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 |
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Delta | OI% | OI | Change OI | Vol | IV | Ltp | Change | OI pcr | COI pcr | Change | Ltp | IV | Vol | Change OI | OI | OI% | Delta | |
|
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- | 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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.