AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Jan 2026 04:10 PM IST
| AUBANK 27-JAN-2026 990 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.74
Theta: -1.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 976.35 | 22.3 | 2.45 | 33.81 | 452 | -6 | 367 | |||||||||
| 13 Jan | 971.95 | 19.45 | -19.7 | 34.2 | 1,436 | 103 | 377 | |||||||||
| 12 Jan | 1007.80 | 39.3 | 6.05 | 32.19 | 287 | -22 | 275 | |||||||||
| 9 Jan | 999.20 | 32.55 | 2.4 | 27.03 | 309 | -41 | 299 | |||||||||
| 8 Jan | 992.10 | 29.95 | -5.4 | 29.84 | 261 | 25 | 343 | |||||||||
| 7 Jan | 1004.55 | 35.9 | -3.95 | 26.21 | 88 | -8 | 319 | |||||||||
| 6 Jan | 1008.75 | 39 | -4.85 | 26.31 | 19 | -3 | 328 | |||||||||
| 5 Jan | 1014.95 | 43.5 | 8.45 | 27.16 | 142 | -5 | 332 | |||||||||
| 2 Jan | 999.40 | 35 | 1.1 | 25.22 | 211 | -9 | 337 | |||||||||
| 1 Jan | 999.45 | 34.5 | 2.05 | 23.2 | 276 | 45 | 346 | |||||||||
| 31 Dec | 994.50 | 32.85 | 0.65 | 23.68 | 422 | -23 | 300 | |||||||||
| 30 Dec | 996.45 | 32.15 | 4.7 | 24.26 | 1,230 | 154 | 320 | |||||||||
| 29 Dec | 986.65 | 27.35 | 3.65 | 22.01 | 166 | 54 | 154 | |||||||||
| 26 Dec | 974.95 | 23.5 | -1 | 23.38 | 18 | 0 | 97 | |||||||||
| 24 Dec | 974.05 | 24.3 | -2.85 | 23.4 | 58 | 5 | 97 | |||||||||
| 23 Dec | 980.35 | 27.15 | -3 | 22.65 | 26 | 1 | 91 | |||||||||
| 22 Dec | 984.45 | 30.25 | -0.2 | 22.17 | 19 | 12 | 91 | |||||||||
| 19 Dec | 985.15 | 30.6 | -0.25 | 21.67 | 13 | 2 | 79 | |||||||||
| 18 Dec | 987.65 | 30.85 | -6.6 | 20.41 | 29 | -19 | 76 | |||||||||
| 17 Dec | 990.30 | 37.45 | 8.15 | 23.8 | 26 | 20 | 94 | |||||||||
| 16 Dec | 980.60 | 29.3 | 4.55 | 22.35 | 1 | 0 | 75 | |||||||||
| 15 Dec | 979.05 | 24.75 | -2.2 | 17.63 | 1 | 0 | 74 | |||||||||
| 12 Dec | 968.05 | 26.95 | -4.55 | 22.71 | 21 | 19 | 74 | |||||||||
| 11 Dec | 973.00 | 31.5 | -10.55 | 24.09 | 63 | 46 | 46 | |||||||||
| 10 Dec | 993.70 | 42.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 972.05 | 42.05 | 0 | 0.52 | 0 | 0 | 0 | |||||||||
| 8 Dec | 952.55 | 42.05 | 0 | 1.81 | 0 | 0 | 0 | |||||||||
| 5 Dec | 960.70 | 42.05 | 0 | 1.24 | 0 | 0 | 0 | |||||||||
| 4 Dec | 948.75 | 42.05 | 0 | 2.03 | 0 | 0 | 0 | |||||||||
| 3 Dec | 948.70 | 42.05 | 0 | 1.87 | 0 | 0 | 0 | |||||||||
| 2 Dec | 953.05 | 42.05 | 0 | 1.88 | 0 | 0 | 0 | |||||||||
| 1 Dec | 950.50 | 42.05 | 0 | 1.86 | 0 | 0 | 0 | |||||||||
| 28 Nov | 955.25 | 42.05 | 0 | 1.43 | 0 | 0 | 0 | |||||||||
| 27 Nov | 947.15 | 42.05 | 0 | 1.97 | 0 | 0 | 0 | |||||||||
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| 26 Nov | 953.75 | - | - | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 990 expiring on 27JAN2026
Delta for 990 CE is 0.48
Historical price for 990 CE is as follows
On 14 Jan AUBANK was trading at 976.35. The strike last trading price was 22.3, which was 2.45 higher than the previous day. The implied volatity was 33.81, the open interest changed by -6 which decreased total open position to 367
On 13 Jan AUBANK was trading at 971.95. The strike last trading price was 19.45, which was -19.7 lower than the previous day. The implied volatity was 34.2, the open interest changed by 103 which increased total open position to 377
On 12 Jan AUBANK was trading at 1007.80. The strike last trading price was 39.3, which was 6.05 higher than the previous day. The implied volatity was 32.19, the open interest changed by -22 which decreased total open position to 275
On 9 Jan AUBANK was trading at 999.20. The strike last trading price was 32.55, which was 2.4 higher than the previous day. The implied volatity was 27.03, the open interest changed by -41 which decreased total open position to 299
On 8 Jan AUBANK was trading at 992.10. The strike last trading price was 29.95, which was -5.4 lower than the previous day. The implied volatity was 29.84, the open interest changed by 25 which increased total open position to 343
On 7 Jan AUBANK was trading at 1004.55. The strike last trading price was 35.9, which was -3.95 lower than the previous day. The implied volatity was 26.21, the open interest changed by -8 which decreased total open position to 319
On 6 Jan AUBANK was trading at 1008.75. The strike last trading price was 39, which was -4.85 lower than the previous day. The implied volatity was 26.31, the open interest changed by -3 which decreased total open position to 328
On 5 Jan AUBANK was trading at 1014.95. The strike last trading price was 43.5, which was 8.45 higher than the previous day. The implied volatity was 27.16, the open interest changed by -5 which decreased total open position to 332
On 2 Jan AUBANK was trading at 999.40. The strike last trading price was 35, which was 1.1 higher than the previous day. The implied volatity was 25.22, the open interest changed by -9 which decreased total open position to 337
On 1 Jan AUBANK was trading at 999.45. The strike last trading price was 34.5, which was 2.05 higher than the previous day. The implied volatity was 23.2, the open interest changed by 45 which increased total open position to 346
On 31 Dec AUBANK was trading at 994.50. The strike last trading price was 32.85, which was 0.65 higher than the previous day. The implied volatity was 23.68, the open interest changed by -23 which decreased total open position to 300
On 30 Dec AUBANK was trading at 996.45. The strike last trading price was 32.15, which was 4.7 higher than the previous day. The implied volatity was 24.26, the open interest changed by 154 which increased total open position to 320
On 29 Dec AUBANK was trading at 986.65. The strike last trading price was 27.35, which was 3.65 higher than the previous day. The implied volatity was 22.01, the open interest changed by 54 which increased total open position to 154
On 26 Dec AUBANK was trading at 974.95. The strike last trading price was 23.5, which was -1 lower than the previous day. The implied volatity was 23.38, the open interest changed by 0 which decreased total open position to 97
On 24 Dec AUBANK was trading at 974.05. The strike last trading price was 24.3, which was -2.85 lower than the previous day. The implied volatity was 23.4, the open interest changed by 5 which increased total open position to 97
On 23 Dec AUBANK was trading at 980.35. The strike last trading price was 27.15, which was -3 lower than the previous day. The implied volatity was 22.65, the open interest changed by 1 which increased total open position to 91
On 22 Dec AUBANK was trading at 984.45. The strike last trading price was 30.25, which was -0.2 lower than the previous day. The implied volatity was 22.17, the open interest changed by 12 which increased total open position to 91
On 19 Dec AUBANK was trading at 985.15. The strike last trading price was 30.6, which was -0.25 lower than the previous day. The implied volatity was 21.67, the open interest changed by 2 which increased total open position to 79
On 18 Dec AUBANK was trading at 987.65. The strike last trading price was 30.85, which was -6.6 lower than the previous day. The implied volatity was 20.41, the open interest changed by -19 which decreased total open position to 76
On 17 Dec AUBANK was trading at 990.30. The strike last trading price was 37.45, which was 8.15 higher than the previous day. The implied volatity was 23.8, the open interest changed by 20 which increased total open position to 94
On 16 Dec AUBANK was trading at 980.60. The strike last trading price was 29.3, which was 4.55 higher than the previous day. The implied volatity was 22.35, the open interest changed by 0 which decreased total open position to 75
On 15 Dec AUBANK was trading at 979.05. The strike last trading price was 24.75, which was -2.2 lower than the previous day. The implied volatity was 17.63, the open interest changed by 0 which decreased total open position to 74
On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 26.95, which was -4.55 lower than the previous day. The implied volatity was 22.71, the open interest changed by 19 which increased total open position to 74
On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 31.5, which was -10.55 lower than the previous day. The implied volatity was 24.09, the open interest changed by 46 which increased total open position to 46
On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 42.05, 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 42.05, which was 0 lower than the previous day. The implied volatity was 0.52, 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 42.05, which was 0 lower than the previous day. The implied volatity was 1.81, 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 42.05, which was 0 lower than the previous day. The implied volatity was 1.24, 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 42.05, which was 0 lower than the previous day. The implied volatity was 2.03, 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 42.05, which was 0 lower than the previous day. The implied volatity was 1.87, 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 42.05, which was 0 lower than the previous day. The implied volatity was 1.88, 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 42.05, 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 28 Nov AUBANK was trading at 955.25. The strike last trading price was 42.05, which was 0 lower than the previous day. The implied volatity was 1.43, 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 42.05, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
On 26 Nov AUBANK was trading at 953.75. 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
| AUBANK 27JAN2026 990 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.74
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 976.35 | 28 | -5.7 | 33.84 | 176 | 32 | 285 |
| 13 Jan | 971.95 | 34 | 17.25 | 33.98 | 1,928 | -105 | 256 |
| 12 Jan | 1007.80 | 16.9 | -3.25 | 33.46 | 394 | 23 | 362 |
| 9 Jan | 999.20 | 19.95 | -3.3 | 30.87 | 315 | 23 | 338 |
| 8 Jan | 992.10 | 23.3 | 5.85 | 29.15 | 481 | 14 | 317 |
| 7 Jan | 1004.55 | 16.8 | 1 | 27.7 | 129 | -1 | 303 |
| 6 Jan | 1008.75 | 15.75 | 1.35 | 27.35 | 87 | 3 | 305 |
| 5 Jan | 1014.95 | 14.35 | -5.6 | 26.93 | 359 | 0 | 306 |
| 2 Jan | 999.40 | 19.9 | -1.7 | 26.32 | 250 | -3 | 307 |
| 1 Jan | 999.45 | 20.65 | -1.95 | 27.21 | 258 | 59 | 311 |
| 31 Dec | 994.50 | 22.3 | -1.05 | 26.67 | 488 | 86 | 252 |
| 30 Dec | 996.45 | 22.55 | -4.8 | 25.25 | 388 | 134 | 167 |
| 29 Dec | 986.65 | 26.6 | -4.3 | 26.53 | 27 | 5 | 32 |
| 26 Dec | 974.95 | 30.9 | -2.1 | 23.46 | 1 | 0 | 27 |
| 24 Dec | 974.05 | 33 | 1.25 | 24.52 | 11 | 5 | 25 |
| 23 Dec | 980.35 | 31.75 | 2.75 | 26 | 42 | -3 | 20 |
| 22 Dec | 984.45 | 29 | 0 | 25.81 | 24 | 14 | 23 |
| 19 Dec | 985.15 | 29 | -1 | 24.74 | 6 | -2 | 8 |
| 18 Dec | 987.65 | 30 | 1 | 26.18 | 10 | 4 | 9 |
| 17 Dec | 990.30 | 29 | -2 | 26.12 | 2 | 1 | 4 |
| 16 Dec | 980.60 | 31 | -1 | 23.2 | 1 | 0 | 2 |
| 15 Dec | 979.05 | 32 | -5.75 | 24.68 | 3 | -2 | 2 |
| 12 Dec | 968.05 | 37.75 | 7.65 | 23.74 | 1 | 0 | 4 |
| 11 Dec | 973.00 | 30.1 | -47.55 | - | 0 | 0 | 4 |
| 10 Dec | 993.70 | 30.1 | -47.55 | 25.93 | 4 | 3 | 3 |
| 9 Dec | 972.05 | 77.65 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 952.55 | 77.65 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 960.70 | 77.65 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 948.75 | 77.65 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 948.70 | 77.65 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 953.05 | 77.65 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 950.50 | 77.65 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 955.25 | 77.65 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 947.15 | 77.65 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 953.75 | - | - | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 990 expiring on 27JAN2026
Delta for 990 PE is -0.52
Historical price for 990 PE is as follows
On 14 Jan AUBANK was trading at 976.35. The strike last trading price was 28, which was -5.7 lower than the previous day. The implied volatity was 33.84, the open interest changed by 32 which increased total open position to 285
On 13 Jan AUBANK was trading at 971.95. The strike last trading price was 34, which was 17.25 higher than the previous day. The implied volatity was 33.98, the open interest changed by -105 which decreased total open position to 256
On 12 Jan AUBANK was trading at 1007.80. The strike last trading price was 16.9, which was -3.25 lower than the previous day. The implied volatity was 33.46, the open interest changed by 23 which increased total open position to 362
On 9 Jan AUBANK was trading at 999.20. The strike last trading price was 19.95, which was -3.3 lower than the previous day. The implied volatity was 30.87, the open interest changed by 23 which increased total open position to 338
On 8 Jan AUBANK was trading at 992.10. The strike last trading price was 23.3, which was 5.85 higher than the previous day. The implied volatity was 29.15, the open interest changed by 14 which increased total open position to 317
On 7 Jan AUBANK was trading at 1004.55. The strike last trading price was 16.8, which was 1 higher than the previous day. The implied volatity was 27.7, the open interest changed by -1 which decreased total open position to 303
On 6 Jan AUBANK was trading at 1008.75. The strike last trading price was 15.75, which was 1.35 higher than the previous day. The implied volatity was 27.35, the open interest changed by 3 which increased total open position to 305
On 5 Jan AUBANK was trading at 1014.95. The strike last trading price was 14.35, which was -5.6 lower than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 306
On 2 Jan AUBANK was trading at 999.40. The strike last trading price was 19.9, which was -1.7 lower than the previous day. The implied volatity was 26.32, the open interest changed by -3 which decreased total open position to 307
On 1 Jan AUBANK was trading at 999.45. The strike last trading price was 20.65, which was -1.95 lower than the previous day. The implied volatity was 27.21, the open interest changed by 59 which increased total open position to 311
On 31 Dec AUBANK was trading at 994.50. The strike last trading price was 22.3, which was -1.05 lower than the previous day. The implied volatity was 26.67, the open interest changed by 86 which increased total open position to 252
On 30 Dec AUBANK was trading at 996.45. The strike last trading price was 22.55, which was -4.8 lower than the previous day. The implied volatity was 25.25, the open interest changed by 134 which increased total open position to 167
On 29 Dec AUBANK was trading at 986.65. The strike last trading price was 26.6, which was -4.3 lower than the previous day. The implied volatity was 26.53, the open interest changed by 5 which increased total open position to 32
On 26 Dec AUBANK was trading at 974.95. The strike last trading price was 30.9, which was -2.1 lower than the previous day. The implied volatity was 23.46, the open interest changed by 0 which decreased total open position to 27
On 24 Dec AUBANK was trading at 974.05. The strike last trading price was 33, which was 1.25 higher than the previous day. The implied volatity was 24.52, the open interest changed by 5 which increased total open position to 25
On 23 Dec AUBANK was trading at 980.35. The strike last trading price was 31.75, which was 2.75 higher than the previous day. The implied volatity was 26, the open interest changed by -3 which decreased total open position to 20
On 22 Dec AUBANK was trading at 984.45. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 25.81, the open interest changed by 14 which increased total open position to 23
On 19 Dec AUBANK was trading at 985.15. The strike last trading price was 29, which was -1 lower than the previous day. The implied volatity was 24.74, the open interest changed by -2 which decreased total open position to 8
On 18 Dec AUBANK was trading at 987.65. The strike last trading price was 30, which was 1 higher than the previous day. The implied volatity was 26.18, the open interest changed by 4 which increased total open position to 9
On 17 Dec AUBANK was trading at 990.30. The strike last trading price was 29, which was -2 lower than the previous day. The implied volatity was 26.12, the open interest changed by 1 which increased total open position to 4
On 16 Dec AUBANK was trading at 980.60. The strike last trading price was 31, which was -1 lower than the previous day. The implied volatity was 23.2, the open interest changed by 0 which decreased total open position to 2
On 15 Dec AUBANK was trading at 979.05. The strike last trading price was 32, which was -5.75 lower than the previous day. The implied volatity was 24.68, the open interest changed by -2 which decreased total open position to 2
On 12 Dec AUBANK was trading at 968.05. The strike last trading price was 37.75, which was 7.65 higher than the previous day. The implied volatity was 23.74, the open interest changed by 0 which decreased total open position to 4
On 11 Dec AUBANK was trading at 973.00. The strike last trading price was 30.1, which was -47.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Dec AUBANK was trading at 993.70. The strike last trading price was 30.1, which was -47.55 lower than the previous day. The implied volatity was 25.93, the open interest changed by 3 which increased total open position to 3
On 9 Dec AUBANK was trading at 972.05. The strike last trading price was 77.65, 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 77.65, 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 77.65, 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 77.65, 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 77.65, 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 77.65, 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 77.65, 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 77.65, 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 77.65, 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 Nov AUBANK was trading at 953.75. 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































































































































































































































