AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
25 Oct 2025 03:50 PM IST
| AUBANK 28-OCT-2025 840 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 25 Oct | 860.35 | 22.05 | -11.35 | - | 269 | -66 | 277 | |||||||||
| 18 Oct | 792.45 | 6.05 | -0.95 | - | 2,001 | 163 | 623 | |||||||||
| 15 Oct | 772.65 | 3.75 | 1.05 | - | 203 | 20 | 374 | |||||||||
| 28 Sept | 743.20 | 3.1 | 0.25 | 29.26 | 214 | 47 | 101 | |||||||||
| 22 Sept | 706.05 | 1.9 | -0.3 | 32.55 | 1 | 0 | 10 | |||||||||
| 18 Sept | 719.65 | 2.4 | 1.05 | 29.54 | 2 | 1 | 10 | |||||||||
| 17 Aug | 750.60 | 0 | 0 | 5.63 | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 840 expiring on 28OCT2025
Delta for 840 CE is -
Historical price for 840 CE is as follows
On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 22.05, which was -11.35 lower than the previous day. The implied volatity was -, the open interest changed by -66 which decreased total open position to 277
On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 6.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 163 which increased total open position to 623
On 15 Oct AUBANK was trading at 772.65. The strike last trading price was 3.75, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 374
On 28 Sept AUBANK was trading at 743.20. The strike last trading price was 3.1, which was 0.25 higher than the previous day. The implied volatity was 29.26, the open interest changed by 47 which increased total open position to 101
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was 32.55, the open interest changed by 0 which decreased total open position to 10
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 2.4, which was 1.05 higher than the previous day. The implied volatity was 29.54, the open interest changed by 1 which increased total open position to 10
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 5.63, the open interest changed by 0 which decreased total open position to 0
| AUBANK 28OCT2025 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 860.35 | 1.5 | -0.65 | - | 1,523 | -159 | 975 |
| 18 Oct | 792.45 | 45 | -3.25 | - | 20 | -2 | 34 |
| 15 Oct | 772.65 | 66.95 | -7.35 | - | 35 | -1 | 36 |
| 28 Sept | 743.20 | 112 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 706.05 | 112 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 719.65 | 112 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 750.60 | 0 | 0 | - | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 840 expiring on 28OCT2025
Delta for 840 PE is -
Historical price for 840 PE is as follows
On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -159 which decreased total open position to 975
On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 45, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 34
On 15 Oct AUBANK was trading at 772.65. The strike last trading price was 66.95, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 36
On 28 Sept AUBANK was trading at 743.20. The strike last trading price was 112, 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 22 Sept AUBANK was trading at 706.05. The strike last trading price was 112, 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 18 Sept AUBANK was trading at 719.65. The strike last trading price was 112, 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
