AUBANK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1000
Spot
890.00
Future
893.35
Forward
893.23
PCR (OI)
0.73
Puts 53.74 L / Calls 73.50 L
PCR (volume)
0.74
Puts 19,093 / Calls 25,651
Max pain
890
strike with least total payout to holders
Highest OI
1,000 CE · 880 PE
ΔOI calls −9.68 L · puts −7.35 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 2,500 | — | — | 0.00 | 187.60 | 680 | · | · | · | · | · | · | · | · | · | |||
| Neutral | — | — | — | 0.00 | 311.55 | 700 | 0.50 | +0.35 | 47.24 | +12,500 | 12,500 | Long buildup | ||||||
| Neutral | — | — | — | 0.00 | 419.55 | 720 | 0.70 | -0.30 | 44.64 | +4,000 | 1.56 L | Short buildup | ||||||
| Neutral | 2,000 | — | — | 0.00 | 135.00 | 740 | 0.85 | -0.70 | 41.01 | −4,000 | 29,500 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 750 | 0.85 | -0.75 | 38.52 | −29,500 | 1.39 L | Long unwinding | |||
| Neutral | — | — | 27.05 | 0.00 | 380.50 | 760 | 0.95 | -1.00 | 36.74 | −4,500 | 32,500 | Long unwinding | ||||||
| Neutral | — | — | 28.82 | 0.00 | 243.10 | 770 | 1.20 | -1.10 | 35.75 | −2,500 | 65,500 | Long unwinding | ||||||
| Neutral | — | — | 29.60 | 0.00 | 233.50 | 780 | 1.40 | -1.50 | 34.21 | −46,000 | 1.62 L | Long unwinding | ||||||
| Neutral | — | — | 30.10 | 0.00 | 223.95 | 790 | 1.70 | -1.90 | 32.90 | −84,000 | 53,000 | Long unwinding | ||||||
| Short covering | 30,000 | −2,000 | 25.33 | +20.10 | 93.60 | 800 | 2.00 | -2.65 | 31.34 | −5.91 L | 3.05 L | Long unwinding | ||||||
| Neutral | 9,000 | — | 30.63 | 0.00 | 62.15 | 810 | 2.75 | -3.05 | 30.93 | −16,500 | 88,500 | Long unwinding | ||||||
| Neutral | — | — | 30.76 | 0.00 | 195.80 | 820 | 3.55 | -3.90 | 30.07 | −18,000 | 1.09 L | Long unwinding | ||||||
| Long buildup | 34,000 | +500 | 28.96 | +20.00 | 67.45 | 830 | 4.45 | -4.95 | 28.97 | −27,000 | 1.64 L | Long unwinding | ||||||
| Neutral | 55,000 | −500 | 30.31 | +18.95 | 60.00 | 840 | 5.90 | -6.05 | 28.44 | −31,500 | 2.37 L | Long unwinding | ||||||
| Short covering | 2.56 L | −22,500 | 27.73 | +16.70 | 50.70 | 850 | 7.75 | -7.40 | 27.93 | +38,000 | 4.21 L | Short buildup | ||||||
| Short covering | 2.90 L | −1.05 L | 26.25 | +14.05 | 42.35 | 860 | 10.05 | -8.90 | 27.41 | −18,000 | 4.16 L | Long unwinding | ||||||
| Short covering | 5.87 L | −95,000 | 26.91 | +13.25 | 36.05 | 870 | 12.90 | -10.75 | 26.91 | −29,500 | 4.30 L | Long unwinding | ||||||
| Short covering | 3.98 L | −1.61 L | 26.55 | +11.35 | 29.65 | 880 | 16.75 | -12.00 | 26.90 | +38,500 | 6.41 L | Short buildup | ||||||
| Short covering | 1.93 L | −16,000 | 26.36 | +9.50 | 24.05 | 890 | 21.15 | -13.75 | 26.74 | −45,000 | 2.75 L | Long unwinding | ||||||
| Short covering | 7.03 L | −1.54 L | 26.34 | +7.95 | 19.30 | 900 | 26.00 | -15.75 | 26.29 | +51,000 | 3.33 L | Short buildup | ||||||
| Short covering | 2.03 L | −14,500 | 26.45 | +6.40 | 15.35 | 910 | 31.75 | -8.95 | 26.08 | +24,000 | 42,000 | Short buildup | ||||||
| Short covering | 3.27 L | −7,500 | 26.31 | +4.85 | 11.85 | 920 | 37.50 | -19.40 | 24.99 | +11,500 | 1.44 L | Short buildup | ||||||
| Short covering | 2.04 L | −22,000 | 26.57 | +3.80 | 9.25 | 930 | 44.90 | -9.60 | 25.18 | +24,000 | 36,500 | Short buildup | ||||||
| Short covering | 4.79 L | −81,000 | 26.91 | +2.85 | 7.20 | 940 | 53.65 | -16.05 | 26.68 | +6,000 | 1.13 L | Short buildup | ||||||
| Short covering | 6.08 L | −1.09 L | 27.49 | +2.25 | 5.70 | 950 | 61.55 | -7.45 | 26.21 | −5,000 | 1.63 L | Long unwinding | ||||||
| Short covering | 2.65 L | −53,000 | 27.84 | +1.65 | 4.40 | 960 | 69.55 | -24.05 | 24.85 | −1,500 | 38,000 | Long unwinding | ||||||
| Short covering | 1.59 L | −16,500 | 28.47 | +1.25 | 3.50 | 970 | 103.70 | 0.00 | 31.85 | — | 2,000 | Neutral | ||||||
| Short covering | 4.22 L | −10,500 | 29.00 | +0.95 | 2.75 | 980 | 87.85 | -8.15 | 24.72 | +5,500 | 1.22 L | Short buildup | ||||||
| Long buildup | 90,500 | +2,000 | 29.95 | +0.80 | 2.30 | 990 | 130.80 | 0.00 | 32.12 | — | 13,000 | Neutral | ||||||
| Short covering | 12.57 L | −96,000 | 30.94 | +0.60 | 1.95 | 1,000 | 106.75 | -25.75 | 22.86 | −3,000 | 4.26 L | Neutral | ||||||
| Neutral | 500 | — | 31.45 | -0.50 | 1.55 | 1,010 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 1.60 L | +2,500 | 32.03 | +0.30 | 1.25 | 1,020 | 160.70 | 0.00 | 32.82 | — | 9,000 | Neutral | ||||||
| Neutral | 50,000 | −2,000 | 33.64 | 0.00 | 1.20 | 1,030 | 80.00 | 0.00 | 33.23 | — | 1,000 | Neutral | ||||||
| Long buildup | 69,500 | +1,000 | 34.02 | +0.20 | 0.95 | 1,040 | 165.00 | 0.00 | 33.70 | — | 25,000 | Neutral | ||||||
| Short covering | 1.19 L | −6,000 | 35.10 | +0.20 | 0.85 | 1,050 | 155.00 | -26.00 | — | +9,000 | 24,000 | Short buildup | ||||||
| Neutral | 1.21 L | −1,000 | 35.65 | +0.15 | 0.70 | 1,060 | 200.15 | 0.00 | 35.00 | — | 10,000 | Neutral | ||||||
| Neutral | 2,000 | — | 31.19 | 0.00 | 0.85 | 1,070 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 14,000 | −1,000 | 33.69 | -0.30 | 0.25 | 1,080 | 205.00 | 0.00 | 36.80 | — | 4,000 | Neutral | ||||||
| Long buildup | 2.06 L | +4,000 | 39.96 | +0.10 | 0.50 | 1,100 | 203.60 | -23.65 | — | −2,000 | 81,000 | Long unwinding | ||||||
| Neutral | 1,000 | — | 31.22 | 0.00 | 4.95 | 1,110 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 17,000 | — | 31.56 | 0.00 | 0.50 | 1,120 | 131.25 | 0.00 | 41.45 | — | 12,000 | Neutral | ||||||
| Neutral | 1,000 | — | 31.59 | 0.00 | 2.10 | 1,130 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1,000 | — | 30.95 | 0.00 | 0.50 | 1,140 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1,000 | — | 32.96 | 0.00 | 0.35 | 1,160 | 292.00 | 0.00 | 46.67 | — | 7,000 | Neutral | ||||||
| Short covering | 13,500 | −1,000 | 48.85 | +0.10 | 0.35 | 1,180 | 284.00 | -33.00 | — | −1,000 | 35,000 | Long unwinding | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 6.34% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.