haylaavo

AUBANK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 500

Spot
890.00
Future
903.45
Forward
903.45
PCR (OI)
0.00
Puts — / Calls 500
PCR (volume)
—
Puts — / Calls —
Max pain
720
strike with least total payout to holders
Highest OI
940 CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
02505007207808208609005009409801,040
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——28.420.00151.3072012.200.0031.49——Neutral
Neutral——29.750.00121.0076021.300.0031.53——Neutral
Neutral——30.080.00107.2078027.150.0031.54——Neutral
Neutral——30.310.0094.4080034.050.0031.56——Neutral
Neutral——30.480.0082.6582042.000.0031.60——Neutral
Neutral——30.610.0071.9584051.000.0031.63——Neutral
Neutral——30.700.0062.2586060.950.0031.67——Neutral
Neutral——30.780.0053.5588071.950.0031.71——Neutral
Neutral——30.830.0045.8090083.900.0031.76——Neutral
Neutral——30.880.0038.9592096.750.0031.82——Neutral
Neutral500—30.930.0026.55940110.450.0031.89——Neutral
Neutral——30.960.0027.80960124.950.0031.98——Neutral
Neutral——30.990.0023.30980140.150.0032.08——Neutral
Neutral——31.010.0019.401,000155.950.0032.20——Neutral
Neutral——31.050.0013.301,040189.250.0032.52——Neutral

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.