AUBANK
Au Small Finance Bank Ltd
590.1
-1.19 (-0.20%)
Option Chain for AUBANK
11 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1000 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 226.30 | 0.00 | 520 | 0.05 | 0.65 | 36.92 | 95 | 41 | 136 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 64.75 | 0.00 | 530 | -0.25 | 0.65 | 32.48 | 37 | -7 | 231 | -0.04 |
| 0.00 | 0 | 6 | 0 | 0.00 | 50.60 | 0.00 | 540 | -0.20 | 1.00 | 30.70 | 150 | -46 | 340 | -0.06 |
| 0.85 | 85 | 0 | 11 | 36.66 | 46.50 | 5.90 | 550 | -0.35 | 1.50 | 28.70 | 386 | 23 | 581 | -0.09 |
| 0.92 | 13 | 1 | 6 | 20.82 | 34.10 | 1.50 | 560 | -0.55 | 2.45 | 27.35 | 316 | 26 | 499 | -0.14 |
| 0.79 | 108 | -4 | 21 | 25.64 | 27.00 | -0.25 | 570 | -0.55 | 4.35 | 27.16 | 387 | 31 | 516 | -0.23 |
| 0.69 | 360 | -47 | 394 | 23.15 | 18.80 | -1.60 | 580 | -0.50 | 7.30 | 27.19 | 450 | 11 | 758 | -0.33 |
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| 0.55 | 920 | 41 | 1,273 | 24.12 | 13.20 | -1.30 | 590 | -0.45 | 11.50 | 27.43 | 505 | 1 | 709 | -0.45 |
| 0.42 | 2,669 | 125 | 1,512 | 24.87 | 8.90 | -1.15 | 600 | -0.35 | 17.10 | 28.08 | 260 | 2 | 650 | -0.57 |
| 0.30 | 1,129 | 206 | 870 | 25.32 | 5.70 | -0.85 | 610 | -0.15 | 23.95 | 29.08 | 55 | 17 | 126 | -0.67 |
| 0.21 | 1,136 | 125 | 745 | 26.17 | 3.65 | -0.80 | 620 | 0.00 | 34.05 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.15 | 608 | 48 | 399 | 27.37 | 2.40 | -0.50 | 630 | 0.00 | 43.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.10 | 419 | -9 | 289 | 28.86 | 1.65 | -0.30 | 640 | 0.00 | 56.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.07 | 844 | -8 | 160 | 30.01 | 1.10 | -0.30 | 650 | 0.00 | 59.00 | 37.02 | 3 | 0 | 177 | -0.88 |
| 0.05 | 142 | 22 | 60 | 31.62 | 0.80 | -0.20 | 660 | 0.00 | 63.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.75 | 0.00 | 670 | 0.00 | 83.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 89 | 12 | 41 | 34.78 | 0.45 | -0.20 | 680 | 0.00 | 83.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.80 | 0.00 | 690 | 0.00 | 100.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 189 | -5 | 17 | 37.40 | 0.25 | -0.10 | 700 | 0.00 | 111.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 8,711 | 4,723 | |||||||||||||
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.
