AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
23 Apr 2026 04:10 PM IST
| AUBANK 28-Apr-2026 (4d) 990 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.91
Vega: 0
Theta: -0.86
Gamma: 0.00318
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Apr | 1056.25 | 68.55 | 10.099999999999994 | 41.46 | 9 | 0 | 136 | |||||||||
| 22 Apr | 1043.20 | 58.45 | 3.8000000000000043 | 38.01 | 37 | -3 | 136 | |||||||||
| 21 Apr | 1037.90 | 56 | 27.85 | 37.37 | 311 | -90 | 139 | |||||||||
| 20 Apr | 997.65 | 27.5 | 1.5 | 39.01 | 369 | -9 | 229 | |||||||||
| 17 Apr | 990.60 | 26.5 | 1.5500000000000007 | 36.89 | 572 | -4 | 244 | |||||||||
| 16 Apr | 983.95 | 24.6 | -0.9499999999999993 | 36.87 | 484 | 3 | 250 | |||||||||
| 15 Apr | 981.10 | 25.5 | -0.5 | 37.18 | 575 | 79 | 247 | |||||||||
|
|
||||||||||||||||
| 13 Apr | 979.05 | 26.3 | -0.6999999999999993 | 38.48 | 280 | -7 | 164 | |||||||||
| 10 Apr | 981.80 | 27.05 | 6.900000000000002 | 34.74 | 772 | 61 | 173 | |||||||||
| 9 Apr | 963.00 | 19.4 | -3.15 | 33.8 | 245 | 34 | 111 | |||||||||
| 8 Apr | 967.80 | 23.25 | 17.2 | 32.91 | 528 | 54 | 76 | |||||||||
| 7 Apr | 888.45 | 5.9 | -1.25 | 39 | 18 | 1 | 24 | |||||||||
| 6 Apr | 883.55 | 7.2 | 1.2 | 41.76 | 42 | 2 | 21 | |||||||||
| 2 Apr | 868.25 | 5.95 | 0.6 | 39.51 | 21 | 5 | 19 | |||||||||
| 1 Apr | 874.90 | 5.25 | -2.2 | - | 0 | 0 | 14 | |||||||||
| 30 Mar | 842.70 | 5.25 | -2.2 | 42.9 | 12 | 3 | 15 | |||||||||
| 27 Mar | 882.75 | 7.5 | -3.6 | 34.65 | 27 | 7 | 10 | |||||||||
| 25 Mar | 910.40 | 11.1 | -18.45 | 31.25 | 12 | 1 | 3 | |||||||||
| 24 Mar | 877.50 | 29.55 | -40.25 | - | 0 | 0 | 2 | |||||||||
| 23 Mar | 849.55 | 29.55 | -40.25 | - | 0 | 0 | 2 | |||||||||
| 20 Mar | 901.50 | 29.55 | -40.25 | - | 0 | 0 | 2 | |||||||||
| 19 Mar | 901.55 | 29.55 | -40.25 | - | 0 | 0 | 2 | |||||||||
| 18 Mar | 930.15 | 29.55 | -40.25 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 902.05 | 29.55 | -40.25 | - | 0 | 0 | 2 | |||||||||
| 16 Mar | 885.30 | 29.55 | -40.25 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 884.35 | 29.55 | -40.25 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 902.20 | 29.55 | -40.25 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 918.40 | 29.55 | -40.25 | - | 0 | 0 | 2 | |||||||||
| 10 Mar | 938.50 | 29.55 | -40.25 | - | 0 | 0 | 2 | |||||||||
| 9 Mar | 931.65 | 29.55 | -40.25 | - | 0 | 0 | 2 | |||||||||
| 6 Mar | 964.25 | 29.55 | -40.25 | 23.82 | 2 | 0 | 0 | |||||||||
| 5 Mar | 973.45 | 69.8 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 4 Mar | 946.10 | 69.8 | 0 | 2.22 | 0 | 0 | 0 | |||||||||
| 2 Mar | 951.25 | 69.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 958.35 | 69.8 | 0 | 1.48 | 0 | 0 | 0 | |||||||||
| 26 Feb | 972.70 | 69.8 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 25 Feb | 982.10 | 69.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 990 expiring on 28APR2026
Delta for 990 CE is 0.91
Historical price for 990 CE is as follows
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 68.55, which was 10.099999999999994 higher than the previous day. The implied volatity was 41.46, the open interest changed by 0 which decreased total open position to 136
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 58.45, which was 3.8000000000000043 higher than the previous day. The implied volatity was 38.01, the open interest changed by -3 which decreased total open position to 136
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 56, which was 27.85 higher than the previous day. The implied volatity was 37.37, the open interest changed by -90 which decreased total open position to 139
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 27.5, which was 1.5 higher than the previous day. The implied volatity was 39.01, the open interest changed by -9 which decreased total open position to 229
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 26.5, which was 1.5500000000000007 higher than the previous day. The implied volatity was 36.89, the open interest changed by -4 which decreased total open position to 244
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 24.6, which was -0.9499999999999993 lower than the previous day. The implied volatity was 36.87, the open interest changed by 3 which increased total open position to 250
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 25.5, which was -0.5 lower than the previous day. The implied volatity was 37.18, the open interest changed by 79 which increased total open position to 247
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 26.3, which was -0.6999999999999993 lower than the previous day. The implied volatity was 38.48, the open interest changed by -7 which decreased total open position to 164
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 27.05, which was 6.900000000000002 higher than the previous day. The implied volatity was 34.74, the open interest changed by 61 which increased total open position to 173
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 19.4, which was -3.15 lower than the previous day. The implied volatity was 33.8, the open interest changed by 34 which increased total open position to 111
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 23.25, which was 17.2 higher than the previous day. The implied volatity was 32.91, the open interest changed by 54 which increased total open position to 76
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 5.9, which was -1.25 lower than the previous day. The implied volatity was 39, the open interest changed by 1 which increased total open position to 24
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 7.2, which was 1.2 higher than the previous day. The implied volatity was 41.76, the open interest changed by 2 which increased total open position to 21
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 5.95, which was 0.6 higher than the previous day. The implied volatity was 39.51, the open interest changed by 5 which increased total open position to 19
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 5.25, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 5.25, which was -2.2 lower than the previous day. The implied volatity was 42.9, the open interest changed by 3 which increased total open position to 15
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 7.5, which was -3.6 lower than the previous day. The implied volatity was 34.65, the open interest changed by 7 which increased total open position to 10
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 11.1, which was -18.45 lower than the previous day. The implied volatity was 31.25, the open interest changed by 1 which increased total open position to 3
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 29.55, which was -40.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 29.55, which was -40.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 29.55, which was -40.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 29.55, which was -40.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 29.55, which was -40.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 29.55, which was -40.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 29.55, which was -40.25 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 29.55, which was -40.25 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 29.55, which was -40.25 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 29.55, which was -40.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 29.55, which was -40.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 29.55, which was -40.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 29.55, which was -40.25 lower than the previous day. The implied volatity was 23.82, 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 69.8, which was 0 lower than the previous day. The implied volatity was 0.17, 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 69.8, which was 0 lower than the previous day. The implied volatity was 2.22, 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 69.8, 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 69.8, which was 0 lower than the previous day. The implied volatity was 1.48, 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 69.8, 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 25 Feb AUBANK was trading at 982.10. The strike last trading price was 69.8, 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 28-Apr-2026 (4d) 990 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.1
Vega: 0
Theta: -0.77
Gamma: 0.00312
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Apr | 1056.25 | 2.6 | -2.6 | 43.23 | 423 | 6 | 284 |
| 22 Apr | 1043.20 | 4.85 | -2.95 | 42.36 | 403 | -13 | 279 |
| 21 Apr | 1037.90 | 7.2 | -12.600000000000001 | 43.28 | 984 | 35 | 294 |
| 20 Apr | 997.65 | 20 | -3.6000000000000014 | 39.72 | 506 | 30 | 248 |
| 17 Apr | 990.60 | 23 | -5.25 | 34.28 | 350 | 58 | 212 |
| 16 Apr | 983.95 | 28.45 | -2.8500000000000014 | 36.37 | 280 | 17 | 154 |
| 15 Apr | 981.10 | 30.6 | -5.649999999999999 | 37.3 | 345 | 28 | 138 |
| 13 Apr | 979.05 | 34.95 | 0.9500000000000028 | 37.14 | 51 | 5 | 108 |
| 10 Apr | 981.80 | 33.55 | -13.200000000000003 | 33.86 | 195 | 40 | 102 |
| 9 Apr | 963.00 | 47.9 | 5.3 | 38.99 | 83 | 38 | 61 |
| 8 Apr | 967.80 | 42.2 | -44.35 | 37.66 | 102 | 22 | 25 |
| 7 Apr | 888.45 | 86.55 | -11.45 | - | 0 | 0 | 3 |
| 6 Apr | 883.55 | 86.55 | -11.45 | - | 0 | 0 | 3 |
| 2 Apr | 868.25 | 86.55 | -11.45 | - | 0 | 0 | 3 |
| 1 Apr | 874.90 | 86.55 | -11.45 | - | 0 | 0 | 3 |
| 30 Mar | 842.70 | 86.55 | -11.45 | - | 0 | 0 | 3 |
| 27 Mar | 882.75 | 86.55 | -11.45 | - | 0 | 0 | 3 |
| 25 Mar | 910.40 | 86.55 | -11.45 | 36.5 | 2 | 0 | 1 |
| 24 Mar | 877.50 | 98 | 51.75 | - | 0 | 0 | 1 |
| 23 Mar | 849.55 | 98 | 51.75 | - | 0 | 0 | 1 |
| 20 Mar | 901.50 | 98 | 51.75 | - | 0 | 0 | 1 |
| 19 Mar | 901.55 | 98 | 51.75 | - | 0 | 0 | 1 |
| 18 Mar | 930.15 | 98 | 51.75 | - | 0 | 0 | 1 |
| 17 Mar | 902.05 | 98 | 51.75 | - | 1 | 0 | 1 |
| 16 Mar | 885.30 | 98 | 51.75 | - | 1 | 1 | 0 |
| 13 Mar | 884.35 | 98 | 51.75 | 22.74 | 1 | 0 | 0 |
| 12 Mar | 902.20 | 46.25 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 918.40 | 46.25 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 938.50 | 46.25 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 931.65 | 46.25 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 964.25 | 46.25 | 0 | 0.04 | 0 | 0 | 0 |
| 5 Mar | 973.45 | 46.25 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 946.10 | 46.25 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 951.25 | 46.25 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 958.35 | 46.25 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 972.70 | 46.25 | 0 | 0.07 | 0 | 0 | 0 |
| 25 Feb | 982.10 | 46.25 | 0 | 0.44 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 990 expiring on 28APR2026
Delta for 990 PE is -0.1
Historical price for 990 PE is as follows
On 23 Apr AUBANK was trading at 1056.25. The strike last trading price was 2.6, which was -2.6 lower than the previous day. The implied volatity was 43.23, the open interest changed by 6 which increased total open position to 284
On 22 Apr AUBANK was trading at 1043.20. The strike last trading price was 4.85, which was -2.95 lower than the previous day. The implied volatity was 42.36, the open interest changed by -13 which decreased total open position to 279
On 21 Apr AUBANK was trading at 1037.90. The strike last trading price was 7.2, which was -12.600000000000001 lower than the previous day. The implied volatity was 43.28, the open interest changed by 35 which increased total open position to 294
On 20 Apr AUBANK was trading at 997.65. The strike last trading price was 20, which was -3.6000000000000014 lower than the previous day. The implied volatity was 39.72, the open interest changed by 30 which increased total open position to 248
On 17 Apr AUBANK was trading at 990.60. The strike last trading price was 23, which was -5.25 lower than the previous day. The implied volatity was 34.28, the open interest changed by 58 which increased total open position to 212
On 16 Apr AUBANK was trading at 983.95. The strike last trading price was 28.45, which was -2.8500000000000014 lower than the previous day. The implied volatity was 36.37, the open interest changed by 17 which increased total open position to 154
On 15 Apr AUBANK was trading at 981.10. The strike last trading price was 30.6, which was -5.649999999999999 lower than the previous day. The implied volatity was 37.3, the open interest changed by 28 which increased total open position to 138
On 13 Apr AUBANK was trading at 979.05. The strike last trading price was 34.95, which was 0.9500000000000028 higher than the previous day. The implied volatity was 37.14, the open interest changed by 5 which increased total open position to 108
On 10 Apr AUBANK was trading at 981.80. The strike last trading price was 33.55, which was -13.200000000000003 lower than the previous day. The implied volatity was 33.86, the open interest changed by 40 which increased total open position to 102
On 9 Apr AUBANK was trading at 963.00. The strike last trading price was 47.9, which was 5.3 higher than the previous day. The implied volatity was 38.99, the open interest changed by 38 which increased total open position to 61
On 8 Apr AUBANK was trading at 967.80. The strike last trading price was 42.2, which was -44.35 lower than the previous day. The implied volatity was 37.66, the open interest changed by 22 which increased total open position to 25
On 7 Apr AUBANK was trading at 888.45. The strike last trading price was 86.55, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Apr AUBANK was trading at 883.55. The strike last trading price was 86.55, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Apr AUBANK was trading at 868.25. The strike last trading price was 86.55, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 86.55, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 86.55, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 86.55, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 86.55, which was -11.45 lower than the previous day. The implied volatity was 36.5, the open interest changed by 0 which decreased total open position to 1
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 98, which was 51.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 98, which was 51.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 98, which was 51.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 98, which was 51.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 98, which was 51.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 98, which was 51.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 98, which was 51.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 98, which was 51.75 higher than the previous day. The implied volatity was 22.74, 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 46.25, 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 46.25, 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 46.25, 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 46.25, 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 Mar AUBANK was trading at 964.25. The strike last trading price was 46.25, which was 0 lower than the previous day. The implied volatity was 0.04, 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 46.25, 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 46.25, 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 46.25, 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 46.25, 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 26 Feb AUBANK was trading at 972.70. The strike last trading price was 46.25, which was 0 lower than the previous day. The implied volatity was 0.07, 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 46.25, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
