AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
02 Mar 2026 04:10 PM IST
| AUBANK 30-MAR-2026 970 CE | ||||||||||||||||
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Delta: 0.46
Vega: 1.05
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 951.25 | 24.55 | -2.2 | 27.52 | 1,231 | 19 | 316 | |||||||||
| 27 Feb | 958.35 | 23.9 | -10 | 25.23 | 1,416 | 71 | 289 | |||||||||
| 26 Feb | 972.70 | 33.25 | -6.7 | 24.01 | 599 | 123 | 219 | |||||||||
| 25 Feb | 982.10 | 39 | -15.6 | 25.17 | 153 | 7 | 95 | |||||||||
| 24 Feb | 1002.20 | 53.75 | 12.15 | 21.78 | 320 | -54 | 88 | |||||||||
| 23 Feb | 974.10 | 42.5 | -24 | 28.51 | 1,327 | 127 | 144 | |||||||||
| 20 Feb | 1029.65 | 66.5 | 4.4 | - | 0 | 0 | 17 | |||||||||
| 19 Feb | 1017.05 | 66.5 | 4.4 | 25.15 | 2 | 0 | 16 | |||||||||
| 18 Feb | 1022.05 | 62.1 | 8.25 | 9.98 | 2 | 0 | 16 | |||||||||
| 17 Feb | 999.75 | 54.3 | -0.2 | 22.04 | 12 | 8 | 16 | |||||||||
| 16 Feb | 1010.00 | 54.5 | -2.6 | 14.55 | 11 | 7 | 7 | |||||||||
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| 13 Feb | 994.90 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1000.60 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 990.25 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1001.15 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1005.30 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 991.05 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 986.00 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 980.95 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 982.30 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 965.20 | 57.1 | 0 | 0.28 | 0 | 0 | 0 | |||||||||
| 1 Feb | 979.60 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 982.35 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 987.90 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 970 expiring on 30MAR2026
Delta for 970 CE is 0.46
Historical price for 970 CE is as follows
On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 24.55, which was -2.2 lower than the previous day. The implied volatity was 27.52, the open interest changed by 19 which increased total open position to 316
On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 23.9, which was -10 lower than the previous day. The implied volatity was 25.23, the open interest changed by 71 which increased total open position to 289
On 26 Feb AUBANK was trading at 972.70. The strike last trading price was 33.25, which was -6.7 lower than the previous day. The implied volatity was 24.01, the open interest changed by 123 which increased total open position to 219
On 25 Feb AUBANK was trading at 982.10. The strike last trading price was 39, which was -15.6 lower than the previous day. The implied volatity was 25.17, the open interest changed by 7 which increased total open position to 95
On 24 Feb AUBANK was trading at 1002.20. The strike last trading price was 53.75, which was 12.15 higher than the previous day. The implied volatity was 21.78, the open interest changed by -54 which decreased total open position to 88
On 23 Feb AUBANK was trading at 974.10. The strike last trading price was 42.5, which was -24 lower than the previous day. The implied volatity was 28.51, the open interest changed by 127 which increased total open position to 144
On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was 66.5, which was 4.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was 66.5, which was 4.4 higher than the previous day. The implied volatity was 25.15, the open interest changed by 0 which decreased total open position to 16
On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was 62.1, which was 8.25 higher than the previous day. The implied volatity was 9.98, the open interest changed by 0 which decreased total open position to 16
On 17 Feb AUBANK was trading at 999.75. The strike last trading price was 54.3, which was -0.2 lower than the previous day. The implied volatity was 22.04, the open interest changed by 8 which increased total open position to 16
On 16 Feb AUBANK was trading at 1010.00. The strike last trading price was 54.5, which was -2.6 lower than the previous day. The implied volatity was 14.55, the open interest changed by 7 which increased total open position to 7
On 13 Feb AUBANK was trading at 994.90. The strike last trading price was 57.1, 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 Feb AUBANK was trading at 1000.60. The strike last trading price was 57.1, 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 Feb AUBANK was trading at 990.25. The strike last trading price was 57.1, 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 Feb AUBANK was trading at 1001.15. The strike last trading price was 57.1, 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 Feb AUBANK was trading at 1005.30. The strike last trading price was 57.1, 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 Feb AUBANK was trading at 991.05. The strike last trading price was 57.1, 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 Feb AUBANK was trading at 986.00. The strike last trading price was 57.1, 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 Feb AUBANK was trading at 980.95. The strike last trading price was 57.1, 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 Feb AUBANK was trading at 982.30. The strike last trading price was 57.1, 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 Feb AUBANK was trading at 965.20. The strike last trading price was 57.1, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 1 Feb AUBANK was trading at 979.60. The strike last trading price was 57.1, 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 Jan AUBANK was trading at 982.35. The strike last trading price was 57.1, 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 Jan AUBANK was trading at 987.90. The strike last trading price was 57.1, 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 30MAR2026 970 PE | |||||||
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Delta: -0.53
Vega: 1.05
Theta: -0.43
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 951.25 | 37.8 | 3.45 | 30.96 | 578 | 17 | 234 |
| 27 Feb | 958.35 | 38 | 9.75 | 30.03 | 729 | -39 | 219 |
| 26 Feb | 972.70 | 28.5 | 3.25 | 29.51 | 921 | 60 | 257 |
| 25 Feb | 982.10 | 26 | 6.55 | 29.34 | 408 | -10 | 199 |
| 24 Feb | 1002.20 | 18.95 | -12.05 | 30.8 | 796 | 2 | 211 |
| 23 Feb | 974.10 | 30.05 | 18.95 | 31.23 | 1,381 | 189 | 216 |
| 20 Feb | 1029.65 | 11 | -3.4 | 27.53 | 33 | 2 | 27 |
| 19 Feb | 1017.05 | 14.6 | 1.1 | 27.45 | 42 | 15 | 26 |
| 18 Feb | 1022.05 | 13.5 | -4.5 | 28.22 | 13 | 6 | 10 |
| 17 Feb | 999.75 | 18 | -35.4 | 26.67 | 5 | 2 | 2 |
| 16 Feb | 1010.00 | 53.4 | 0 | 4.23 | 0 | 0 | 0 |
| 13 Feb | 994.90 | 53.4 | 0 | 2.91 | 0 | 0 | 0 |
| 12 Feb | 1000.60 | 53.4 | 0 | 3.35 | 0 | 0 | 0 |
| 11 Feb | 990.25 | 53.4 | 0 | 2.4 | 0 | 0 | 0 |
| 10 Feb | 1001.15 | 53.4 | 0 | 3.45 | 0 | 0 | 0 |
| 9 Feb | 1005.30 | 53.4 | 0 | 3.6 | 0 | 0 | 0 |
| 6 Feb | 991.05 | 53.4 | 0 | 2.63 | 0 | 0 | 0 |
| 5 Feb | 986.00 | 53.4 | 0 | 2.23 | 0 | 0 | 0 |
| 4 Feb | 980.95 | 53.4 | 0 | 1.93 | 0 | 0 | 0 |
| 3 Feb | 982.30 | 53.4 | 0 | 2.06 | 0 | 0 | 0 |
| 2 Feb | 965.20 | 53.4 | 0 | 0.91 | 0 | 0 | 0 |
| 1 Feb | 979.60 | 53.4 | 0 | 1.5 | 0 | 0 | 0 |
| 30 Jan | 982.35 | 53.4 | 0 | 2.12 | 0 | 0 | 0 |
| 29 Jan | 987.90 | 53.4 | 0 | 2.38 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 970 expiring on 30MAR2026
Delta for 970 PE is -0.53
Historical price for 970 PE is as follows
On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 37.8, which was 3.45 higher than the previous day. The implied volatity was 30.96, the open interest changed by 17 which increased total open position to 234
On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 38, which was 9.75 higher than the previous day. The implied volatity was 30.03, the open interest changed by -39 which decreased total open position to 219
On 26 Feb AUBANK was trading at 972.70. The strike last trading price was 28.5, which was 3.25 higher than the previous day. The implied volatity was 29.51, the open interest changed by 60 which increased total open position to 257
On 25 Feb AUBANK was trading at 982.10. The strike last trading price was 26, which was 6.55 higher than the previous day. The implied volatity was 29.34, the open interest changed by -10 which decreased total open position to 199
On 24 Feb AUBANK was trading at 1002.20. The strike last trading price was 18.95, which was -12.05 lower than the previous day. The implied volatity was 30.8, the open interest changed by 2 which increased total open position to 211
On 23 Feb AUBANK was trading at 974.10. The strike last trading price was 30.05, which was 18.95 higher than the previous day. The implied volatity was 31.23, the open interest changed by 189 which increased total open position to 216
On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was 11, which was -3.4 lower than the previous day. The implied volatity was 27.53, the open interest changed by 2 which increased total open position to 27
On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was 14.6, which was 1.1 higher than the previous day. The implied volatity was 27.45, the open interest changed by 15 which increased total open position to 26
On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was 13.5, which was -4.5 lower than the previous day. The implied volatity was 28.22, the open interest changed by 6 which increased total open position to 10
On 17 Feb AUBANK was trading at 999.75. The strike last trading price was 18, which was -35.4 lower than the previous day. The implied volatity was 26.67, the open interest changed by 2 which increased total open position to 2
On 16 Feb AUBANK was trading at 1010.00. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 13 Feb AUBANK was trading at 994.90. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 12 Feb AUBANK was trading at 1000.60. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
On 11 Feb AUBANK was trading at 990.25. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 2.4, the open interest changed by 0 which decreased total open position to 0
On 10 Feb AUBANK was trading at 1001.15. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
On 9 Feb AUBANK was trading at 1005.30. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 3.6, the open interest changed by 0 which decreased total open position to 0
On 6 Feb AUBANK was trading at 991.05. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0
On 5 Feb AUBANK was trading at 986.00. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 4 Feb AUBANK was trading at 980.95. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
On 3 Feb AUBANK was trading at 982.30. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 2 Feb AUBANK was trading at 965.20. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
On 1 Feb AUBANK was trading at 979.60. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
On 30 Jan AUBANK was trading at 982.35. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 29 Jan AUBANK was trading at 987.90. The strike last trading price was 53.4, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
