AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
13 Mar 2026 02:00 PM IST
| AUBANK 30-MAR-2026 990 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.28
Theta: -0.3
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 883.60 | 2.3 | -0.95 | 34.77 | 108 | -4 | 322 | |||||||||
| 12 Mar | 902.20 | 3.25 | -1.95 | 31.48 | 228 | 20 | 323 | |||||||||
| 11 Mar | 918.40 | 5 | -3.2 | 30.65 | 224 | 35 | 303 | |||||||||
| 10 Mar | 938.50 | 9.65 | 0.6 | 29.45 | 206 | -7 | 270 | |||||||||
| 9 Mar | 931.65 | 9.35 | -8.6 | 31.16 | 844 | -33 | 278 | |||||||||
| 6 Mar | 964.25 | 18 | -2.65 | 26.74 | 561 | 80 | 312 | |||||||||
| 5 Mar | 973.45 | 20.3 | 5.6 | 24.57 | 357 | -51 | 236 | |||||||||
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| 4 Mar | 946.10 | 14.7 | -2.1 | 27.82 | 718 | -14 | 288 | |||||||||
| 2 Mar | 951.25 | 16.4 | -2.4 | 26.92 | 662 | 34 | 302 | |||||||||
| 27 Feb | 958.35 | 16.75 | -7.95 | 25.64 | 688 | -29 | 268 | |||||||||
| 26 Feb | 972.70 | 23.9 | -5.6 | 24.36 | 613 | 43 | 297 | |||||||||
| 25 Feb | 982.10 | 29 | -13.3 | 25.55 | 838 | 96 | 270 | |||||||||
| 24 Feb | 1002.20 | 41.55 | 10.2 | 23 | 1,304 | 87 | 179 | |||||||||
| 23 Feb | 974.10 | 32 | -27.25 | 28.17 | 689 | 85 | 92 | |||||||||
| 20 Feb | 1029.65 | 59.25 | 1.05 | 21.85 | 7 | 0 | 6 | |||||||||
| 19 Feb | 1017.05 | 58.2 | 7.25 | 29.64 | 5 | -1 | 5 | |||||||||
| 18 Feb | 1022.05 | 50.95 | 8.95 | 16.54 | 5 | 2 | 6 | |||||||||
| 17 Feb | 999.75 | 42 | -6.85 | 22.55 | 4 | 2 | 5 | |||||||||
| 16 Feb | 1010.00 | 48.85 | 0.7 | 22.97 | 3 | 2 | 2 | |||||||||
| 13 Feb | 994.90 | 48.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1000.60 | 48.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 990.25 | 48.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1001.15 | 48.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1005.30 | 48.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 991.05 | 48.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 986.00 | 48.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 980.95 | 48.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 982.30 | 48.15 | 0 | 0.61 | 0 | 0 | 0 | |||||||||
| 2 Feb | 965.20 | 48.15 | 0 | 0.71 | 0 | 0 | 0 | |||||||||
| 1 Feb | 979.60 | 48.15 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
| 30 Jan | 982.35 | 48.15 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 29 Jan | 987.90 | 48.15 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 990 expiring on 30MAR2026
Delta for 990 CE is 0.08
Historical price for 990 CE is as follows
On 13 Mar AUBANK was trading at 883.60. The strike last trading price was 2.3, which was -0.95 lower than the previous day. The implied volatity was 34.77, the open interest changed by -4 which decreased total open position to 322
On 12 Mar AUBANK was trading at 902.20. The strike last trading price was 3.25, which was -1.95 lower than the previous day. The implied volatity was 31.48, the open interest changed by 20 which increased total open position to 323
On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 5, which was -3.2 lower than the previous day. The implied volatity was 30.65, the open interest changed by 35 which increased total open position to 303
On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 9.65, which was 0.6 higher than the previous day. The implied volatity was 29.45, the open interest changed by -7 which decreased total open position to 270
On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 9.35, which was -8.6 lower than the previous day. The implied volatity was 31.16, the open interest changed by -33 which decreased total open position to 278
On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 18, which was -2.65 lower than the previous day. The implied volatity was 26.74, the open interest changed by 80 which increased total open position to 312
On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 20.3, which was 5.6 higher than the previous day. The implied volatity was 24.57, the open interest changed by -51 which decreased total open position to 236
On 4 Mar AUBANK was trading at 946.10. The strike last trading price was 14.7, which was -2.1 lower than the previous day. The implied volatity was 27.82, the open interest changed by -14 which decreased total open position to 288
On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 16.4, which was -2.4 lower than the previous day. The implied volatity was 26.92, the open interest changed by 34 which increased total open position to 302
On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 16.75, which was -7.95 lower than the previous day. The implied volatity was 25.64, the open interest changed by -29 which decreased total open position to 268
On 26 Feb AUBANK was trading at 972.70. The strike last trading price was 23.9, which was -5.6 lower than the previous day. The implied volatity was 24.36, the open interest changed by 43 which increased total open position to 297
On 25 Feb AUBANK was trading at 982.10. The strike last trading price was 29, which was -13.3 lower than the previous day. The implied volatity was 25.55, the open interest changed by 96 which increased total open position to 270
On 24 Feb AUBANK was trading at 1002.20. The strike last trading price was 41.55, which was 10.2 higher than the previous day. The implied volatity was 23, the open interest changed by 87 which increased total open position to 179
On 23 Feb AUBANK was trading at 974.10. The strike last trading price was 32, which was -27.25 lower than the previous day. The implied volatity was 28.17, the open interest changed by 85 which increased total open position to 92
On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was 59.25, which was 1.05 higher than the previous day. The implied volatity was 21.85, the open interest changed by 0 which decreased total open position to 6
On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was 58.2, which was 7.25 higher than the previous day. The implied volatity was 29.64, the open interest changed by -1 which decreased total open position to 5
On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was 50.95, which was 8.95 higher than the previous day. The implied volatity was 16.54, the open interest changed by 2 which increased total open position to 6
On 17 Feb AUBANK was trading at 999.75. The strike last trading price was 42, which was -6.85 lower than the previous day. The implied volatity was 22.55, the open interest changed by 2 which increased total open position to 5
On 16 Feb AUBANK was trading at 1010.00. The strike last trading price was 48.85, which was 0.7 higher than the previous day. The implied volatity was 22.97, the open interest changed by 2 which increased total open position to 2
On 13 Feb AUBANK was trading at 994.90. The strike last trading price was 48.15, 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 12 Feb AUBANK was trading at 1000.60. The strike last trading price was 48.15, 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 11 Feb AUBANK was trading at 990.25. The strike last trading price was 48.15, 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 10 Feb AUBANK was trading at 1001.15. The strike last trading price was 48.15, 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 Feb AUBANK was trading at 1005.30. The strike last trading price was 48.15, 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 6 Feb AUBANK was trading at 991.05. The strike last trading price was 48.15, 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 5 Feb AUBANK was trading at 986.00. The strike last trading price was 48.15, 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 4 Feb AUBANK was trading at 980.95. The strike last trading price was 48.15, 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 3 Feb AUBANK was trading at 982.30. The strike last trading price was 48.15, which was 0 lower than the previous day. The implied volatity was 0.61, 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 48.15, which was 0 lower than the previous day. The implied volatity was 0.71, 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 48.15, which was 0 lower than the previous day. The implied volatity was 0.16, 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 48.15, which was 0 lower than the previous day. The implied volatity was 0.01, 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 48.15, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
| AUBANK 30MAR2026 990 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.24
Theta: 0.05
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 883.60 | 97 | 11 | 30.04 | 9 | -4 | 153 |
| 12 Mar | 902.20 | 86 | 10.1 | 30.3 | 15 | -4 | 158 |
| 11 Mar | 918.40 | 75.9 | 17.85 | 32.67 | 3 | 0 | 162 |
| 10 Mar | 938.50 | 50.4 | -12.7 | 21.97 | 31 | 4 | 162 |
| 9 Mar | 931.65 | 63.1 | 21.7 | 31.13 | 44 | -12 | 158 |
| 6 Mar | 964.25 | 42.2 | 4.9 | 31.62 | 96 | -31 | 169 |
| 5 Mar | 973.45 | 37.7 | -21.8 | 31.66 | 117 | 25 | 201 |
| 4 Mar | 946.10 | 59.5 | 10.4 | 39.03 | 37 | -1 | 174 |
| 2 Mar | 951.25 | 49.25 | 3.1 | 30.31 | 135 | 7 | 174 |
| 27 Feb | 958.35 | 48.6 | 9.85 | 28.72 | 414 | 3 | 168 |
| 26 Feb | 972.70 | 39.1 | 4.45 | 29.9 | 455 | -59 | 164 |
| 25 Feb | 982.10 | 35.6 | 8.8 | 29.81 | 796 | -30 | 225 |
| 24 Feb | 1002.20 | 26.35 | -14.1 | 30.78 | 935 | 206 | 256 |
| 23 Feb | 974.10 | 39.5 | 23.85 | 30.94 | 338 | -1 | 51 |
| 20 Feb | 1029.65 | 15.65 | -3.85 | 26.93 | 35 | 18 | 51 |
| 19 Feb | 1017.05 | 20.3 | 2.75 | 26.84 | 43 | 20 | 34 |
| 18 Feb | 1022.05 | 17.55 | -7 | 26.65 | 24 | 4 | 11 |
| 17 Feb | 999.75 | 24.55 | -0.95 | 25.97 | 3 | 1 | 7 |
| 16 Feb | 1010.00 | 25.5 | -38.75 | 29.05 | 6 | 5 | 5 |
| 13 Feb | 994.90 | 64.25 | 0 | 1.4 | 0 | 0 | 0 |
| 12 Feb | 1000.60 | 64.25 | 0 | 1.76 | 0 | 0 | 0 |
| 11 Feb | 990.25 | 64.25 | 0 | 0.86 | 0 | 0 | 0 |
| 10 Feb | 1001.15 | 64.25 | 0 | 1.9 | 0 | 0 | 0 |
| 9 Feb | 1005.30 | 64.25 | 0 | 2.07 | 0 | 0 | 0 |
| 6 Feb | 991.05 | 64.25 | 0 | 1.21 | 0 | 0 | 0 |
| 5 Feb | 986.00 | 64.25 | 0 | 0.77 | 0 | 0 | 0 |
| 4 Feb | 980.95 | 64.25 | 0 | 0.55 | 0 | 0 | 0 |
| 3 Feb | 982.30 | 64.25 | 0 | 0.63 | 0 | 0 | 0 |
| 2 Feb | 965.20 | 64.25 | 0 | 0.04 | 0 | 0 | 0 |
| 1 Feb | 979.60 | 64.25 | 0 | 0.04 | 0 | 0 | 0 |
| 30 Jan | 982.35 | 64.25 | 0 | 0.47 | 0 | 0 | 0 |
| 29 Jan | 987.90 | 64.25 | 0 | 1.05 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 990 expiring on 30MAR2026
Delta for 990 PE is -0.94
Historical price for 990 PE is as follows
On 13 Mar AUBANK was trading at 883.60. The strike last trading price was 97, which was 11 higher than the previous day. The implied volatity was 30.04, the open interest changed by -4 which decreased total open position to 153
On 12 Mar AUBANK was trading at 902.20. The strike last trading price was 86, which was 10.1 higher than the previous day. The implied volatity was 30.3, the open interest changed by -4 which decreased total open position to 158
On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 75.9, which was 17.85 higher than the previous day. The implied volatity was 32.67, the open interest changed by 0 which decreased total open position to 162
On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 50.4, which was -12.7 lower than the previous day. The implied volatity was 21.97, the open interest changed by 4 which increased total open position to 162
On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 63.1, which was 21.7 higher than the previous day. The implied volatity was 31.13, the open interest changed by -12 which decreased total open position to 158
On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 42.2, which was 4.9 higher than the previous day. The implied volatity was 31.62, the open interest changed by -31 which decreased total open position to 169
On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 37.7, which was -21.8 lower than the previous day. The implied volatity was 31.66, the open interest changed by 25 which increased total open position to 201
On 4 Mar AUBANK was trading at 946.10. The strike last trading price was 59.5, which was 10.4 higher than the previous day. The implied volatity was 39.03, the open interest changed by -1 which decreased total open position to 174
On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 49.25, which was 3.1 higher than the previous day. The implied volatity was 30.31, the open interest changed by 7 which increased total open position to 174
On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 48.6, which was 9.85 higher than the previous day. The implied volatity was 28.72, the open interest changed by 3 which increased total open position to 168
On 26 Feb AUBANK was trading at 972.70. The strike last trading price was 39.1, which was 4.45 higher than the previous day. The implied volatity was 29.9, the open interest changed by -59 which decreased total open position to 164
On 25 Feb AUBANK was trading at 982.10. The strike last trading price was 35.6, which was 8.8 higher than the previous day. The implied volatity was 29.81, the open interest changed by -30 which decreased total open position to 225
On 24 Feb AUBANK was trading at 1002.20. The strike last trading price was 26.35, which was -14.1 lower than the previous day. The implied volatity was 30.78, the open interest changed by 206 which increased total open position to 256
On 23 Feb AUBANK was trading at 974.10. The strike last trading price was 39.5, which was 23.85 higher than the previous day. The implied volatity was 30.94, the open interest changed by -1 which decreased total open position to 51
On 20 Feb AUBANK was trading at 1029.65. The strike last trading price was 15.65, which was -3.85 lower than the previous day. The implied volatity was 26.93, the open interest changed by 18 which increased total open position to 51
On 19 Feb AUBANK was trading at 1017.05. The strike last trading price was 20.3, which was 2.75 higher than the previous day. The implied volatity was 26.84, the open interest changed by 20 which increased total open position to 34
On 18 Feb AUBANK was trading at 1022.05. The strike last trading price was 17.55, which was -7 lower than the previous day. The implied volatity was 26.65, the open interest changed by 4 which increased total open position to 11
On 17 Feb AUBANK was trading at 999.75. The strike last trading price was 24.55, which was -0.95 lower than the previous day. The implied volatity was 25.97, the open interest changed by 1 which increased total open position to 7
On 16 Feb AUBANK was trading at 1010.00. The strike last trading price was 25.5, which was -38.75 lower than the previous day. The implied volatity was 29.05, the open interest changed by 5 which increased total open position to 5
On 13 Feb AUBANK was trading at 994.90. The strike last trading price was 64.25, which was 0 lower than the previous day. The implied volatity was 1.4, 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 64.25, which was 0 lower than the previous day. The implied volatity was 1.76, 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 64.25, which was 0 lower than the previous day. The implied volatity was 0.86, 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 64.25, which was 0 lower than the previous day. The implied volatity was 1.9, 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 64.25, which was 0 lower than the previous day. The implied volatity was 2.07, 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 64.25, which was 0 lower than the previous day. The implied volatity was 1.21, 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 64.25, which was 0 lower than the previous day. The implied volatity was 0.77, 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 64.25, which was 0 lower than the previous day. The implied volatity was 0.55, 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 64.25, which was 0 lower than the previous day. The implied volatity was 0.63, 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 64.25, 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 1 Feb AUBANK was trading at 979.60. The strike last trading price was 64.25, 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 30 Jan AUBANK was trading at 982.35. The strike last trading price was 64.25, which was 0 lower than the previous day. The implied volatity was 0.47, 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 64.25, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
