 
              
              AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
27 Oct 2025 08:24 PM IST
| AUBANK 25-NOV-2025 880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta: - Vega: - Theta: - Gamma: - | ||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Oct | 864.20 | 20.5 | 0.65 | - | 270 | -1 | 286 | |||||||||
| 26 Oct | 860.35 | 19.7 | -6.65 | - | 246 | 14 | 288 | |||||||||
| 25 Oct | 860.35 | 19.7 | -6.65 | - | 246 | 14 | 288 | |||||||||
|  | ||||||||||||||||
| 18 Oct | 792.45 | 8.25 | 0.15 | - | 39 | 21 | 62 | |||||||||
For Au Small Finance Bank Ltd - strike price 880 expiring on 25NOV2025
Delta for 880 CE is -
Historical price for 880 CE is as follows
On 27 Oct AUBANK was trading at 864.20. The strike last trading price was 20.5, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 286
On 26 Oct AUBANK was trading at 860.35. The strike last trading price was 19.7, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 288
On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 19.7, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 288
On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 8.25, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 62
| AUBANK 25NOV2025 880 PE | |||||||
|---|---|---|---|---|---|---|---|
| Delta: - Vega: - Theta: - Gamma: - | |||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | 
| 27 Oct | 864.20 | 30.8 | -3.3 | - | 104 | -4 | 127 | 
| 26 Oct | 860.35 | 34.4 | 3.65 | - | 89 | 0 | 132 | 
| 25 Oct | 860.35 | 34.4 | 3.65 | - | 89 | 0 | 132 | 
| 18 Oct | 792.45 | 151.4 | 0 | - | 0 | 0 | 0 | 
For Au Small Finance Bank Ltd - strike price 880 expiring on 25NOV2025
Delta for 880 PE is -
Historical price for 880 PE is as follows
On 27 Oct AUBANK was trading at 864.20. The strike last trading price was 30.8, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 127
On 26 Oct AUBANK was trading at 860.35. The strike last trading price was 34.4, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132
On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 34.4, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132
On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 151.4, 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
































































































































































































































