AUBANK
Au Small Finance Bank Ltd
593.9
2.90 (0.49%)
Option Chain for AUBANK
21 Nov 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 | - | 152.50 | 0.00 | 500 | 0.00 | 0.30 | - | 20 | 5 | 112 | - |
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| 0.00 | 0 | 0 | 0 | 0.00 | 61.90 | 0.00 | 510 | 0.00 | 0.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 49.15 | 0.00 | 520 | 0.05 | 0.45 | 52.05 | 33 | -6 | 93 | -0.03 |
| - | 2 | 0 | 1 | - | 55.00 | 13.00 | 530 | -0.05 | 0.55 | 47.56 | 39 | -11 | 170 | -0.03 |
| 0.00 | 0 | -5 | 0 | 0.00 | 50.50 | 0.00 | 540 | -0.15 | 0.70 | 43.23 | 220 | -66 | 200 | -0.05 |
| - | 40 | 0 | 4 | - | 43.35 | 7.95 | 550 | -0.40 | 0.95 | 39.22 | 329 | -2 | 346 | -0.07 |
| - | 165 | -1 | 41 | - | 33.70 | 6.70 | 560 | -0.80 | 1.45 | 36.00 | 458 | -2 | 394 | -0.10 |
| - | 345 | -5 | 69 | - | 24.60 | 6.25 | 570 | -1.50 | 2.30 | 32.95 | 749 | 8 | 523 | -0.16 |
| 0.94 | 657 | 40 | 745 | 12.90 | 16.30 | 4.90 | 580 | -3.30 | 3.80 | 30.21 | 1,300 | 55 | 639 | -0.25 |
| 0.65 | 776 | 44 | 2,443 | 20.51 | 10.15 | 3.40 | 590 | -4.70 | 7.55 | 31.46 | 1,068 | 56 | 443 | -0.40 |
| 0.42 | 1,164 | 45 | 3,538 | 21.69 | 5.35 | 1.50 | 600 | -6.35 | 12.35 | 31.10 | 360 | -67 | 382 | -0.55 |
| 0.25 | 1,040 | 19 | 1,256 | 24.10 | 2.90 | 0.60 | 610 | -8.00 | 19.40 | 33.29 | 101 | -51 | 340 | -0.68 |
| 0.15 | 1,360 | -91 | 1,122 | 26.98 | 1.70 | 0.25 | 620 | -5.20 | 29.05 | 41.63 | 51 | -7 | 393 | -0.74 |
| 0.08 | 878 | -21 | 629 | 28.28 | 0.85 | -0.05 | 630 | -7.90 | 38.70 | 48.85 | 7 | -1 | 119 | -0.78 |
| 0.06 | 433 | -60 | 273 | 32.25 | 0.65 | 0.00 | 640 | -3.95 | 48.50 | 55.91 | 13 | -2 | 144 | -0.81 |
| 0.04 | 876 | -31 | 355 | 35.10 | 0.45 | -0.05 | 650 | -1.30 | 58.75 | 64.53 | 6 | -4 | 132 | -0.82 |
| 0.03 | 316 | -44 | 106 | 38.36 | 0.35 | -0.05 | 660 | 0.95 | 67.20 | 63.56 | 5 | -3 | 107 | -0.87 |
| 0.02 | 314 | 18 | 64 | 41.95 | 0.30 | -0.05 | 670 | 0.00 | 73.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 239 | 3 | 92 | 46.36 | 0.30 | 0.00 | 680 | 2.50 | 88.50 | 83.77 | 8 | -5 | 106 | -0.86 |
| 0.02 | 161 | -2 | 6 | 51.91 | 0.35 | 0.00 | 690 | 0.00 | 95.50 | 0.00 | 0 | -1 | 0 | 0.00 |
| - | 1,013 | -177 | 256 | - | 0.20 | 0.00 | 700 | 1.00 | 108.00 | - | 14 | -11 | 109 | - |
| - | 26 | -2 | 5 | - | 0.15 | 0.05 | 710 | 0.00 | 95.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 86 | 0 | 4 | - | 0.15 | -0.05 | 720 | 0.00 | 110.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.15 | 0.00 | 730 | 0.00 | 117.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 83 | -3 | 4 | - | 0.10 | -0.10 | 740 | -0.10 | 148.30 | - | 1 | 0 | 15 | - |
| - | 93 | 0 | 1 | - | 0.20 | 0.00 | 750 | 0.00 | 156.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 10,067 | 4,767 | |||||||||||||
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.
