AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
24 Feb 2026 04:10 PM IST
| AUBANK 30-MAR-2026 990 CE | ||||||||||||||||
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Delta: 0.65
Vega: 1.14
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 0.65
Historical price for 990 CE is as follows
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: -0.38
Vega: 1.17
Theta: -0.42
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.38
Historical price for 990 PE is as follows
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
