK was trading at 963.55. The strike last trading price was 34.4, which was 4.55 higher than the previous day. The implied volatity was 31.6, the open interest changed by -1 which decreased total open position to 89

On 23 Jan AUBANK was trading at 966.10. The strike last trading price was 30.85, which was 13.65 higher than the previous day. The implied volatity was 29.43, the open interest changed by 44 which increased total open position to 90

On 22 Jan AUBANK was trading at 1000.55. The strike last trading price was 17, which was -3.15 lower than the previous day. The implied volatity was 27.38, the open interest changed by 12 which increased total open position to 46

On 21 Jan AUBANK was trading at 994.90. The strike last trading price was 20.4, which was 1.6 higher than the previous day. The implied volatity was 29.15, the open interest changed by 26 which increased total open position to 34

On 20 Jan AUBANK was trading at 1001.25. The strike last trading price was 18.8, which was -12.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 19 Jan AUBANK was trading at 1020.95. The strike last trading price was 18.8, which was -12.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 16 Jan AUBANK was trading at 1025.40. The strike last trading price was 18.8, which was -12.7 lower than the previous day. The implied volatity was 33.36, the open interest changed by -1 which decreased total open position to 7

On 14 Jan AUBANK was trading at 976.35. The strike last trading price was 31.5, which was -6.1 lower than the previous day. The implied volatity was 31.95, the open interest changed by 7 which increased total open position to 7

On 13 Jan AUBANK was trading at 971.95. The strike last trading price was 37.6, which was 0 lower than the previous day. The implied volatity was 1.23, 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 37.6, which was 0 lower than the previous day. The implied volatity was 4.17, 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 37.6, which was 0 lower than the previous day. The implied volatity was 3.4, 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 37.6, which was 0 lower than the previous day. The implied volatity was 2.82, 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 37.6, which was 0 lower than the previous day. The implied volatity was 3.75, 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 37.6, which was 0 lower than the previous day. The implied volatity was 3.95, 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 37.6, which was 0 lower than the previous day. The implied volatity was 4.42, 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 37.6, which was 0 lower than the previous day. The implied volatity was 3.28, 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 37.6, which was 0 lower than the previous day. The implied volatity was 3.4, 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 37.6, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0

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