AUBANK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 500
Spot
890.00
Future
898.95
Forward
898.95
PCR (OI)
1.06
Puts 25,500 / Calls 24,000
PCR (volume)
1.19
Puts 37 / Calls 31
Max pain
960
strike with least total payout to holders
Highest OI
900 CE · 1,040 PE
ΔOI calls +10,500 · puts +18,500
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 22.82 | 0.00 | 297.70 | 700 | 1.00 | 0.00 | 31.39 | — | — | Neutral | ||||||
| Neutral | — | — | 27.80 | 0.00 | 297.15 | 720 | 1.40 | 0.00 | 31.40 | — | — | Neutral | ||||||
| Neutral | — | — | 29.15 | 0.00 | 278.15 | 740 | 2.15 | 0.00 | 31.44 | — | — | Neutral | ||||||
| Neutral | — | — | 29.83 | 0.00 | 259.45 | 760 | 3.10 | 0.00 | 31.44 | — | — | Neutral | ||||||
| Neutral | — | — | 30.06 | 0.00 | 103.80 | 770 | 17.45 | 0.00 | 31.44 | — | — | Neutral | ||||||
| Neutral | — | — | 30.24 | 0.00 | 241.05 | 780 | 4.45 | 0.00 | 31.46 | — | — | Neutral | ||||||
| Neutral | — | — | 30.38 | 0.00 | 89.80 | 790 | 23.25 | 0.00 | 31.46 | — | — | Neutral | ||||||
| Neutral | 4,500 | — | 30.49 | 0.00 | 95.00 | 800 | 9.20 | +0.20 | 30.79 | +3,000 | 6,000 | Long buildup | ||||||
| Neutral | — | — | 30.58 | 0.00 | 77.00 | 810 | 30.20 | 0.00 | 31.48 | — | — | Neutral | ||||||
| Neutral | — | — | 30.66 | 0.00 | 205.65 | 820 | 8.40 | 0.00 | 31.50 | — | — | Neutral | ||||||
| Neutral | — | — | 30.73 | 0.00 | 65.40 | 830 | 38.45 | 0.00 | 31.51 | — | — | Neutral | ||||||
| Neutral | — | — | 30.78 | 0.00 | 188.70 | 840 | 11.20 | 0.00 | 31.52 | — | — | Neutral | ||||||
| Neutral | — | — | 30.83 | 0.00 | 55.05 | 850 | 47.85 | 0.00 | 31.54 | — | — | Neutral | ||||||
| Neutral | — | — | 30.87 | 0.00 | 172.45 | 860 | 14.65 | 0.00 | 31.55 | — | — | Neutral | ||||||
| Neutral | — | — | 30.90 | 0.00 | 45.95 | 870 | 58.50 | 0.00 | 31.57 | — | — | Neutral | ||||||
| Short buildup | 4,500 | +4,500 | 25.57 | -111.20 | 45.65 | 880 | 29.80 | +11.05 | 27.71 | +500 | 500 | Long buildup | ||||||
| Neutral | — | — | 30.95 | 0.00 | 38.00 | 890 | 70.35 | 0.00 | 31.61 | — | — | Neutral | ||||||
| Long buildup | 9,500 | +1,500 | 25.41 | +9.15 | 35.15 | 900 | 23.65 | 0.00 | 31.63 | — | — | Neutral | ||||||
| Neutral | — | — | 31.00 | 0.00 | 31.10 | 910 | 83.25 | 0.00 | 31.66 | — | — | Neutral | ||||||
| Neutral | — | — | 31.02 | 0.00 | 128.00 | 920 | 29.35 | 0.00 | 31.69 | — | — | Neutral | ||||||
| Neutral | — | — | 31.04 | 0.00 | 25.30 | 930 | 97.20 | 0.00 | 31.72 | — | — | Neutral | ||||||
| Neutral | — | — | 31.05 | 0.00 | 114.80 | 940 | 35.85 | 0.00 | 31.76 | — | — | Neutral | ||||||
| Neutral | — | — | 31.06 | 0.00 | 20.40 | 950 | 112.15 | 0.00 | 31.80 | — | — | Neutral | ||||||
| Neutral | — | — | 31.07 | 0.00 | 102.55 | 960 | 52.90 | 0.00 | 31.84 | — | 1,000 | Neutral | ||||||
| Short buildup | 1,000 | +1,000 | 25.86 | -3.80 | 12.50 | 970 | 127.80 | 0.00 | 31.90 | — | — | Neutral | ||||||
| Neutral | — | — | 31.09 | 0.00 | 91.15 | 980 | 51.60 | 0.00 | 31.95 | — | — | Neutral | ||||||
| Neutral | 4,000 | +3,500 | 24.21 | 0.00 | 6.00 | 1,000 | 106.85 | +46.00 | 25.19 | +2,000 | 2,000 | Long buildup | ||||||
| Neutral | 500 | — | 31.13 | 0.00 | 6.00 | 1,020 | 70.95 | 0.00 | 32.27 | — | — | Neutral | ||||||
| Neutral | — | — | 31.15 | 0.00 | 62.35 | 1,040 | 143.00 | -21.00 | 25.78 | +13,000 | 16,000 | Short buildup | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.