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

594.65 12.25 (2.10%)

Option Chain for AUBANK

24 Jan 2025 04:10 PM IST

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

Call
Put

Lot Size : 1000

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 3 0 4 - 128.40 -8.65 460 -0.45 0.05 - 101 0 339 -
- 0 0 0 - 88.00 0.00 465 0.00 1.50 30.00 0 0 0 0.00
- 0 0 0 - 123.85 0.00 470 -0.65 0.10 - 136 -71 55 -
- 0 0 0 - 78.90 0.00 475 0.00 2.30 30.00 0 0 0 -0.00
- 0 0 0 - 144.65 0.00 480 -0.75 0.15 - 193 -29 82 -
- 0 0 0 - 70.10 0.00 485 0.00 0.30 0.00 0 -1 0 0.00
- 0 0 0 - 105.95 0.00 490 -1.20 0.20 - 298 -4 90 -
- 0 0 0 - 61.70 0.00 495 -0.35 0.30 - 5 1 13 -
- 23 1 4 - 102.30 3.30 500 -1.00 0.40 - 2,236 257 489 -
- 0 0 0 - 53.75 0.00 505 -0.20 0.30 - 144 25 66 -
0.00 0 0 0 0.00 53.10 0.00 510 -1.60 0.35 56.56 1,040 -43 88 -0.02
0.00 0 0 0 0.00 51.65 0.00 515 -1.95 0.50 56.56 144 17 63 -0.03
0.00 0 0 0 0.00 58.00 0.00 520 -2.00 0.55 54.05 1,358 67 294 -0.03
0.00 0 0 0 0.00 43.30 0.00 525 -2.25 0.75 53.68 535 -11 62 -0.04
0.80 56 -5 36 108.09 68.80 18.90 530 -2.65 0.80 50.73 1,879 -29 240 -0.05
0.00 0 0 0 0.00 66.65 0.00 535 -3.30 0.90 48.27 908 57 149 -0.06
0.77 89 5 15 98.70 59.30 21.20 540 -4.05 1.10 46.64 3,312 124 636 -0.07
0.76 47 -19 58 94.49 54.70 -2.35 545 -4.60 1.45 45.84 1,473 28 428 -0.09
0.88 372 67 409 45.73 40.90 8.20 550 -6.65 1.95 45.41 8,931 1,073 1,812 -0.11
0.85 318 51 441 45.27 36.55 7.15 555 -7.00 2.25 42.96 1,421 157 365 -0.13
0.86 373 -3 563 37.44 31.00 5.55 560 -7.80 2.85 41.75 6,032 355 913 -0.17
0.81 182 -22 552 38.25 27.05 3.80 565 -8.80 3.50 40.06 3,028 143 390 -0.20
0.83 297 71 2,818 27.08 20.80 -0.35 570 -9.90 4.40 38.76 9,727 542 1,045 -0.25
0.70 169 30 2,835 37.02 19.35 1.15 575 -11.25 5.85 38.71 4,808 -159 587 -0.31
0.65 970 57 7,128 33.48 15.10 -1.15 580 -14.60 7.00 36.51 9,069 49 1,862 -0.36
0.57 386 231 4,077 34.19 12.35 -1.85 585 -12.15 9.80 38.95 2,536 73 348 -0.44
0.51 686 354 8,631 32.41 9.90 -2.35 590 -13.30 12.45 39.63 4,796 556 1,135 -0.50
0.42 542 225 5,195 36.56 8.30 -2.10 595 -12.10 15.25 39.70 1,263 15 179 -0.57
0.36 1,312 484 16,605 37.81 6.80 -1.95 600 -11.90 19.95 45.29 2,951 -20 617 -0.61
0.30 344 79 2,035 37.44 5.15 -2.15 605 -12.80 21.80 39.89 337 36 136 -0.69
0.25 1,292 210 6,364 38.53 4.15 -2.00 610 -13.85 26.00 42.04 474 80 239 -0.73
0.20 218 -83 1,957 39.63 3.35 -1.75 615 -16.30 27.85 32.06 67 -1 56 -0.85
0.17 832 86 5,801 41.47 2.85 -1.35 620 -10.95 33.75 41.04 110 12 85 -0.83
0.14 335 58 1,642 42.15 2.25 -1.20 625 -14.15 36.80 32.06 39 -1 13 -0.92
0.11 395 -37 2,939 42.32 1.70 -1.00 630 -17.65 40.95 - 40 7 51 -
0.10 221 81 1,235 43.94 1.45 -0.80 635 -14.55 42.90 - 19 3 14 -
0.08 381 -68 1,985 45.57 1.25 -0.45 640 0.00 47.05 0.00 0 0 0 0.00
0.07 146 43 556 46.84 1.05 -0.40 645 0.00 53.35 0.00 0 0 0 0.00
0.06 766 477 2,607 47.67 0.85 -0.30 650 -18.60 57.20 - 26 -2 93 -
0.05 44 19 176 49.94 0.80 0.00 655 0.00 103.90 - 0 0 0 -
0.04 239 -36 719 50.68 0.65 -0.10 660 -1.85 62.90 - 9 0 13 -
0.00 0 0 0 25.71 1.30 0.00 665 0.00 113.35 - 0 0 0 -
0.03 157 -10 309 53.48 0.50 -0.05 670 0.00 77.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 675 0.00 0.00 0.00 0 0 0 0.00
0.03 215 -38 200 57.46 0.45 0.05 680 14.30 93.30 - 2 0 9 -
0.00 0 0 0 0.00 0.00 0.00 685 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 30.00 8.05 0.00 690 0.00 103.60 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 695 0.00 0.00 0.00 0 0 0 0.00
- 364 -2 58 - 0.40 0.15 700 -18.25 101.00 - 1 0 84 -
11,774 13,140
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.