AUBANK

Au Small Finance Bank Ltd

877.85 -0.45 (-0.05%)

L: 872.7 H: 882.75

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Historical option data for AUBANK
02 Nov 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

AUBANK 25-NOV-2025 870 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Nov	877.85	28.05 ₹ 28,050	-0.9 -900.00	-	168 1,68,000	-5 -5,000	174 1,74,000
1 Nov	877.85	28.05 ₹ 28,050	-0.9 -900.00	-	168 1,68,000	-5 -5,000	174 1,74,000
27 Oct	864.20	24.8 ₹ 24,800	0.55 550.00	-	531 5,31,000	77 77,000	256 2,56,000
26 Oct	860.35	24.35 ₹ 24,350	-7.15 -7150.00	-	217 2,17,000	49 49,000	178 1,78,000
25 Oct	860.35	24.35 ₹ 24,350	-7.15 -7150.00	-	217 2,17,000	49 49,000	178 1,78,000

18 Oct	792.45	6.9 ₹ 6,900	0 0.00	-	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 870 expiring on 25NOV2025

Delta for 870 CE is -

Historical price for 870 CE is as follows

On 2 Nov AUBANK was trading at 877.85. The strike last trading price was 28.05, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 174

On 1 Nov AUBANK was trading at 877.85. The strike last trading price was 28.05, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 174

On 27 Oct AUBANK was trading at 864.20. The strike last trading price was 24.8, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 256

On 26 Oct AUBANK was trading at 860.35. The strike last trading price was 24.35, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 178

On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 24.35, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 178

On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 6.9, 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

AUBANK 25NOV2025 870 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Nov	877.85	16.4 ₹ 16,400	-0.75 -750.00	-	299 2,99,000	-6 -6,000	344 3,44,000
1 Nov	877.85	16.4 ₹ 16,400	-0.75 -750.00	-	299 2,99,000	-6 -6,000	344 3,44,000
27 Oct	864.20	25.25 ₹ 25,250	-3.25 -3250.00	-	354 3,54,000	82 82,000	206 2,06,000
26 Oct	860.35	28.65 ₹ 28,650	3 3000.00	-	335 3,35,000	-47 -47,000	124 1,24,000
25 Oct	860.35	28.65 ₹ 28,650	3 3000.00	-	335 3,35,000	-47 -47,000	124 1,24,000
18 Oct	792.45	137.35 ₹ 1,37,350	0 0.00	-	0 0	0 0	0 0

For Au Small Finance Bank Ltd - strike price 870 expiring on 25NOV2025

Delta for 870 PE is -

Historical price for 870 PE is as follows

On 2 Nov AUBANK was trading at 877.85. The strike last trading price was 16.4, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 344

On 1 Nov AUBANK was trading at 877.85. The strike last trading price was 16.4, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 344

On 27 Oct AUBANK was trading at 864.20. The strike last trading price was 25.25, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 82 which increased total open position to 206

On 26 Oct AUBANK was trading at 860.35. The strike last trading price was 28.65, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 124

On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 28.65, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 124

On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 137.35, 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

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