AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
27 Oct 2025 08:24 PM IST
| AUBANK 25-NOV-2025 900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 27 Oct | 864.20 | 13.3 | 0.25 | - | 408 | 40 | 482 | |||||||||
| 26 Oct | 860.35 | 13 | -5.1 | - | 489 | -79 | 452 | |||||||||
| 25 Oct | 860.35 | 13 | -5.1 | - | 489 | -79 | 452 | |||||||||
| 18 Oct | 792.45 | 5.25 | -5.65 | - | 25 | 16 | 15 | |||||||||
For Au Small Finance Bank Ltd - strike price 900 expiring on 25NOV2025
Delta for 900 CE is -
Historical price for 900 CE is as follows
On 27 Oct AUBANK was trading at 864.20. The strike last trading price was 13.3, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 482
On 26 Oct AUBANK was trading at 860.35. The strike last trading price was 13, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by -79 which decreased total open position to 452
On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 13, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by -79 which decreased total open position to 452
On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 5.25, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 15
| AUBANK 25NOV2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Oct | 864.20 | 43 | -4.35 | - | 46 | -1 | 106 |
| 26 Oct | 860.35 | 47.45 | 5.3 | - | 68 | 20 | 107 |
| 25 Oct | 860.35 | 47.45 | 5.3 | - | 68 | 20 | 107 |
| 18 Oct | 792.45 | 111 | -57.4 | - | 1 | 1 | 0 |
For Au Small Finance Bank Ltd - strike price 900 expiring on 25NOV2025
Delta for 900 PE is -
Historical price for 900 PE is as follows
On 27 Oct AUBANK was trading at 864.20. The strike last trading price was 43, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 106
On 26 Oct AUBANK was trading at 860.35. The strike last trading price was 47.45, which was 5.3 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 107
On 25 Oct AUBANK was trading at 860.35. The strike last trading price was 47.45, which was 5.3 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 107
On 18 Oct AUBANK was trading at 792.45. The strike last trading price was 111, which was -57.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
































































































































































































































