AUBANK

Au Small Finance Bank Ltd

974.05 -6.30 (-0.64%)

L: 972.55 H: 987.8

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Historical option data for AUBANK
24 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 980 CE
Delta: 0.53 Vega: 1.18 Theta: -0.54 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	974.05	28.75 ₹ 28,750	-3.7 -3700.00	23.20	93 93,000	30 30,000	69 69,000
23 Dec	980.35	32.4 ₹ 32,400	-2.5 -2500.00	22.80	44 44,000	16 16,000	38 38,000
22 Dec	984.45	35 ₹ 35,000	2 2000.00	21.60	32 32,000	17 17,000	25 25,000
19 Dec	985.15	33 ₹ 33,000	-2.45 -2450.00	19.25	6 6,000	2 2,000	7 7,000
18 Dec	987.65	35.45 ₹ 35,450	-6.05 -6050.00	19.61	5 5,000	-2 -2,000	5 5,000
17 Dec	990.30	41.5 ₹ 41,500	5.6 5600.00	22.56	1 1,000	0 0	8 8,000
16 Dec	980.60	35.9 ₹ 35,900	4.85 4850.00	-	0 0	0 0	8 8,000
15 Dec	979.05	35.9 ₹ 35,900	4.85 4850.00	22.61	3 3,000	0 0	8 8,000
12 Dec	968.05	31.25 ₹ 31,250	-6.25 -6250.00	22.51	9 9,000	1 1,000	3 3,000
11 Dec	973.00	37.5 ₹ 37,500	3.35 3350.00	25.06	2 2,000	1 1,000	1 1,000
10 Dec	993.70	34.15 ₹ 34,150	0 0.00	-	0 0	0 0	0 0
9 Dec	972.05	34.15 ₹ 34,150	0 0.00	-	0 0	0 0	0 0
8 Dec	952.55	34.15 ₹ 34,150	0 0.00	1.13	0 0	0 0	0 0
5 Dec	960.70	34.15 ₹ 34,150	0 0.00	0.48	0 0	0 0	0 0
4 Dec	948.75	34.15 ₹ 34,150	0 0.00	1.40	0 0	0 0	0 0
3 Dec	948.70	34.15 ₹ 34,150	0 0.00	1.17	0 0	0 0	0 0
2 Dec	953.05	34.15 ₹ 34,150	0 0.00	1.18	0 0	0 0	0 0
1 Dec	950.50	34.15 ₹ 34,150	0 0.00	1.23	0 0	0 0	0 0
28 Nov	955.25	34.15 ₹ 34,150	0 0.00	0.78	0 0	0 0	0 0
27 Nov	947.15	34.15 ₹ 34,150	0 0.00	1.31	0 0	0 0	0 0
25 Nov	944.05	34.15 ₹ 34,150	0 0.00	1.46	0 0	0 0	0 0

24 Nov	925.10	34.15 ₹ 34,150	0 0.00	-	0 0	0 0	0 0
21 Nov	915.35	34.15 ₹ 34,150	0 0.00	-	0 0	0 0	0 0
14 Nov	890.60	34.15 ₹ 34,150	0 0.00	4.54	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 980 expiring on 27JAN2026

Delta for 980 CE is 0.53

Historical price for 980 CE is as follows

On 24 Dec AUBANK was trading at 974.05. The strike last trading price was 28.75, which was -3.7 lower than the previous day. The implied volatity was 23.20, the open interest changed by 30 which increased total open position to 69

On 23 Dec AUBANK was trading at 980.35. The strike last trading price was 32.4, which was -2.5 lower than the previous day. The implied volatity was 22.80, the open interest changed by 16 which increased total open position to 38

On 22 Dec AUBANK was trading at 984.45. The strike last trading price was 35, which was 2 higher than the previous day. The implied volatity was 21.60, the open interest changed by 17 which increased total open position to 25

On 19 Dec AUBANK was trading at 985.15. The strike last trading price was 33, which was -2.45 lower than the previous day. The implied volatity was 19.25, the open interest changed by 2 which increased total open position to 7

On 18 Dec AUBANK was trading at 987.65. The strike last trading price was 35.45, which was -6.05 lower than the previous day. The implied volatity was 19.61, the open interest changed by -2 which decreased total open position to 5

On 17 Dec AUBANK was trading at 990.30. The strike last trading price was 41.5, which was 5.6 higher than the previous day. The implied volatity was 22.56, the open interest changed by 0 which decreased total open position to 8

On 16 Dec AUBANK was trading at 980.60. The strike last trading price was 35.9, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 15 Dec AUBANK was trading at 979.05. The strike last trading price was 35.9, which was 4.85 higher than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 8

On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 31.25, which was -6.25 lower than the previous day. The implied volatity was 22.51, the open interest changed by 1 which increased total open position to 3

On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 37.5, which was 3.35 higher than the previous day. The implied volatity was 25.06, the open interest changed by 1 which increased total open position to 1

On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 34.15, 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 34.15, 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 34.15, which was 0 lower than the previous day. The implied volatity was 1.13, 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 34.15, 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 4 Dec AUBANK was trading at 948.75. The strike last trading price was 34.15, which was 0 lower than the previous day. The implied volatity was 1.40, 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 34.15, which was 0 lower than the previous day. The implied volatity was 1.17, 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 34.15, which was 0 lower than the previous day. The implied volatity was 1.18, 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 34.15, 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 28 Nov AUBANK was trading at 955.25. The strike last trading price was 34.15, which was 0 lower than the previous day. The implied volatity was 0.78, 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 34.15, which was 0 lower than the previous day. The implied volatity was 1.31, 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 34.15, which was 0 lower than the previous day. The implied volatity was 1.46, 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 34.15, 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 34.15, 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 34.15, which was 0 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0

AUBANK 27JAN2026 980 PE
Delta: -0.47 Vega: 1.18 Theta: -0.30 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	974.05	28.3 ₹ 28,300	2.75 2750.00	24.97	176 1,76,000	19 19,000	80 80,000
23 Dec	980.35	25.65 ₹ 25,650	0.25 250.00	24.98	91 91,000	58 58,000	61 61,000
22 Dec	984.45	25.45 ₹ 25,450	-0.75 -750.00	26.66	2 2,000	0 0	1 1,000
19 Dec	985.15	26.2 ₹ 26,200	-93.25 -93250.00	26.17	1 1,000	0 0	0 0
18 Dec	987.65	119.45 ₹ 1,19,450	0 0.00	1.74	0 0	0 0	0 0
17 Dec	990.30	119.45 ₹ 1,19,450	0 0.00	1.86	0 0	0 0	0 0
16 Dec	980.60	119.45 ₹ 1,19,450	0 0.00	0.88	0 0	0 0	0 0
15 Dec	979.05	119.45 ₹ 1,19,450	0 0.00	1.13	0 0	0 0	0 0
12 Dec	968.05	119.45 ₹ 1,19,450	0 0.00	-	0 0	0 0	0 0
11 Dec	973.00	119.45 ₹ 1,19,450	0 0.00	0.54	0 0	0 0	0 0
10 Dec	993.70	119.45 ₹ 1,19,450	0 0.00	1.86	0 0	0 0	0 0
9 Dec	972.05	119.45 ₹ 1,19,450	0 0.00	0.39	0 0	0 0	0 0
8 Dec	952.55	119.45 ₹ 1,19,450	0 0.00	-	0 0	0 0	0 0
5 Dec	960.70	119.45 ₹ 1,19,450	0 0.00	-	0 0	0 0	0 0
4 Dec	948.75	119.45 ₹ 1,19,450	0 0.00	-	0 0	0 0	0 0
3 Dec	948.70	119.45 ₹ 1,19,450	0 0.00	-	0 0	0 0	0 0
2 Dec	953.05	119.45 ₹ 1,19,450	0 0.00	-	0 0	0 0	0 0
1 Dec	950.50	119.45 ₹ 1,19,450	0 0.00	-	0 0	0 0	0 0
28 Nov	955.25	119.45 ₹ 1,19,450	0 0.00	-	0 0	0 0	0 0
27 Nov	947.15	119.45 ₹ 1,19,450	0 0.00	-	0 0	0 0	0 0
25 Nov	944.05	119.45 ₹ 1,19,450	0 0.00	-	0 0	0 0	0 0
24 Nov	925.10	119.45 ₹ 1,19,450	0 0.00	-	0 0	0 0	0 0
21 Nov	915.35	119.45 ₹ 1,19,450	0 0.00	-	0 0	0 0	0 0
14 Nov	890.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 980 expiring on 27JAN2026

Delta for 980 PE is -0.47

Historical price for 980 PE is as follows

On 24 Dec AUBANK was trading at 974.05. The strike last trading price was 28.3, which was 2.75 higher than the previous day. The implied volatity was 24.97, the open interest changed by 19 which increased total open position to 80

On 23 Dec AUBANK was trading at 980.35. The strike last trading price was 25.65, which was 0.25 higher than the previous day. The implied volatity was 24.98, the open interest changed by 58 which increased total open position to 61

On 22 Dec AUBANK was trading at 984.45. The strike last trading price was 25.45, which was -0.75 lower than the previous day. The implied volatity was 26.66, the open interest changed by 0 which decreased total open position to 1

On 19 Dec AUBANK was trading at 985.15. The strike last trading price was 26.2, which was -93.25 lower than the previous day. The implied volatity was 26.17, 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 119.45, which was 0 lower than the previous day. The implied volatity was 1.74, 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 119.45, which was 0 lower than the previous day. The implied volatity was 1.86, 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 119.45, which was 0 lower than the previous day. The implied volatity was 0.88, 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 119.45, which was 0 lower than the previous day. The implied volatity was 1.13, 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 119.45, 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 119.45, which was 0 lower than the previous day. The implied volatity was 0.54, 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 119.45, which was 0 lower than the previous day. The implied volatity was 1.86, 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 119.45, which was 0 lower than the previous day. The implied volatity was 0.39, 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 119.45, 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 119.45, 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 119.45, 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 119.45, 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 119.45, 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 119.45, 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 119.45, 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 119.45, 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 119.45, 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 119.45, 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 119.45, 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 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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