[--[65.84.65.76]--]
AUBANK
Au Small Finance Bank Ltd

743.2 1.60 (0.22%)

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Historical option data for AUBANK

26 Oct 2025 01:39 AM IST
AUBANK 28-OCT-2025 850 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
26 Oct 860.35 13.55 -10.95 - 363 -32 261
25 Oct 860.35 13.55 -10.95 - 363 -32 261
18 Oct 792.45 4.5 -1 - 1,014 111 303
15 Oct 772.65 0 0 - 0 0 0
28 Sept 743.20 0 0 0.00 0 0 0


For Au Small Finance Bank Ltd - strike price 850 expiring on 28OCT2025

Delta for 850 CE is -

Historical price for 850 CE is as follows

On 26 Oct AUBANK was trading at 860.35. The strike last trading price was 13.55, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 261


On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 13.55, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 261


On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 4.5, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 111 which increased total open position to 303


On 15 Oct AUBANK was trading at 772.65. 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


On 28 Sept AUBANK was trading at 743.20. The strike last trading price was 0, 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


AUBANK 28OCT2025 850 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
26 Oct 860.35 3.1 -0.45 - 3,282 -294 798
25 Oct 860.35 3.1 -0.45 - 3,282 -294 798
18 Oct 792.45 53.6 -3.2 - 31 2 10
15 Oct 772.65 0 0 - 0 0 0
28 Sept 743.20 0 0 0.00 0 0 0


For Au Small Finance Bank Ltd - strike price 850 expiring on 28OCT2025

Delta for 850 PE is -

Historical price for 850 PE is as follows

On 26 Oct AUBANK was trading at 860.35. The strike last trading price was 3.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -294 which decreased total open position to 798


On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 3.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -294 which decreased total open position to 798


On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 53.6, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10


On 15 Oct AUBANK was trading at 772.65. 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


On 28 Sept AUBANK was trading at 743.20. The strike last trading price was 0, 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