Historical option data for AUBANK
25 Jun 2026 04:10 PM IST
| AUBANK 30-Jun-2026 (5d) 990 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0
Theta: -0.22
Gamma: 0.00301
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 1033.85 | 47.05 | -30.95 (-39.68%) | 21.5 | 20 | 2 | 84 | |||||||||
| 24 Jun | 1067.20 | 77.75 | 37.7 (94.13%) | 39.08 | 25 | -12 | 83 | |||||||||
| 23 Jun | 1026.35 | 40.05 | -16.5 (-29.18%) | 28.58 | 28 | -8 | 101 | |||||||||
| 22 Jun | 1045.05 | 60.8 | 11.9 (24.34%) | 29.03 | 16 | -5 | 110 | |||||||||
| 19 Jun | 1033.05 | 49 | 6.9 (16.39%) | 24.56 | 17 | -4 | 117 | |||||||||
| 18 Jun | 1025.35 | 42.1 | 0.65 (1.57%) | 25.55 | 40 | -7 | 117 | |||||||||
| 17 Jun | 1020.85 | 41.4 | -1.5 (-3.50%) | 25.69 | 18 | -3 | 124 | |||||||||
| 16 Jun | 1023.10 | 43 | -9.5 (-18.10%) | 25.38 | 26 | -7 | 126 | |||||||||
| 15 Jun | 1033.60 | 50.65 | 10 (24.60%) | 27.51 | 42 | -11 | 133 | |||||||||
| 12 Jun | 1015.50 | 41.75 | 27.35 (189.93%) | 24.74 | 882 | 2 | 144 | |||||||||
| 11 Jun | 963.30 | 14.8 | 1.4 (10.45%) | 26.85 | 136 | 7 | 143 | |||||||||
| 10 Jun | 959.20 | 13.5 | -8.55 (-38.78%) | 26.93 | 180 | 2 | 136 | |||||||||
| 9 Jun | 978.50 | 22.15 | 6.15 (38.44%) | 28.86 | 137 | 2 | 135 | |||||||||
| 8 Jun | 958.90 | 14.15 | -7.2 (-33.72%) | 29.44 | 85 | 4 | 133 | |||||||||
| 5 Jun | 969.40 | 21.3 | 0.25 (1.19%) | 27.49 | 166 | 23 | 131 | |||||||||
| 4 Jun | 962.05 | 22 | -2.7 (-10.93%) | 30.19 | 75 | 8 | 108 | |||||||||
| 3 Jun | 970.60 | 24.75 | -2.3 (-8.50%) | 29.22 | 252 | -2 | 100 | |||||||||
| 2 Jun | 976.45 | 26.65 | 2.8 (11.74%) | 27.41 | 171 | 10 | 102 | |||||||||
| 1 Jun | 969.15 | 23.3 | -9.65 (-29.29%) | 28.33 | 348 | 29 | 91 | |||||||||
| 29 May | 984.70 | 32 | -12 (-27.27%) | 25.47 | 116 | 12 | 61 | |||||||||
| 27 May | 1005.00 | 44 | -7.1 (-13.89%) | 26.72 | 30 | 18 | 51 | |||||||||
| 26 May | 1011.80 | 50.6 | 6.7 (15.26%) | 26.62 | 27 | -5 | 34 | |||||||||
| 25 May | 999.30 | 45.7 | 13.15 (40.40%) | 27.75 | 35 | -1 | 39 | |||||||||
| 22 May | 977.90 | 32.95 | 9.55 (40.81%) | 28.02 | 132 | 24 | 39 | |||||||||
| 21 May | 958.70 | 23.4 | 1.4 (6.36%) | 26.21 | 17 | 13 | 15 | |||||||||
| 20 May | 974.00 | 22.5 | -10.5 (-31.82%) | 27.57 | 1 | 0 | 2 | |||||||||
| 19 May | 971.90 | 33 | -7 (-17.50%) | 27.71 | 1 | 1 | 2 | |||||||||
| 18 May | 979.00 | 40 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 990.50 | 40 | -46.95 (-54.00%) | 25.81 | 1 | 1 | 1 | |||||||||
| 14 May | 1004.70 | 0 | -86.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 994.80 | 0 | -86.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 999.60 | 0 | -86.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1021.40 | 0 | -86.95 (-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 | |||||||||
For Au Small Finance Bank Ltd - strike price 990 expiring on 30JUN2026
Delta for 990 CE is 0.96
Historical price for 990 CE is as follows
On 25 Jun AUBANK was trading at 1033.85. The strike last trading price was 47.05, which was -30.95 lower than the previous day. The implied volatity was 21.5, the open interest changed by 2 which increased total open position to 84
On 24 Jun AUBANK was trading at 1067.20. The strike last trading price was 77.75, which was 37.7 higher than the previous day. The implied volatity was 39.08, the open interest changed by -12 which decreased total open position to 83
On 23 Jun AUBANK was trading at 1026.35. The strike last trading price was 40.05, which was -16.5 lower than the previous day. The implied volatity was 28.58, the open interest changed by -8 which decreased total open position to 101
On 22 Jun AUBANK was trading at 1045.05. The strike last trading price was 60.8, which was 11.9 higher than the previous day. The implied volatity was 29.03, the open interest changed by -5 which decreased total open position to 110
On 19 Jun AUBANK was trading at 1033.05. The strike last trading price was 49, which was 6.9 higher than the previous day. The implied volatity was 24.56, the open interest changed by -4 which decreased total open position to 117
On 18 Jun AUBANK was trading at 1025.35. The strike last trading price was 42.1, which was 0.65 higher than the previous day. The implied volatity was 25.55, the open interest changed by -7 which decreased total open position to 117
On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 41.4, which was -1.5 lower than the previous day. The implied volatity was 25.69, the open interest changed by -3 which decreased total open position to 124
On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 43, which was -9.5 lower than the previous day. The implied volatity was 25.38, the open interest changed by -7 which decreased total open position to 126
On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 50.65, which was 10 higher than the previous day. The implied volatity was 27.51, the open interest changed by -11 which decreased total open position to 133
On 12 Jun AUBANK was trading at 1015.50. The strike last trading price was 41.75, which was 27.35 higher than the previous day. The implied volatity was 24.74, the open interest changed by 2 which increased total open position to 144
On 11 Jun AUBANK was trading at 963.30. The strike last trading price was 14.8, which was 1.4 higher than the previous day. The implied volatity was 26.85, the open interest changed by 7 which increased total open position to 143
On 10 Jun AUBANK was trading at 959.20. The strike last trading price was 13.5, which was -8.55 lower than the previous day. The implied volatity was 26.93, the open interest changed by 2 which increased total open position to 136
On 9 Jun AUBANK was trading at 978.50. The strike last trading price was 22.15, which was 6.15 higher than the previous day. The implied volatity was 28.86, the open interest changed by 2 which increased total open position to 135
On 8 Jun AUBANK was trading at 958.90. The strike last trading price was 14.15, which was -7.2 lower than the previous day. The implied volatity was 29.44, the open interest changed by 4 which increased total open position to 133
On 5 Jun AUBANK was trading at 969.40. The strike last trading price was 21.3, which was 0.25 higher than the previous day. The implied volatity was 27.49, the open interest changed by 23 which increased total open position to 131
On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 22, which was -2.7 lower than the previous day. The implied volatity was 30.19, the open interest changed by 8 which increased total open position to 108
On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 24.75, which was -2.3 lower than the previous day. The implied volatity was 29.22, the open interest changed by -2 which decreased total open position to 100
On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 26.65, which was 2.8 higher than the previous day. The implied volatity was 27.41, the open interest changed by 10 which increased total open position to 102
On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 23.3, which was -9.65 lower than the previous day. The implied volatity was 28.33, the open interest changed by 29 which increased total open position to 91
On 29 May AUBANK was trading at 984.70. The strike last trading price was 32, which was -12 lower than the previous day. The implied volatity was 25.47, the open interest changed by 12 which increased total open position to 61
On 27 May AUBANK was trading at 1005.00. The strike last trading price was 44, which was -7.1 lower than the previous day. The implied volatity was 26.72, the open interest changed by 18 which increased total open position to 51
On 26 May AUBANK was trading at 1011.80. The strike last trading price was 50.6, which was 6.7 higher than the previous day. The implied volatity was 26.62, the open interest changed by -5 which decreased total open position to 34
On 25 May AUBANK was trading at 999.30. The strike last trading price was 45.7, which was 13.15 higher than the previous day. The implied volatity was 27.75, the open interest changed by -1 which decreased total open position to 39
On 22 May AUBANK was trading at 977.90. The strike last trading price was 32.95, which was 9.55 higher than the previous day. The implied volatity was 28.02, the open interest changed by 24 which increased total open position to 39
On 21 May AUBANK was trading at 958.70. The strike last trading price was 23.4, which was 1.4 higher than the previous day. The implied volatity was 26.21, the open interest changed by 13 which increased total open position to 15
On 20 May AUBANK was trading at 974.00. The strike last trading price was 22.5, which was -10.5 lower than the previous day. The implied volatity was 27.57, the open interest changed by 0 which decreased total open position to 2
On 19 May AUBANK was trading at 971.90. The strike last trading price was 33, which was -7 lower than the previous day. The implied volatity was 27.71, the open interest changed by 1 which increased total open position to 2
On 18 May AUBANK was trading at 979.00. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May AUBANK was trading at 990.50. The strike last trading price was 40, which was -46.95 lower than the previous day. The implied volatity was 25.81, the open interest changed by 1 which increased total open position to 1
On 14 May AUBANK was trading at 1004.70. The strike last trading price was 0, which was -86.95 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 -86.95 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 -86.95 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 -86.95 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
| AUBANK 30-Jun-2026 (5d) 990 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0
Theta: -0.18
Gamma: 0.00386
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 1033.85 | 0.7 | -0.25 (-26.32%) | 23.33 | 58 | -7 | 164 |
| 24 Jun | 1067.20 | 1 | -1 (-50.00%) | 37.09 | 150 | 42 | 171 |
| 23 Jun | 1026.35 | 2.4 | 0.4 (20.00%) | 24.19 | 83 | -13 | 129 |
| 22 Jun | 1045.05 | 2 | -2 (-50.00%) | 28.25 | 152 | 21 | 142 |
| 19 Jun | 1033.05 | 3.4 | -1.6 (-32.00%) | 23.81 | 148 | 4 | 119 |
| 18 Jun | 1025.35 | 5.2 | -0.8 (-13.33%) | 23.95 | 120 | -22 | 116 |
| 17 Jun | 1020.85 | 6.25 | -0.8 (-11.35%) | 25 | 207 | 36 | 137 |
| 16 Jun | 1023.10 | 6.8 | 0.8 (13.33%) | 24.76 | 424 | -153 | 102 |
| 15 Jun | 1033.60 | 6.5 | -6.65 (-50.57%) | 26.46 | 524 | 112 | 255 |
| 12 Jun | 1015.50 | 12.5 | -22.5 (-64.29%) | 27.39 | 444 | 14 | 144 |
| 11 Jun | 963.30 | 35 | -6.4 (-15.46%) | 24.98 | 11 | 4 | 129 |
| 10 Jun | 959.20 | 41 | 12 (41.38%) | 26.66 | 20 | -4 | 125 |
| 9 Jun | 978.50 | 29 | -18 (-38.30%) | 26.83 | 35 | -8 | 130 |
| 8 Jun | 958.90 | 48 | 12 (33.33%) | 28.05 | 21 | -1 | 136 |
| 5 Jun | 969.40 | 35 | -5 (-12.50%) | 26.28 | 3 | 1 | 138 |
| 4 Jun | 962.05 | 40 | 3 (8.11%) | 24.43 | 21 | 2 | 138 |
| 3 Jun | 970.60 | 36 | 4 (12.50%) | 26.48 | 31 | -3 | 135 |
| 2 Jun | 976.45 | 32 | -4 (-11.11%) | 26.09 | 48 | 15 | 137 |
| 1 Jun | 969.15 | 36 | 9 (33.33%) | 23.81 | 235 | -12 | 121 |
| 29 May | 984.70 | 28 | 8 (40.00%) | 25.52 | 209 | 29 | 132 |
| 27 May | 1005.00 | 20 | 2 (11.11%) | 24.14 | 84 | 10 | 103 |
| 26 May | 1011.80 | 18 | -6 (-25.00%) | 25.55 | 61 | 1 | 93 |
| 25 May | 999.30 | 23 | -13 (-36.11%) | 25.05 | 94 | 14 | 90 |
| 22 May | 977.90 | 35 | -13 (-27.08%) | 24.73 | 181 | 73 | 75 |
| 21 May | 958.70 | 47.5 | -2.5 (-5.00%) | 26.3 | 1 | 1 | 2 |
| 20 May | 974.00 | 50 | 15 (42.86%) | 23.82 | 1 | 0 | 1 |
| 19 May | 971.90 | 35 | 35 | - | 0 | 0 | 1 |
| 18 May | 979.00 | 35 | 35 (0.00%) | - | 0 | 0 | 1 |
| 15 May | 990.50 | 35 | -9.3 (-20.99%) | 27.52 | 1 | 1 | 1 |
| 14 May | 1004.70 | 0 | -44.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 994.80 | 0 | -44.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 999.60 | 0 | -44.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1021.40 | 0 | -44.3 (-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 |
For Au Small Finance Bank Ltd - strike price 990 expiring on 30JUN2026
Delta for 990 PE is -0.06
Historical price for 990 PE is as follows
On 25 Jun AUBANK was trading at 1033.85. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 23.33, the open interest changed by -7 which decreased total open position to 164
On 24 Jun AUBANK was trading at 1067.20. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was 37.09, the open interest changed by 42 which increased total open position to 171
On 23 Jun AUBANK was trading at 1026.35. The strike last trading price was 2.4, which was 0.4 higher than the previous day. The implied volatity was 24.19, the open interest changed by -13 which decreased total open position to 129
On 22 Jun AUBANK was trading at 1045.05. The strike last trading price was 2, which was -2 lower than the previous day. The implied volatity was 28.25, the open interest changed by 21 which increased total open position to 142
On 19 Jun AUBANK was trading at 1033.05. The strike last trading price was 3.4, which was -1.6 lower than the previous day. The implied volatity was 23.81, the open interest changed by 4 which increased total open position to 119
On 18 Jun AUBANK was trading at 1025.35. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was 23.95, the open interest changed by -22 which decreased total open position to 116
On 17 Jun AUBANK was trading at 1020.85. The strike last trading price was 6.25, which was -0.8 lower than the previous day. The implied volatity was 25, the open interest changed by 36 which increased total open position to 137
On 16 Jun AUBANK was trading at 1023.10. The strike last trading price was 6.8, which was 0.8 higher than the previous day. The implied volatity was 24.76, the open interest changed by -153 which decreased total open position to 102
On 15 Jun AUBANK was trading at 1033.60. The strike last trading price was 6.5, which was -6.65 lower than the previous day. The implied volatity was 26.46, the open interest changed by 112 which increased total open position to 255
On 12 Jun AUBANK was trading at 1015.50. The strike last trading price was 12.5, which was -22.5 lower than the previous day. The implied volatity was 27.39, the open interest changed by 14 which increased total open position to 144
On 11 Jun AUBANK was trading at 963.30. The strike last trading price was 35, which was -6.4 lower than the previous day. The implied volatity was 24.98, the open interest changed by 4 which increased total open position to 129
On 10 Jun AUBANK was trading at 959.20. The strike last trading price was 41, which was 12 higher than the previous day. The implied volatity was 26.66, the open interest changed by -4 which decreased total open position to 125
On 9 Jun AUBANK was trading at 978.50. The strike last trading price was 29, which was -18 lower than the previous day. The implied volatity was 26.83, the open interest changed by -8 which decreased total open position to 130
On 8 Jun AUBANK was trading at 958.90. The strike last trading price was 48, which was 12 higher than the previous day. The implied volatity was 28.05, the open interest changed by -1 which decreased total open position to 136
On 5 Jun AUBANK was trading at 969.40. The strike last trading price was 35, which was -5 lower than the previous day. The implied volatity was 26.28, the open interest changed by 1 which increased total open position to 138
On 4 Jun AUBANK was trading at 962.05. The strike last trading price was 40, which was 3 higher than the previous day. The implied volatity was 24.43, the open interest changed by 2 which increased total open position to 138
On 3 Jun AUBANK was trading at 970.60. The strike last trading price was 36, which was 4 higher than the previous day. The implied volatity was 26.48, the open interest changed by -3 which decreased total open position to 135
On 2 Jun AUBANK was trading at 976.45. The strike last trading price was 32, which was -4 lower than the previous day. The implied volatity was 26.09, the open interest changed by 15 which increased total open position to 137
On 1 Jun AUBANK was trading at 969.15. The strike last trading price was 36, which was 9 higher than the previous day. The implied volatity was 23.81, the open interest changed by -12 which decreased total open position to 121
On 29 May AUBANK was trading at 984.70. The strike last trading price was 28, which was 8 higher than the previous day. The implied volatity was 25.52, the open interest changed by 29 which increased total open position to 132
On 27 May AUBANK was trading at 1005.00. The strike last trading price was 20, which was 2 higher than the previous day. The implied volatity was 24.14, the open interest changed by 10 which increased total open position to 103
On 26 May AUBANK was trading at 1011.80. The strike last trading price was 18, which was -6 lower than the previous day. The implied volatity was 25.55, the open interest changed by 1 which increased total open position to 93
On 25 May AUBANK was trading at 999.30. The strike last trading price was 23, which was -13 lower than the previous day. The implied volatity was 25.05, the open interest changed by 14 which increased total open position to 90
On 22 May AUBANK was trading at 977.90. The strike last trading price was 35, which was -13 lower than the previous day. The implied volatity was 24.73, the open interest changed by 73 which increased total open position to 75
On 21 May AUBANK was trading at 958.70. The strike last trading price was 47.5, which was -2.5 lower than the previous day. The implied volatity was 26.3, the open interest changed by 1 which increased total open position to 2
On 20 May AUBANK was trading at 974.00. The strike last trading price was 50, which was 15 higher than the previous day. The implied volatity was 23.82, the open interest changed by 0 which decreased total open position to 1
On 19 May AUBANK was trading at 971.90. The strike last trading price was 35, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May AUBANK was trading at 979.00. The strike last trading price was 35, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May AUBANK was trading at 990.50. The strike last trading price was 35, which was -9.3 lower than the previous day. The implied volatity was 27.52, the open interest changed by 1 which increased total open position to 1
On 14 May AUBANK was trading at 1004.70. The strike last trading price was 0, which was -44.3 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 -44.3 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 -44.3 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 -44.3 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
