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

706.05 -12.65 (-1.76%)

Option Chain for AUBANK
22 Sep 2025 08:00 PM IST


Max Pain
710
PCR
0.68

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1000

Delta OI% OI Change OI Vol IV Ltp Change OI pcr COI pcr Change Ltp IV Vol Change OI OI OI% Delta
- 0.00% 0 0 0 - 214.00 0.00 - 620 - 0.10 0.35 45.16 43 20 187 3.82% -0.02
- 0.00% 0 0 0 - 125.20 0.00 - 630 - -0.15 0.25 38.08 3 0 64 1.31% -0.02
0.00 0.00% 0 0 0 0.00 77.35 0.00 - 640 - 0.05 0.60 39.51 25 -4 210 4.29% -0.04
0.00 0.00% 0 0 0 0.00 73.50 0.00 - 650 - 0.10 0.65 35.13 47 7 239 4.88% -0.04
0.89 0.26% 19 4 14 41.20 52.20 0.75 10.79 660 1.25 0.10 0.80 31.46 46 5 205 4.19% -0.06
0.90 0.71% 51 4 18 31.41 41.50 -9.45 6.96 670 3.75 0.20 1.20 28.94 138 15 355 7.25% -0.08
0.84 1.01% 73 -6 62 29.61 32.50 -9.80 5.85 680 -1.50 0.45 2.00 27.07 375 9 427 8.72% -0.14
0.76 1.72% 124 -5 185 27.74 24.05 -10.25 4.35 690 -3.60 0.90 3.50 25.73 420 18 539 11.01% -0.22
0.65 7.02% 507 78 987 27.06 16.90 -7.80 1.85 700 -0.13 1.80 6.10 24.83 1,307 -10 937 19.14% -0.34
0.51 10.29% 743 292 1,978 26.47 11.05 -6.75 0.60 710 0.22 3.25 10.15 24.21 993 64 446 9.11% -0.49
0.37 18.14% 1,310 357 2,827 26.85 7.00 -4.85 0.32 720 -0.19 4.85 15.85 23.86 660 -68 422 8.62% -0.65
0.25 7.57% 547 -437 2,579 27.37 4.25 -3.65 0.52 730 0.03 6.55 23.10 23.81 261 -12 285 5.82% -0.78
0.17 9.66% 698 -135 1,694 28.39 2.60 -1.90 0.15 740 -0.03 8.20 31.50 23.89 95 4 106 2.17% -0.88
0.11 15.56% 1,124 251 1,388 29.82 1.65 -1.20 0.22 750 -0.02 10.00 41.60 29.78 51 -5 245 5.01% -0.89
0.08 4.83% 349 39 415 31.87 1.15 -0.85 0.19 760 -0.08 10.55 51.15 32.28 22 -3 68 1.39% -0.92
0.06 4.43% 320 -57 390 34.11 0.85 -0.55 0.50 770 - 2.50 60.75 33.99 4 0 160 3.27% -0.94
0.04 4.00% 289 -12 51 35.26 0.55 -0.30 - 780 0.75 1.60 62.00 0.00 0 -9 0 0.00% 0.00
0.03 1.23% 89 -6 23 37.78 0.45 -0.25 - 790 - 0.00 69.05 0.00 0 0 0 0.00% 0.00
0.02 8.52% 615 -4 134 39.80 0.35 -0.20 - 800 0.50 0.65 79.90 0.00 0 -2 0 0.00% 0.00
0.02 0.71% 51 -10 16 42.59 0.30 -0.15 - 810 - -0.05 85.75 0.00 0 0 0 0.00% 0.00
0.01 4.33% 313 -2 13 39.52 0.10 -0.15 - 820 - 0.00 56.50 0.00 0 0 0 0.00% 0.00
7,222 351 12,774 4,490 29 4,895
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.