Historical option data for AUBANK
04 Jun 2026 04:10 PM IST
| AUBANK 30-Jun-2026 (25d) 980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.01
Theta: -0.64
Gamma: 0.00513
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Jun | 962.05 | 26.1 | -2.9 (-10.00%) | 29.83 | 506 | 45 | 491 | |||||||||
| 3 Jun | 970.60 | 28.95 | -2.8 (-8.82%) | 29.99 | 653 | 65 | 445 | |||||||||
| 2 Jun | 976.45 | 32.15 | 3 (10.29%) | 28.89 | 523 | 4 | 379 | |||||||||
| 1 Jun | 969.15 | 28.5 | -9.8 (-25.59%) | 28.42 | 374 | 93 | 372 | |||||||||
| 29 May | 984.70 | 38.4 | -12.7 (-24.85%) | 28.57 | 76 | 7 | 280 | |||||||||
| 27 May | 1005.00 | 51 | -7.95 (-13.49%) | 27.85 | 10 | -1 | 274 | |||||||||
| 26 May | 1011.80 | 58.95 | 8.35 (16.50%) | 27.3 | 31 | -10 | 277 | |||||||||
| 25 May | 999.30 | 53.1 | 15.55 (41.41%) | 29.92 | 116 | -46 | 291 | |||||||||
| 22 May | 977.90 | 38.25 | 10.9 (39.85%) | 26.72 | 541 | 116 | 335 | |||||||||
| 21 May | 958.70 | 27.45 | -5.55 (-16.82%) | 26.21 | 92 | 19 | 219 | |||||||||
| 20 May | 974.00 | 35 | -1 (-2.78%) | 26.35 | 67 | 18 | 200 | |||||||||
| 19 May | 971.90 | 36.4 | -3.6 (-9.00%) | 28.1 | 69 | 10 | 182 | |||||||||
| 18 May | 979.00 | 39.7 | -9.3 (-18.98%) | 27.9 | 246 | 151 | 171 | |||||||||
| 15 May | 990.50 | 49.4 | 26.45 (115.25%) | 28.78 | 20 | 19 | 19 | |||||||||
| 14 May | 1004.70 | 0 | -22.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 994.80 | 0 | -22.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 999.60 | 0 | -22.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1021.40 | 0 | -22.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1050.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1032.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1024.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1007.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1056.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 993.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 990.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 981.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 981.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 963.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 967.80 | 0 | 0 (0.00%) | 0.13 | 0 | 0 | 0 | |||||||||
| 7 Apr | 888.45 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 883.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 980 expiring on 30JUN2026
Delta for 980 CE is 0.46
Historical price for 980 CE is as follows
On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 26.1, which was -2.9 lower than the previous day. The implied volatity was 29.83, the open interest changed by 45 which increased total open position to 491
On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 28.95, which was -2.8 lower than the previous day. The implied volatity was 29.99, the open interest changed by 65 which increased total open position to 445
On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 32.15, which was 3 higher than the previous day. The implied volatity was 28.89, the open interest changed by 4 which increased total open position to 379
On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 28.5, which was -9.8 lower than the previous day. The implied volatity was 28.42, the open interest changed by 93 which increased total open position to 372
On 29 May AUBANK was trading at 984.70. The strike last trading price was 38.4, which was -12.7 lower than the previous day. The implied volatity was 28.57, the open interest changed by 7 which increased total open position to 280
On 27 May AUBANK was trading at 1005.00. The strike last trading price was 51, which was -7.95 lower than the previous day. The implied volatity was 27.85, the open interest changed by -1 which decreased total open position to 274
On 26 May AUBANK was trading at 1011.80. The strike last trading price was 58.95, which was 8.35 higher than the previous day. The implied volatity was 27.3, the open interest changed by -10 which decreased total open position to 277
On 25 May AUBANK was trading at 999.30. The strike last trading price was 53.1, which was 15.55 higher than the previous day. The implied volatity was 29.92, the open interest changed by -46 which decreased total open position to 291
On 22 May AUBANK was trading at 977.90. The strike last trading price was 38.25, which was 10.9 higher than the previous day. The implied volatity was 26.72, the open interest changed by 116 which increased total open position to 335
On 21 May AUBANK was trading at 958.70. The strike last trading price was 27.45, which was -5.55 lower than the previous day. The implied volatity was 26.21, the open interest changed by 19 which increased total open position to 219
On 20 May AUBANK was trading at 974.00. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was 26.35, the open interest changed by 18 which increased total open position to 200
On 19 May AUBANK was trading at 971.90. The strike last trading price was 36.4, which was -3.6 lower than the previous day. The implied volatity was 28.1, the open interest changed by 10 which increased total open position to 182
On 18 May AUBANK was trading at 979.00. The strike last trading price was 39.7, which was -9.3 lower than the previous day. The implied volatity was 27.9, the open interest changed by 151 which increased total open position to 171
On 15 May AUBANK was trading at 990.50. The strike last trading price was 49.4, which was 26.45 higher than the previous day. The implied volatity was 28.78, the open interest changed by 19 which increased total open position to 19
On 14 May AUBANK was trading at 1004.70. The strike last trading price was 0, which was -22.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May AUBANK was trading at 994.80. The strike last trading price was 0, which was -22.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May AUBANK was trading at 999.60. The strike last trading price was 0, which was -22.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May AUBANK was trading at 1021.40. The strike last trading price was 0, which was -22.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May AUBANK was trading at 1050.40. 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 7 May AUBANK was trading at 1032.40. 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 6 May AUBANK was trading at 1024.00. 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 5 May AUBANK was trading at 1007.10. 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 23 Apr AUBANK was trading at 1056.25. The strike last trading price was -, 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 20 Apr AUBANK was trading at 993.00. 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 17 Apr AUBANK was trading at 990.60. 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 13 Apr AUBANK was trading at 981.80. The strike last trading price was -, 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 10 Apr AUBANK was trading at 981.80. 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 9 Apr AUBANK was trading at 963.00. 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 8 Apr AUBANK was trading at 967.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 7 Apr AUBANK was trading at 888.45. 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 6 Apr AUBANK was trading at 883.55. 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
| AUBANK 30-Jun-2026 (25d) 980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.01
Theta: -0.39
Gamma: 0.00623
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Jun | 962.05 | 31 | 0 (0.00%) | 24.48 | 70 | -4 | 319 |
| 3 Jun | 970.60 | 31 | 5 (19.23%) | 26 | 232 | -25 | 323 |
| 2 Jun | 976.45 | 26 | -3 (-10.34%) | 24.2 | 333 | 23 | 347 |
| 1 Jun | 969.15 | 30 | 7 (30.43%) | 24.61 | 389 | 18 | 325 |
| 29 May | 984.70 | 21 | 4 (23.53%) | 23.76 | 307 | -22 | 307 |
| 27 May | 1005.00 | 17 | 2 (13.33%) | 24.58 | 185 | 15 | 329 |
| 26 May | 1011.80 | 15 | -6 (-28.57%) | 26.13 | 194 | 20 | 288 |
| 25 May | 999.30 | 19 | -12 (-38.71%) | 25.36 | 258 | 41 | 269 |
| 22 May | 977.90 | 30 | -11 (-26.83%) | 25.13 | 244 | 57 | 229 |
| 21 May | 958.70 | 41.2 | 6.75 (19.59%) | 24.82 | 6 | 0 | 171 |
| 20 May | 974.00 | 34.45 | 1.8 (5.51%) | 24.95 | 5 | 4 | 171 |
| 19 May | 971.90 | 32.65 | 0.8 (2.51%) | 25.36 | 12 | 6 | 167 |
| 18 May | 979.00 | 30.3 | 0.3 (1.00%) | 25.42 | 247 | 151 | 160 |
| 15 May | 990.50 | 30 | -112.7 (-78.98%) | 27.26 | 12 | 7 | 7 |
| 14 May | 1004.70 | 0 | -142.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 994.80 | 0 | -142.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 999.60 | 0 | -142.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1021.40 | 0 | -142.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1050.40 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1032.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1024.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1007.10 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 1056.25 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 993.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 990.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 981.80 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 981.80 | 0 | 0 (0.00%) | 0.81 | 0 | 0 | 0 |
| 9 Apr | 963.00 | 0 | 0 (0.00%) | 0.45 | 0 | 0 | 0 |
| 8 Apr | 967.80 | 0 | 0 (0.00%) | 0.29 | 0 | 0 | 0 |
| 7 Apr | 888.45 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 883.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 980 expiring on 30JUN2026
Delta for 980 PE is -0.56
Historical price for 980 PE is as follows
On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was 24.48, the open interest changed by -4 which decreased total open position to 319
On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 31, which was 5 higher than the previous day. The implied volatity was 26, the open interest changed by -25 which decreased total open position to 323
On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 26, which was -3 lower than the previous day. The implied volatity was 24.2, the open interest changed by 23 which increased total open position to 347
On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 30, which was 7 higher than the previous day. The implied volatity was 24.61, the open interest changed by 18 which increased total open position to 325
On 29 May AUBANK was trading at 984.70. The strike last trading price was 21, which was 4 higher than the previous day. The implied volatity was 23.76, the open interest changed by -22 which decreased total open position to 307
On 27 May AUBANK was trading at 1005.00. The strike last trading price was 17, which was 2 higher than the previous day. The implied volatity was 24.58, the open interest changed by 15 which increased total open position to 329
On 26 May AUBANK was trading at 1011.80. The strike last trading price was 15, which was -6 lower than the previous day. The implied volatity was 26.13, the open interest changed by 20 which increased total open position to 288
On 25 May AUBANK was trading at 999.30. The strike last trading price was 19, which was -12 lower than the previous day. The implied volatity was 25.36, the open interest changed by 41 which increased total open position to 269
On 22 May AUBANK was trading at 977.90. The strike last trading price was 30, which was -11 lower than the previous day. The implied volatity was 25.13, the open interest changed by 57 which increased total open position to 229
On 21 May AUBANK was trading at 958.70. The strike last trading price was 41.2, which was 6.75 higher than the previous day. The implied volatity was 24.82, the open interest changed by 0 which decreased total open position to 171
On 20 May AUBANK was trading at 974.00. The strike last trading price was 34.45, which was 1.8 higher than the previous day. The implied volatity was 24.95, the open interest changed by 4 which increased total open position to 171
On 19 May AUBANK was trading at 971.90. The strike last trading price was 32.65, which was 0.8 higher than the previous day. The implied volatity was 25.36, the open interest changed by 6 which increased total open position to 167
On 18 May AUBANK was trading at 979.00. The strike last trading price was 30.3, which was 0.3 higher than the previous day. The implied volatity was 25.42, the open interest changed by 151 which increased total open position to 160
On 15 May AUBANK was trading at 990.50. The strike last trading price was 30, which was -112.7 lower than the previous day. The implied volatity was 27.26, the open interest changed by 7 which increased total open position to 7
On 14 May AUBANK was trading at 1004.70. The strike last trading price was 0, which was -142.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May AUBANK was trading at 994.80. The strike last trading price was 0, which was -142.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May AUBANK was trading at 999.60. The strike last trading price was 0, which was -142.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May AUBANK was trading at 1021.40. The strike last trading price was 0, which was -142.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May AUBANK was trading at 1050.40. 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 7 May AUBANK was trading at 1032.40. 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 6 May AUBANK was trading at 1024.00. 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 5 May AUBANK was trading at 1007.10. 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 23 Apr AUBANK was trading at 1056.25. The strike last trading price was -, 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 20 Apr AUBANK was trading at 993.00. 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 17 Apr AUBANK was trading at 990.60. 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 13 Apr AUBANK was trading at 981.80. The strike last trading price was -, 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 10 Apr AUBANK was trading at 981.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 7 Apr AUBANK was trading at 888.45. 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 6 Apr AUBANK was trading at 883.55. 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
