[--[65.84.65.76]--]

AUBANK

Au Small Finance Bank Ltd
976.35 +4.40 (0.45%)
L: 963.5 H: 980.8

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Historical option data for AUBANK

14 Jan 2026 04:10 PM IST
AUBANK 27-JAN-2026 990 CE
Delta: 0.48
Vega: 0.74
Theta: -1.08
Gamma: 0.01
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
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
Delta: -0.52
Vega: 0.74
Theta: -0.81
Gamma: 0.01
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