[--[65.84.65.76]--]

AUBANK

Au Small Finance Bank Ltd
743.2 +1.60 (0.22%)
L: 741.5 H: 759.75

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Historical option data for AUBANK

25 Oct 2025 03:50 PM IST
AUBANK 28-OCT-2025 780 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
25 Oct 860.35 80.25 -11.5 - 21 -11 132
18 Oct 792.45 30.3 -1.35 - 1,262 -21 244
15 Oct 772.65 19.55 4.45 - 2,056 -108 630
28 Sept 743.20 12 0.6 26.63 572 68 221
22 Sept 706.05 5 -1.8 26.94 15 6 54
21 Sept 718.70 6.8 -0.15 26.17 7 -1 48
18 Sept 719.65 6.95 1.9 24.36 13 -2 48
14 Sept 706.65 6.25 0.25 25.39 7 5 48
17 Aug 750.60 0 0 1.32 0 0 0


For Au Small Finance Bank Ltd - strike price 780 expiring on 28OCT2025

Delta for 780 CE is -

Historical price for 780 CE is as follows

On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 80.25, which was -11.5 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 132


On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 30.3, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 244


On 15 Oct AUBANK was trading at 772.65. The strike last trading price was 19.55, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by -108 which decreased total open position to 630


On 28 Sept AUBANK was trading at 743.20. The strike last trading price was 12, which was 0.6 higher than the previous day. The implied volatity was 26.63, the open interest changed by 68 which increased total open position to 221


On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 5, which was -1.8 lower than the previous day. The implied volatity was 26.94, the open interest changed by 6 which increased total open position to 54


On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 6.8, which was -0.15 lower than the previous day. The implied volatity was 26.17, the open interest changed by -1 which decreased total open position to 48


On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 6.95, which was 1.9 higher than the previous day. The implied volatity was 24.36, the open interest changed by -2 which decreased total open position to 48


On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 6.25, which was 0.25 higher than the previous day. The implied volatity was 25.39, the open interest changed by 5 which increased total open position to 48


On 17 Aug AUBANK was trading at 750.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0


AUBANK 28OCT2025 780 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
25 Oct 860.35 0.2 -0.15 - 132 -63 257
18 Oct 792.45 11.25 -1.2 - 1,433 1 336
15 Oct 772.65 21.8 -4.85 - 345 -14 176
28 Sept 743.20 41.05 -8.15 26.27 23 15 18
22 Sept 706.05 64.8 0 0.00 0 1 0
21 Sept 718.70 64.8 0.8 30.41 1 1 1
18 Sept 719.65 64 0 0.00 0 0 0
14 Sept 706.65 71.55 0 - 0 0 0
17 Aug 750.60 0 0 - 0 0 0


For Au Small Finance Bank Ltd - strike price 780 expiring on 28OCT2025

Delta for 780 PE is -

Historical price for 780 PE is as follows

On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 257


On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 11.25, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 336


On 15 Oct AUBANK was trading at 772.65. The strike last trading price was 21.8, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 176


On 28 Sept AUBANK was trading at 743.20. The strike last trading price was 41.05, which was -8.15 lower than the previous day. The implied volatity was 26.27, the open interest changed by 15 which increased total open position to 18


On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 64.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 64.8, which was 0.8 higher than the previous day. The implied volatity was 30.41, the open interest changed by 1 which increased total open position to 1


On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 71.55, 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 17 Aug AUBANK was trading at 750.60. 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