AUBANK
Au Small Finance Bank Ltd
569.5
8.71 (1.55%)
Option Chain for AUBANK
14 Nov 2024 09:20 AM 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 | 0.15 | 0.95 | 41.57 | 22 | 0 | 74 | -0.05 |
| - | 0 | 0 | 0 | - | 214.45 | 0.00 | 510 | 0.00 | 0.15 | 15.05 | 0 | 0 | 0 | -0.00 |
| 0.00 | 0 | 3 | 0 | 0.00 | 49.15 | 0.00 | 520 | -0.10 | 1.30 | 33.90 | 46 | -5 | 92 | -0.07 |
| 0.00 | 0 | 2 | 0 | 0.00 | 37.90 | 0.00 | 530 | -0.25 | 1.75 | 30.92 | 22 | 2 | 333 | -0.10 |
| - | 22 | 2 | 7 | - | 31.05 | 2.65 | 540 | -0.25 | 3.00 | 30.16 | 41 | 7 | 405 | -0.16 |
| 0.79 | 40 | 0 | 7 | 25.32 | 25.00 | 4.60 | 550 | -0.90 | 4.65 | 28.58 | 49 | 2 | 381 | -0.24 |
| 0.67 | 160 | -6 | 56 | 25.29 | 18.00 | 2.50 | 560 | -1.50 | 7.60 | 28.21 | 79 | 7 | 334 | -0.35 |
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| 0.53 | 390 | 4 | 120 | 26.12 | 12.35 | 2.15 | 570 | -1.90 | 11.80 | 27.83 | 20 | 1 | 272 | -0.47 |
| 0.40 | 824 | 8 | 81 | 25.92 | 8.00 | 1.40 | 580 | -2.00 | 18.00 | 29.61 | 9 | 5 | 310 | -0.59 |
| 0.28 | 837 | 14 | 80 | 26.75 | 5.10 | 0.85 | 590 | 0.00 | 28.90 | 0.00 | 0 | -14 | 0 | 0.00 |
| 0.20 | 1,239 | -7 | 69 | 28.00 | 3.40 | 0.45 | 600 | -4.75 | 34.00 | 34.84 | 8 | 0 | 559 | -0.75 |
| 0.14 | 1,204 | 1 | 18 | 29.49 | 2.25 | 0.10 | 610 | -6.10 | 42.65 | 36.41 | 16 | 7 | 367 | -0.81 |
| 0.10 | 1,748 | 0 | 23 | 30.95 | 1.55 | -0.05 | 620 | -4.50 | 51.00 | 36.45 | 1 | 0 | 476 | -0.86 |
| 0.08 | 782 | -7 | 19 | 33.65 | 1.25 | 0.05 | 630 | 0.00 | 69.20 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.06 | 629 | 2 | 14 | 35.06 | 0.90 | -0.05 | 640 | 0.00 | 77.20 | 0.00 | 0 | -4 | 0 | 0.00 |
| 0.00 | 0 | -66 | 0 | 0.00 | 0.75 | 0.00 | 650 | 0.00 | 83.15 | 0.00 | 0 | -6 | 0 | 0.00 |
| 0.04 | 411 | 0 | 1 | 39.93 | 0.65 | 0.00 | 660 | 0.00 | 94.65 | 0.00 | 0 | -8 | 0 | 0.00 |
| 0.00 | 0 | 15 | 0 | 0.00 | 0.55 | 0.00 | 670 | 0.00 | 73.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -9 | 0 | 0.00 | 0.35 | 0.00 | 680 | 0.00 | 116.50 | 0.00 | 0 | -4 | 0 | 0.00 |
| 0.00 | 0 | -2 | 0 | 0.00 | 0.40 | 0.00 | 690 | 0.00 | 76.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 1,385 | 0 | 2 | 46.98 | 0.30 | -0.05 | 700 | 0.00 | 134.55 | 0.00 | 0 | -2 | 0 | 0.00 |
| 9,671 | 3,603 | |||||||||||||
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.
