Historical option data for AUBANK
03 Jun 2026 04:10 PM IST
| AUBANK 30-Jun-2026 (27d) 990 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.01
Theta: -0.62
Gamma: 0.00508
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.45
Historical price for 990 CE is as follows
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 (27d) 990 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.01
Theta: -0.42
Gamma: 0.00559
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.56
Historical price for 990 PE is as follows
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
