AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
27 Oct 2025 08:24 PM IST
| AUBANK 25-NOV-2025 830 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Oct | 864.20 | 49.4 | -2.6 | - | 14 | 4 | 38 | |||||||||
| 26 Oct | 860.35 | 52 | -4.9 | - | 1 | 1 | 33 | |||||||||
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| 25 Oct | 860.35 | 52 | -4.9 | - | 1 | 1 | 33 | |||||||||
| 18 Oct | 792.45 | 19.65 | -1.25 | - | 10 | 7 | 13 | |||||||||
| 15 Oct | 772.65 | 10.15 | -2.45 | - | 0 | 4 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 830 expiring on 25NOV2025
Delta for 830 CE is -
Historical price for 830 CE is as follows
On 27 Oct AUBANK was trading at 864.20. The strike last trading price was 49.4, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 38
On 26 Oct AUBANK was trading at 860.35. The strike last trading price was 52, which was -4.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 33
On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 52, which was -4.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 33
On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 19.65, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 13
On 15 Oct AUBANK was trading at 772.65. The strike last trading price was 10.15, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
| AUBANK 25NOV2025 830 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Oct | 864.20 | 10.5 | -2.1 | - | 65 | 3 | 100 |
| 26 Oct | 860.35 | 12.5 | 0.9 | - | 50 | -7 | 107 |
| 25 Oct | 860.35 | 12.5 | 0.9 | - | 50 | -7 | 107 |
| 18 Oct | 792.45 | 103.45 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 772.65 | 103.45 | 0 | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 830 expiring on 25NOV2025
Delta for 830 PE is -
Historical price for 830 PE is as follows
On 27 Oct AUBANK was trading at 864.20. The strike last trading price was 10.5, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 100
On 26 Oct AUBANK was trading at 860.35. The strike last trading price was 12.5, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 107
On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 12.5, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 107
On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 103.45, 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 15 Oct AUBANK was trading at 772.65. The strike last trading price was 103.45, 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

































































































































































































































