AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
01 Apr 2026 04:10 PM IST
| AUBANK 28-Apr-2026 (27d) 890 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.95
Theta: -0.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 874.90 | 32.5 | 7.95 | 38.93 | 282 | 29 | 116 | |||||||||
| 30 Mar | 842.70 | 25.15 | -10.9 | 44.03 | 192 | 27 | 86 | |||||||||
| 27 Mar | 882.75 | 35.65 | -15.35 | 33.89 | 55 | 7 | 58 | |||||||||
| 25 Mar | 910.40 | 51 | 17.2 | 32.17 | 4 | 0 | 51 | |||||||||
| 24 Mar | 877.50 | 33.8 | 6.8 | 31.53 | 38 | 32 | 51 | |||||||||
| 23 Mar | 849.55 | 27 | -29 | 33.62 | 15 | 10 | 19 | |||||||||
| 20 Mar | 901.50 | 56 | 7.2 | 43.57 | 9 | 3 | 9 | |||||||||
| 19 Mar | 901.55 | 48.8 | 15.3 | 29.46 | 9 | 5 | 6 | |||||||||
| 18 Mar | 930.15 | 33.5 | -102.6 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 902.05 | 33.5 | -102.6 | - | 1 | 0 | 1 | |||||||||
| 16 Mar | 885.30 | 33.5 | -102.6 | 25.9 | 1 | 0 | 0 | |||||||||
| 13 Mar | 884.35 | 136.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 902.20 | 136.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 918.40 | 136.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 938.50 | 136.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 931.65 | 136.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 964.25 | 136.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 973.45 | 136.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 946.10 | 136.1 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Mar | 951.25 | 136.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 958.35 | 136.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 972.70 | 136.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 890 expiring on 28APR2026
Delta for 890 CE is 0.48
Historical price for 890 CE is as follows
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 32.5, which was 7.95 higher than the previous day. The implied volatity was 38.93, the open interest changed by 29 which increased total open position to 116
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 25.15, which was -10.9 lower than the previous day. The implied volatity was 44.03, the open interest changed by 27 which increased total open position to 86
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 35.65, which was -15.35 lower than the previous day. The implied volatity was 33.89, the open interest changed by 7 which increased total open position to 58
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 51, which was 17.2 higher than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 51
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 33.8, which was 6.8 higher than the previous day. The implied volatity was 31.53, the open interest changed by 32 which increased total open position to 51
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 27, which was -29 lower than the previous day. The implied volatity was 33.62, the open interest changed by 10 which increased total open position to 19
On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 56, which was 7.2 higher than the previous day. The implied volatity was 43.57, the open interest changed by 3 which increased total open position to 9
On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 48.8, which was 15.3 higher than the previous day. The implied volatity was 29.46, the open interest changed by 5 which increased total open position to 6
On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 33.5, which was -102.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 33.5, which was -102.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 33.5, which was -102.6 lower than the previous day. The implied volatity was 25.9, the open interest changed by 0 which decreased total open position to 0
On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 136.1, 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 Mar AUBANK was trading at 902.20. The strike last trading price was 136.1, 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 Mar AUBANK was trading at 918.40. The strike last trading price was 136.1, 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 Mar AUBANK was trading at 938.50. The strike last trading price was 136.1, 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 Mar AUBANK was trading at 931.65. The strike last trading price was 136.1, 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 Mar AUBANK was trading at 964.25. The strike last trading price was 136.1, 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 Mar AUBANK was trading at 973.45. The strike last trading price was 136.1, 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 Mar AUBANK was trading at 946.10. The strike last trading price was 136.1, 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 Mar AUBANK was trading at 951.25. The strike last trading price was 136.1, 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 Feb AUBANK was trading at 958.35. The strike last trading price was 136.1, 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 Feb AUBANK was trading at 972.70. The strike last trading price was 136.1, 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 28-Apr-2026 (27d) 890 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.95
Theta: -0.58
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 874.90 | 43.85 | -25.35 | 40.79 | 157 | 37 | 75 |
| 30 Mar | 842.70 | 69.2 | 28.85 | 47.07 | 34 | -10 | 38 |
| 27 Mar | 882.75 | 40.35 | 12.7 | 39.05 | 52 | 9 | 47 |
| 25 Mar | 910.40 | 27.85 | -12.7 | 37.07 | 18 | 8 | 39 |
| 24 Mar | 877.50 | 40.55 | -17.25 | 36.81 | 20 | -2 | 31 |
| 23 Mar | 849.55 | 57.8 | 28.8 | 42.57 | 26 | -3 | 35 |
| 20 Mar | 901.50 | 29 | -0.6 | 29.63 | 20 | 0 | 39 |
| 19 Mar | 901.55 | 27.65 | 9.75 | 33.07 | 41 | 9 | 39 |
| 18 Mar | 930.15 | 17.9 | -13.1 | 31.68 | 34 | 1 | 34 |
| 17 Mar | 902.05 | 31 | -7 | 34.48 | 22 | 5 | 29 |
| 16 Mar | 885.30 | 38 | 2.3 | 32.52 | 9 | 3 | 27 |
| 13 Mar | 884.35 | 35.7 | 9.35 | 30.39 | 11 | 4 | 25 |
| 12 Mar | 902.20 | 13.9 | -6.1 | - | 0 | -1 | 0 |
| 11 Mar | 918.40 | 13.9 | -6.1 | 22.02 | 1 | 0 | 21 |
| 10 Mar | 938.50 | 20 | -7.95 | 33.33 | 2 | 0 | 21 |
| 9 Mar | 931.65 | 27.95 | 13 | 37.43 | 17 | 2 | 23 |
| 6 Mar | 964.25 | 14.95 | -5.05 | - | 0 | 0 | 21 |
| 5 Mar | 973.45 | 14.95 | -5.05 | 34.47 | 1 | 0 | 20 |
| 4 Mar | 946.10 | 20 | 4.05 | 33.73 | 10 | 1 | 19 |
| 2 Mar | 951.25 | 16.2 | 1.35 | 30.68 | 14 | 4 | 19 |
| 27 Feb | 958.35 | 14.85 | 2.75 | 29.9 | 13 | 11 | 14 |
| 26 Feb | 972.70 | 12.1 | -1.65 | 29.47 | 3 | 2 | 2 |
For Au Small Finance Bank Ltd - strike price 890 expiring on 28APR2026
Delta for 890 PE is -0.52
Historical price for 890 PE is as follows
On 1 Apr AUBANK was trading at 874.90. The strike last trading price was 43.85, which was -25.35 lower than the previous day. The implied volatity was 40.79, the open interest changed by 37 which increased total open position to 75
On 30 Mar AUBANK was trading at 842.70. The strike last trading price was 69.2, which was 28.85 higher than the previous day. The implied volatity was 47.07, the open interest changed by -10 which decreased total open position to 38
On 27 Mar AUBANK was trading at 882.75. The strike last trading price was 40.35, which was 12.7 higher than the previous day. The implied volatity was 39.05, the open interest changed by 9 which increased total open position to 47
On 25 Mar AUBANK was trading at 910.40. The strike last trading price was 27.85, which was -12.7 lower than the previous day. The implied volatity was 37.07, the open interest changed by 8 which increased total open position to 39
On 24 Mar AUBANK was trading at 877.50. The strike last trading price was 40.55, which was -17.25 lower than the previous day. The implied volatity was 36.81, the open interest changed by -2 which decreased total open position to 31
On 23 Mar AUBANK was trading at 849.55. The strike last trading price was 57.8, which was 28.8 higher than the previous day. The implied volatity was 42.57, the open interest changed by -3 which decreased total open position to 35
On 20 Mar AUBANK was trading at 901.50. The strike last trading price was 29, which was -0.6 lower than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 39
On 19 Mar AUBANK was trading at 901.55. The strike last trading price was 27.65, which was 9.75 higher than the previous day. The implied volatity was 33.07, the open interest changed by 9 which increased total open position to 39
On 18 Mar AUBANK was trading at 930.15. The strike last trading price was 17.9, which was -13.1 lower than the previous day. The implied volatity was 31.68, the open interest changed by 1 which increased total open position to 34
On 17 Mar AUBANK was trading at 902.05. The strike last trading price was 31, which was -7 lower than the previous day. The implied volatity was 34.48, the open interest changed by 5 which increased total open position to 29
On 16 Mar AUBANK was trading at 885.30. The strike last trading price was 38, which was 2.3 higher than the previous day. The implied volatity was 32.52, the open interest changed by 3 which increased total open position to 27
On 13 Mar AUBANK was trading at 884.35. The strike last trading price was 35.7, which was 9.35 higher than the previous day. The implied volatity was 30.39, the open interest changed by 4 which increased total open position to 25
On 12 Mar AUBANK was trading at 902.20. The strike last trading price was 13.9, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 11 Mar AUBANK was trading at 918.40. The strike last trading price was 13.9, which was -6.1 lower than the previous day. The implied volatity was 22.02, the open interest changed by 0 which decreased total open position to 21
On 10 Mar AUBANK was trading at 938.50. The strike last trading price was 20, which was -7.95 lower than the previous day. The implied volatity was 33.33, the open interest changed by 0 which decreased total open position to 21
On 9 Mar AUBANK was trading at 931.65. The strike last trading price was 27.95, which was 13 higher than the previous day. The implied volatity was 37.43, the open interest changed by 2 which increased total open position to 23
On 6 Mar AUBANK was trading at 964.25. The strike last trading price was 14.95, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 5 Mar AUBANK was trading at 973.45. The strike last trading price was 14.95, which was -5.05 lower than the previous day. The implied volatity was 34.47, the open interest changed by 0 which decreased total open position to 20
On 4 Mar AUBANK was trading at 946.10. The strike last trading price was 20, which was 4.05 higher than the previous day. The implied volatity was 33.73, the open interest changed by 1 which increased total open position to 19
On 2 Mar AUBANK was trading at 951.25. The strike last trading price was 16.2, which was 1.35 higher than the previous day. The implied volatity was 30.68, the open interest changed by 4 which increased total open position to 19
On 27 Feb AUBANK was trading at 958.35. The strike last trading price was 14.85, which was 2.75 higher than the previous day. The implied volatity was 29.9, the open interest changed by 11 which increased total open position to 14
On 26 Feb AUBANK was trading at 972.70. The strike last trading price was 12.1, which was -1.65 lower than the previous day. The implied volatity was 29.47, the open interest changed by 2 which increased total open position to 2
