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  1. au small finance bank ltd
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AU SMALL FINANCE BANK LTD Option Chain

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₹ 558.35
563.15
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LTP
Greeks
OI
--
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

460PCR: --

0.15

lock
****

0.17

2.00

54.69%

-0.007

0.000

-0.053

0.016

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

480PCR: --

0.30

lock
****

0.01

0.00

50.78%

-0.018

0.001

-0.116

0.036

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

490PCR: --

0.50

lock
****

0.00

0.00

48.83%

-0.029

0.002

-0.168

0.055

0.000

0.000

0.000

1.000

0.00%

13.00

0.14

lock
****

59.05

500PCR: 5.86

0.45

lock
****

0.82

25.00

42.97%

-0.034

0.002

-0.167

0.062

0.292

-3.100

0.003

0.692

169.92%

0.00

0.01

lock
****

82.60

510PCR: 77.00

0.55

lock
****

0.77

5.00

37.11%

-0.040

0.003

-0.167

0.072

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

520PCR: --

0.75

lock
****

1.38

65.00

33.20%

-0.060

0.004

-0.205

0.099

0.000

0.000

0.000

1.000

0.00%

7.00

0.06

lock
****

30.25

530PCR: 39.17

1.15

lock
****

2.35

327.00

29.79%

-0.098

0.007

-0.268

0.144

0.208

-0.350

0.011

0.832

26.86%

19.00

0.24

lock
****

22.60

540PCR: 16.71

2.05

lock
****

4.01

678.00

26.86%

-0.168

0.011

-0.350

0.208

0.290

-0.469

0.016

0.696

25.88%

168.00

1.38

lock
****

14.80

550PCR: 4.85

4.25

lock
****

6.69

1,084.00

24.90%

-0.304

0.017

-0.452

0.290

0.331

-0.530

0.019

0.519

25.63%

1,540.00

5.16

lock
****

8.80

560PCR: 1.26

8.25

lock
****

6.48

2,318.00

25.39%

-0.481

0.019

-0.525

0.331

0.305

-0.530

0.016

0.343

27.83%

1,849.00

10.49

lock
****

5.10

570PCR: 0.55

14.65

lock
****

5.82

686.00

26.61%

-0.658

0.017

-0.507

0.305

0.250

-0.465

0.012

0.227

29.79%

1,687.00

15.83

lock
****

3.10

580PCR: 0.51

22.70

lock
****

8.11

265.00

29.30%

-0.777

0.012

-0.453

0.247

0.191

-0.384

0.009

0.147

32.23%

1,369.00

18.40

lock
****

2.00

590PCR: 0.34

32.10

lock
****

6.24

48.00

35.16%

-0.831

0.009

-0.459

0.209

0.153

-0.345

0.006

0.107

36.13%

2,530.00

33.11

lock
****

1.50

600PCR: 0.17

42.00

lock
****

5.47

39.00

42.48%

-0.853

0.006

-0.507

0.191

0.112

-0.266

0.004

0.070

38.09%

642.00

12.39

lock
****

0.95

610PCR: 0.10

51.55

lock
****

1.25

13.00

45.90%

-0.887

0.005

-0.456

0.159

0.088

-0.226

0.003

0.052

41.02%

526.00

12.02

lock
****

0.75

620PCR: 0.06

61.35

lock
****

0.76

3.00

51.76%

-0.899

0.004

-0.474

0.147

0.075

-0.210

0.002

0.042

44.92%

233.00

5.18

lock
****

0.55

630PCR: 0.07

67.50

lock
****

0.35

0.00

0.00%

-1.000

0.000

0.000

0.000

0.057

-0.168

0.002

0.030

46.88%

128.00

3.76

lock
****

0.45

640PCR: 0.05

80.00

lock
****

0.20

4.00

48.83%

-0.964

0.002

-0.201

0.066

0.044

-0.133

0.001

0.022

48.83%

170.00

6.01

lock
****

0.35

650PCR: 0.20

90.00

lock
****

1.23

8.00

52.73%

-0.968

0.002

-0.194

0.059

0.040

-0.133

0.001

0.020

52.73%

10.00

0.85

lock
****

0.30

660PCR: 0.27

63.55

lock
****

0.23

0.00

0.00%

-1.000

0.000

0.000

0.000

0.043

-0.159

0.001

0.022

58.59%

1.00

0.50

lock
****

0.40

670PCR: 0.22

83.05

lock
****

0.11

0.00

0.00%

-1.000

0.000

0.000

0.000

0.031

-0.112

0.001

0.015

58.59%

13.00

0.75

lock
****

0.20

680PCR: 0.20

83.05

lock
****

0.15

0.00

0.00%

-1.000

0.000

0.000

0.000

0.021

-0.076

0.001

0.009

58.59%

0.00

0.03

lock
****

0.15

690PCR: 2.67

121.00

lock
****

0.08

0.00

0.00%

-1.000

0.000

0.000

0.000

0.021

-0.081

0.001

0.009

62.50%

10.00

1.19

lock
****

0.15

700PCR: 0.82

140.00

lock
****

0.98

3.00

74.22%

-0.975

0.001

-0.222

0.048

0.010

-0.038

0.000

0.004

62.50%

1.00

0.34

lock
****

0.10

720PCR: 0.15

130.00

lock
****

0.05

0.00

0.00%

-1.000

0.000

0.000

0.000

AU SMALL FINANCE BANK LTD - Statistics

Day Range
₹555.80 - ₹567.30
52w Range
₹553.70 - ₹813.40
Volume
1,223,019

F&O Tools

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Underlying Assets & Securities

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AU SMALL FINANCE BANK LTD

558.35

-4.80 (-0.85%)

AU SMALL FINANCE BANK LTD Options

AU SMALL FINANCE BANK LTD Futures

Frequently Asked Questions

What is the current spot price for AU SMALL FINANCE BANK LTD?chevron-up

The current spot price for AU SMALL FINANCE BANK LTD is ₹558.35.

What is the minimum option lot size for AU SMALL FINANCE BANK LTD?chevron-up

The minimum lot size for AU SMALL FINANCE BANK LTD is 1,000.

Which AU SMALL FINANCE BANK LTD call and put option contract has the highest open interest?chevron-up

The 600.00 strike for AU SMALL FINANCE BANK LTD call options have an OI of 33.11 Lakhs. The 580.00 strike for AU SMALL FINANCE BANK LTD put options has an OI of 8.11 Lakhs

What is the current at-the-money (ATM) strike for AU SMALL FINANCE BANK LTD and what is its price?chevron-up

The current ATM strike for AU SMALL FINANCE BANK LTD is 550.00. The call price is ₹14.80 and the put price is ₹4.25.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for AU SMALL FINANCE BANK LTD?chevron-up

The PCR for the 550.00 strike is 4.85.

What is the implied volatility of AU SMALL FINANCE BANK LTD?chevron-up

The implied volatility (IV) of at-the-money AU SMALL FINANCE BANK LTD call is 25.88% and 24.90% for puts.

How much will the price change of the at-the-money (ATM) strike for AU SMALL FINANCE BANK LTD call options if AU SMALL FINANCE BANK LTD moves up in price by ₹1?chevron-up

The ATM strike is 550.00 and the call option is priced at ₹14.80. If AU SMALL FINANCE BANK LTD moves up by ₹1, then the approximate change in price for the option is +₹0.6959. The value of 0.6959 is the option's 'Delta'.