AU SMALL FINANCE BANK LTD Option Chain

Call		Put
	Last Updated now
0.228	-1.126	0.001	0.876	128.42%	0.00	0.04	****	141.00	460PCR: 84.75	0.20	****	3.39	0.00	58.59%	-0.010	0.000	-0.067	0.030	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	465PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	470PCR: --	0.35	****	0.21	0.00	58.59%	-0.016	0.001	-0.103	0.046	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	475PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	480PCR: --	0.80	****	1.12	4.00	60.55%	-0.030	0.001	-0.177	0.076	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	485PCR: --	0.50	****	0.58	0.00	52.73%	-0.020	0.001	-0.110	0.054	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	490PCR: --	0.65	****	0.95	0.00	52.73%	-0.026	0.001	-0.137	0.068	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	495PCR: --	0.55	****	0.14	0.00	50.78%	-0.027	0.001	-0.135	0.069	Login To Trade
0.094	-0.187	0.002	0.961	51.76%	0.00	0.20	****	92.15	500PCR: 13.50	0.90	****	2.70	52.00	51.76%	-0.039	0.002	-0.187	0.094	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	505PCR: --	0.90	****	0.55	0.00	49.80%	-0.040	0.002	-0.185	0.097	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.02	****	53.10	510PCR: 65.50	1.15	****	1.31	31.00	48.83%	-0.049	0.002	-0.213	0.113	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.04	****	51.65	515PCR: 9.50	1.15	****	0.38	21.00	45.90%	-0.050	0.002	-0.204	0.116	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.16	****	58.00	520PCR: 16.25	1.40	****	2.60	227.00	45.41%	-0.062	0.002	-0.237	0.136	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.07	****	43.30	525PCR: 9.71	2.00	****	0.68	17.00	46.88%	-0.082	0.003	-0.304	0.169	Login To Trade
0.348	-1.267	0.003	0.759	94.73%	0.00	0.63	****	78.00	530PCR: 4.33	1.95	****	2.73	137.00	43.46%	-0.085	0.003	-0.290	0.173	Login To Trade
0.206	-0.353	0.004	0.892	44.43%	7.00	0.35	****	59.25	535PCR: 2.71	2.65	****	0.95	44.00	44.43%	-0.107	0.004	-0.353	0.206	Login To Trade
0.364	-1.212	0.003	0.738	86.67%	0.00	0.84	****	68.00	540PCR: 5.42	2.65	****	4.55	315.00	41.02%	-0.113	0.004	-0.338	0.214	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.75	****	42.00	545PCR: 5.43	3.20	****	4.07	442.00	40.77%	-0.135	0.005	-0.380	0.242	Login To Trade
0.284	-0.465	0.005	0.828	42.48%	32.00	3.15	****	46.00	550PCR: 4.34	3.90	****	13.68	1,535.00	40.28%	-0.162	0.005	-0.423	0.273	Login To Trade
0.373	-0.903	0.005	0.724	62.99%	2.00	2.56	****	49.25	555PCR: 0.94	4.75	****	2.40	477.00	39.55%	-0.188	0.006	-0.458	0.301	Login To Trade
0.334	-0.511	0.007	0.776	39.79%	113.00	3.52	****	37.15	560PCR: 1.77	5.70	****	6.24	460.00	39.06%	-0.220	0.007	-0.496	0.330	Login To Trade
0.358	-0.538	0.007	0.745	39.06%	11.00	2.08	****	33.50	565PCR: 1.32	6.80	****	2.75	241.00	38.57%	-0.255	0.007	-0.531	0.358	Login To Trade
0.390	-0.615	0.008	0.697	41.02%	41.00	2.15	****	30.70	570PCR: 1.79	8.30	****	3.84	778.00	38.57%	-0.293	0.008	-0.570	0.384	Login To Trade
0.410	-0.643	0.008	0.658	40.77%	79.00	1.10	****	27.35	575PCR: 2.23	9.85	****	2.45	399.00	38.33%	-0.337	0.009	-0.601	0.407	Login To Trade
0.426	-0.644	0.009	0.616	39.31%	416.00	8.71	****	23.40	580PCR: 0.98	11.70	****	8.54	1,040.00	38.09%	-0.381	0.009	-0.623	0.425	Login To Trade
0.438	-0.657	0.009	0.575	39.06%	367.00	1.91	****	20.75	585PCR: 0.98	13.60	****	1.87	287.00	37.60%	-0.424	0.009	-0.632	0.437	Login To Trade
0.444	-0.663	0.009	0.528	38.82%	495.00	2.24	****	18.05	590PCR: 0.88	16.25	****	1.97	908.00	38.33%	-0.474	0.009	-0.655	0.444	Login To Trade
0.445	-0.668	0.009	0.483	39.06%	858.00	3.48	****	15.80	595PCR: 0.37	19.00	****	1.28	579.00	37.11%	-0.522	0.010	-0.634	0.444	Login To Trade
0.439	-0.664	0.009	0.436	39.31%	1,965.00	7.81	****	13.75	600PCR: 0.58	21.80	****	4.51	1,437.00	38.33%	-0.567	0.009	-0.647	0.439	Login To Trade
0.430	-0.654	0.009	0.396	39.55%	1,082.00	2.06	****	11.85	605PCR: 0.56	25.05	****	1.16	284.00	38.82%	-0.607	0.009	-0.641	0.429	Login To Trade
0.415	-0.631	0.008	0.354	39.55%	1,247.00	8.64	****	10.15	610PCR: 0.19	28.30	****	1.60	169.00	38.82%	-0.649	0.009	-0.618	0.414	Login To Trade
0.397	-0.612	0.008	0.316	40.04%	451.00	2.72	****	8.75	615PCR: 0.19	31.70	****	0.52	5.00	38.57%	-0.691	0.008	-0.584	0.394	Login To Trade
0.374	-0.580	0.007	0.278	40.28%	1,616.00	8.47	****	7.65	620PCR: 0.07	36.35	****	0.59	71.00	40.53%	-0.720	0.007	-0.585	0.375	Login To Trade
0.355	-0.561	0.007	0.251	41.02%	165.00	2.13	****	6.60	625PCR: 0.04	37.20	****	0.08	2.00	32.47%	-0.807	0.008	-0.382	0.306	Login To Trade
0.326	-0.512	0.006	0.215	40.77%	488.00	2.96	****	5.40	630PCR: 0.18	39.55	****	0.52	50.00	23.93%	-0.915	0.006	-0.160	0.173	Login To Trade
0.306	-0.489	0.006	0.193	41.50%	192.00	1.00	****	4.75	635PCR: 0.04	44.25	****	0.04	4.00	24.41%	-0.935	0.005	-0.133	0.141	Login To Trade
0.274	-0.432	0.005	0.162	41.02%	597.00	2.97	****	3.80	640PCR: 0.27	46.60	****	0.79	43.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.256	-0.414	0.005	0.146	41.99%	71.00	0.44	****	3.40	645PCR: 0.05	53.35	****	0.02	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.226	-0.361	0.004	0.122	41.50%	456.00	2.64	****	2.70	650PCR: 0.33	60.45	****	0.87	11.00	38.09%	-0.899	0.004	-0.289	0.197	Login To Trade
0.172	-0.251	0.004	0.084	38.09%	0.00	0.01	****	1.60	655PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.179	-0.289	0.003	0.089	41.99%	359.00	4.40	****	1.90	660PCR: 0.02	57.55	****	0.10	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	0.000	0.00%	0.00	0.00	****	0.00	665PCR: --	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.149	-0.249	0.003	0.070	43.46%	104.00	1.64	****	1.45	670PCR: 0.04	70.00	****	0.07	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.115	-0.194	0.002	0.050	43.95%	88.00	2.37	****	1.00	680PCR: 0.03	79.00	****	0.08	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	0.000	0.00%	0.00	0.00	****	0.00	690PCR: --	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.078	-0.141	0.001	0.031	46.88%	75.00	3.58	****	0.65	700PCR: 0.26	104.70	****	0.92	1.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade

Call

Put

Vega

Theta

Gamma

Delta

Imp Vol

Vol (k)

OI (lakhs)

PoP

LTP

Strike

LTP

PoP

OI (lakhs)

Vol (k)

Imp Vol

Delta

Gamma

Theta

Vega

Last Updated now

0.228

-1.126

0.001

0.876

128.42%

0.00

0.04

****

141.00

460PCR: 84.75

0.20

****

3.39

0.00

58.59%

-0.010

0.000

-0.067

0.030

0.000

1.000

0.00%

0.00

****

0.00

465PCR: --

0.00

****

0.00

0.00%

0.000

1.000

0.00%

0.00

****

0.00

470PCR: --

0.35

****

0.21

0.00

58.59%

-0.016

0.001

-0.103

0.046

0.000

1.000

0.00%

0.00

****

0.00

475PCR: --

0.00

****

0.00

0.00%

0.000

1.000

0.00%

0.00

****

0.00

480PCR: --

0.80

****

1.12

4.00

60.55%

-0.030

0.001

-0.177

0.076

0.000

1.000

0.00%

0.00

****

0.00

485PCR: --

0.50

****

0.58

0.00

52.73%

-0.020

0.001

-0.110

0.054

0.000

1.000

0.00%

0.00

****

0.00

490PCR: --

0.65

****

0.95

0.00

52.73%

-0.026

0.001

-0.137

0.068

0.000

1.000

0.00%

0.00

****

0.00

495PCR: --

0.55

****

0.14

0.00

50.78%

-0.027

0.001

-0.135

0.069

0.094

-0.187

0.002

0.961

51.76%

0.00

0.20

****

92.15

500PCR: 13.50

0.90

****

2.70

52.00

51.76%

-0.039

0.002

-0.187

0.094

0.000

1.000

0.00%

0.00

****

0.00

505PCR: --

0.90

****

0.55

0.00

49.80%

-0.040

0.002

-0.185

0.097

0.000

1.000

0.00%

0.00

0.02

****

53.10

510PCR: 65.50

1.15

****

1.31

31.00

48.83%

-0.049

0.002

-0.213

0.113

0.000

1.000

0.00%

0.00

0.04

****

51.65

515PCR: 9.50

1.15

****

0.38

21.00

45.90%

-0.050

0.002

-0.204

0.116

0.000

1.000

0.00%

0.00

0.16

****

58.00

520PCR: 16.25

1.40

****

2.60

227.00

45.41%

-0.062

0.002

-0.237

0.136

0.000

1.000

0.00%

0.00

0.07

****

43.30

525PCR: 9.71

2.00

****

0.68

17.00

46.88%

-0.082

0.003

-0.304

0.169

0.348

-1.267

0.003

0.759

94.73%

0.00

0.63

****

78.00

530PCR: 4.33

1.95

****

2.73

137.00

43.46%

-0.085

0.003

-0.290

0.173

0.206

-0.353

0.004

0.892

44.43%

7.00

0.35

****

59.25

535PCR: 2.71

2.65

****

0.95

44.00

44.43%

-0.107

0.004

-0.353

0.206

0.364

-1.212

0.003

0.738

86.67%

0.00

0.84

****

68.00

540PCR: 5.42

2.65

****

4.55

315.00

41.02%

-0.113

0.004

-0.338

0.214

0.000

1.000

0.00%

0.00

0.75

****

42.00

545PCR: 5.43

3.20

****

4.07

442.00

40.77%

-0.135

0.005

-0.380

0.242

0.284

-0.465

0.005

0.828

42.48%

32.00

3.15

****

46.00

550PCR: 4.34

3.90

****

13.68

1,535.00

40.28%

-0.162

0.005

-0.423

0.273

0.373

-0.903

0.005

0.724

62.99%

2.00

2.56

****

49.25

555PCR: 0.94

4.75

****

2.40

477.00

39.55%

-0.188

0.006

-0.458

0.301

0.334

-0.511

0.007

0.776

39.79%

113.00

3.52

****

37.15

560PCR: 1.77

5.70

****

6.24

460.00

39.06%

-0.220

0.007

-0.496

0.330

0.358

-0.538

0.007

0.745

39.06%

11.00

2.08

****

33.50

565PCR: 1.32

6.80

****

2.75

241.00

38.57%

-0.255

0.007

-0.531

0.358

0.390

-0.615

0.008

0.697

41.02%

41.00

2.15

****

30.70

570PCR: 1.79

8.30

****

3.84

778.00

38.57%

-0.293

0.008

-0.570

0.384

0.410

-0.643

0.008

0.658

40.77%

79.00

1.10

****

27.35

575PCR: 2.23

9.85

****

2.45

399.00

38.33%

-0.337

0.009

-0.601

0.407

0.426

-0.644

0.009

0.616

39.31%

416.00

8.71

****

23.40

580PCR: 0.98

11.70

****

8.54

1,040.00

38.09%

-0.381

0.009

-0.623

0.425

0.438

-0.657

0.009

0.575

39.06%

367.00

1.91

****

20.75

585PCR: 0.98

13.60

****

1.87

287.00

37.60%

-0.424

0.009

-0.632

0.437

0.444

-0.663

0.009

0.528

38.82%

495.00

2.24

****

18.05

590PCR: 0.88

16.25

****

1.97

908.00

38.33%

-0.474

0.009

-0.655

0.444

0.445

-0.668

0.009

0.483

39.06%

858.00

3.48

****

15.80

595PCR: 0.37

19.00

****

1.28

579.00

37.11%

-0.522

0.010

-0.634

0.444

0.439

-0.664

0.009

0.436

39.31%

1,965.00

7.81

****

13.75

600PCR: 0.58

21.80

****

4.51

1,437.00

38.33%

-0.567

0.009

-0.647

0.439

0.430

-0.654

0.009

0.396

39.55%

1,082.00

2.06

****

11.85

605PCR: 0.56

25.05

****

1.16

284.00

38.82%

-0.607

0.009

-0.641

0.429

0.415

-0.631

0.008

0.354

39.55%

1,247.00

8.64

****

10.15

610PCR: 0.19

28.30

****

1.60

169.00

38.82%

-0.649

0.009

-0.618

0.414

0.397

-0.612

0.008

0.316

40.04%

451.00

2.72

****

8.75

615PCR: 0.19

31.70

****

0.52

5.00

38.57%

-0.691

0.008

-0.584

0.394

0.374

-0.580

0.007

0.278

40.28%

1,616.00

8.47

****

7.65

620PCR: 0.07

36.35

****

0.59

71.00

40.53%

-0.720

0.007

-0.585

0.375

0.355

-0.561

0.007

0.251

41.02%

165.00

2.13

****

6.60

625PCR: 0.04

37.20

****

0.08

2.00

32.47%

-0.807

0.008

-0.382

0.306

0.326

-0.512

0.006

0.215

40.77%

488.00

2.96

****

5.40

630PCR: 0.18

39.55

****

0.52

50.00

23.93%

-0.915

0.006

-0.160

0.173

0.306

-0.489

0.006

0.193

41.50%

192.00

1.00

****

4.75

635PCR: 0.04

44.25

****

0.04

4.00

24.41%

-0.935

0.005

-0.133

0.141

0.274

-0.432

0.005

0.162

41.02%

597.00

2.97

****

3.80

640PCR: 0.27

46.60

****

0.79

43.00

0.00%

-1.000

0.000

0.256

-0.414

0.005

0.146

41.99%

71.00

0.44

****

3.40

645PCR: 0.05

53.35

****

0.02

0.00

0.00%

-1.000

0.000

0.226

-0.361

0.004

0.122

41.50%

456.00

2.64

****

2.70

650PCR: 0.33

60.45

****

0.87

11.00

38.09%

-0.899

0.004

-0.289

0.197

0.172

-0.251

0.004

0.084

38.09%

0.00

0.01

****

1.60

655PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.179

-0.289

0.003

0.089

41.99%

359.00

4.40

****

1.90

660PCR: 0.02

57.55

****

0.10

0.00

0.00%

-1.000

0.000

0.00%

0.00

****

0.00

665PCR: --

0.00

****

0.00

0.00%

-1.000

0.000

0.149

-0.249

0.003

0.070

43.46%

104.00

1.64

****

1.45

670PCR: 0.04

70.00

****

0.07

0.00

0.00%

-1.000

0.000

0.115

-0.194

0.002

0.050

43.95%

88.00

2.37

****

1.00

680PCR: 0.03

79.00

****

0.08

0.00

0.00%

-1.000

0.000

0.00%

0.00

****

0.00

690PCR: --

0.00

****

0.00

0.00%

-1.000

0.000

0.078

-0.141

0.001

0.031

46.88%

75.00

3.58

****

0.65

700PCR: 0.26

104.70

****

0.92

1.00

0.00%

-1.000

0.000

AU SMALL FINANCE BANK LTD - Statistics

Day Range

₹595.00 - ₹606.20

52w Range

₹534.45 - ₹758.00

Volume

2,053,876

F&O Tools

Span Margin Calculator

New

The span margin calculator helps traders compute the margin (capital) required for initiating a trade.

Underlying Assets & Securities

AU SMALL FINANCE BANK LTD

597.60

-5.80 (-0.96%)

AU SMALL FINANCE BANK LTD Options

AUBANK 600 CE 30 JAN 25

₹13.75

-3.10 (-18.40%)

AUBANK 620 CE 30 JAN 25

₹7.65

-1.90 (-19.90%)

AUBANK 550 PE 30 JAN 25

₹3.90

-0.15 (-3.70%)

AUBANK 600 PE 30 JAN 25

₹21.80

+2.65 (13.84%)

AU SMALL FINANCE BANK LTD Futures

AUBANK FUT 27 MAR 25

₹580.55

-6.60 (-1.12%)

AUBANK FUT 27 FEB 25

₹585.35

-5.60 (-0.95%)

AUBANK FUT 30 JAN 25

₹591.20

-5.80 (-0.97%)

Frequently Asked Questions

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

The current spot price for AU SMALL FINANCE BANK LTD is ₹597.60.

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

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?

The 580.00 strike for AU SMALL FINANCE BANK LTD call options have an OI of 8.71 Lakhs. The 550.00 strike for AU SMALL FINANCE BANK LTD put options has an OI of 13.68 Lakhs

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

The current ATM strike for AU SMALL FINANCE BANK LTD is 595.00. The call price is ₹15.80 and the put price is ₹19.00.

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

The PCR for the 595.00 strike is 0.37.

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

The implied volatility (IV) of at-the-money AU SMALL FINANCE BANK LTD call is 39.06% and 37.11% 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?

The ATM strike is 595.00 and the call option is priced at ₹15.80. If AU SMALL FINANCE BANK LTD moves up by ₹1, then the approximate change in price for the option is +₹0.4832. The value of 0.4832 is the option's 'Delta'.

Invest Now, Invest Right

1 Crore+ Indians trust us, why not give us a try?

₹

AMC & charges* on Mutual Funds and IPO

₹

Per order on Equity, F&O, Commodity and Currency

+91

By signing up, you agree to receive transaction updates from Upstox.

Calls/Puts

Vertical Spread

Straddle

AU SMALL FINANCE BANK LTD - Statistics

F&O Tools

Underlying Assets & Securities

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?

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

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

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

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

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

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?