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

703 0.10 (0.01%)

Option Chain for AUBANK

06 Sep 2024 04:10 PM IST

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

Call Put
OI Change OI Vol Ltp Change Change Ltp Vol Change OI OI
0 0 0 177.45 0.00 500 0.05 0.25 5,000 -1,000 23,000
0 0 0 0 0.00 510 0.00 0 0 0 0
0 0 0 159.3 0.00 520 0.00 3.8 0 0 0
0 0 0 113.05 0.00 530 0.00 4.75 0 0 0
0 0 0 141.8 0.00 540 -2.05 0.4 1,000 0 2,000
0 0 0 96.3 0.00 550 0.00 5.5 0 0 0
0 0 0 125.15 0.00 560 0.00 0.4 18,000 -1,000 1,20,000
0 0 0 80.8 0.00 570 -0.05 0.45 2,000 0 62,000
0 0 0 109.45 0.00 580 0.15 0.65 26,000 -17,000 1,06,000
0 0 0 55.65 0.00 590 0.05 0.7 21,000 -6,000 82,000
60,000 -2,000 15,000 106 -0.40 600 -0.05 0.75 1,51,000 -54,000 5,74,000
0 0 0 92.45 0.00 610 -0.15 1.05 63,000 -11,000 1,96,000
93,000 1,000 3,000 94 9.20 620 0.10 1.7 2,15,000 2,000 4,66,000
1,33,000 -1,000 3,000 77 -0.20 630 0.00 2.2 3,22,000 -53,000 9,77,000
2,47,000 -6,000 21,000 67.8 -0.20 640 -0.05 2.7 4,72,000 33,000 6,61,000
4,20,000 -16,000 67,000 58.25 -1.15 650 -0.10 3.8 8,09,000 48,000 7,31,000
3,03,000 21,000 2,22,000 49.75 -0.20 660 -0.05 5.2 12,77,000 77,000 5,52,000
2,49,000 -23,000 61,000 41.5 -1.10 670 -0.10 6.9 8,19,000 -65,000 4,43,000
6,49,000 -32,000 12,24,000 33.6 -1.55 680 -0.05 9.5 11,09,000 -4,000 9,28,000
3,51,000 -45,000 8,91,000 27 -0.80 690 0.10 12.8 10,05,000 -22,000 2,95,000
13,57,000 -6,85,000 51,18,000 21.6 -1.15 700 0.35 17.05 35,11,000 47,000 8,80,000
7,22,000 -8,000 53,08,000 17.1 -0.80 710 0.45 22.45 26,17,000 -52,000 2,66,000
10,31,000 -58,000 33,64,000 13.2 -0.75 720 0.65 28.5 12,45,000 55,000 2,93,000
5,82,000 -55,000 20,53,000 10.3 -0.55 730 0.60 35.5 1,80,000 37,000 64,000
3,98,000 -58,000 15,01,000 8 -0.40 740 -6.50 36.5 6,000 2,000 19,000
5,37,000 -60,000 20,75,000 6.15 -0.35 750 -0.90 50.1 29,000 5,000 12,000
6,81,000 19,000 9,60,000 4.8 -0.10 760 0.00 58.5 0 2,000 0
32,000 32,000 91,000 3.8 3.80 770 66.50 66.5 12,000 5,000 5,000
10,03,000 -1,14,000 15,57,000 2.8 -0.20 780 -11.60 72.25 3,000 0 5,000
0 0 0 0 790 0 0 0 0
23,000 23,000 64,000 1.7 800 133.4 0 0 0
88,71,000 77,62,000
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.