AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
25 Oct 2025 03:50 PM IST
| AUBANK 28-OCT-2025 780 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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: -
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| 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

































































































































































































































