AU Small Finance Bank Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 2K | +2K | — | —% | ₹— | 680 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 700 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 720 | ₹— | —% | — | +89K | 1.0 L |
| 2K | 0 | — | —% | ₹— | 740 | ₹— | —% | — | +1K | 22K |
| 0 | 0 | — | —% | ₹— | 750 | ₹— | —% | — | +30K | 1.2 L |
| 0 | 0 | — | —% | ₹— | 760 | ₹— | —% | — | +500 | 14K |
| 0 | 0 | — | —% | ₹— | 770 | ₹— | —% | — | +14K | 31K |
| 0 | 0 | — | —% | ₹— | 780 | ₹— | —% | — | +21K | 1.5 L |
| 0 | 0 | — | —% | ₹— | 790 | ₹— | —% | — | +40K | 98K |
| 12K | -13K | — | —% | ₹— | 800 | ₹— | —% | — | +22K | 3.1 L |
| 9K | +9K | — | —% | ₹— | 810 | ₹— | —% | — | +21K | 73K |
| 0 | 0 | — | —% | ₹— | 820 | ₹— | —% | — | -59K | 83K |
| 28K | 0 | — | —% | ₹— | 830 | ₹— | —% | — | +47K | 1.9 L |
| 38K | +4K | — | —% | ₹— | 840 | ₹— | —% | — | +23K | 2.3 L |
| 2.3 L | -13K | — | —% | ₹— | 850 | ₹— | —% | — | -64K | 4.3 L |
| 4.1 L | -47K | — | —% | ₹— | 860 | ₹— | —% | — | -25K | 5.6 L |
| 5.6 L | -88K | — | —% | ₹— | 870 | ₹— | —% | — | -69K | 4.5 L |
| 4.3 L | -1.8 L | — | —% | ₹— | 880 | ₹— | —% | — | +73K | 5.5 L |
| 1.7 L | -64K | — | —% | ₹— | 890 | ₹— | —% | — | +1.8 L | 3.1 L |
| 7.4 L | -5.5 L | — | —% | ₹— | 900 | ₹— | —% | — | +32K | 2.6 L |
| 1.3 L | +7K | — | —% | ₹— | 910 | ₹— | —% | — | +2K | 18K |
| 2.1 L | -70K | — | —% | ₹— | 920 | ₹— | —% | — | -2K | 1.3 L |
| 1.8 L | +19K | — | —% | ₹— | 930 | ₹— | —% | — | 0 | 13K |
| 4.4 L | -77K | — | —% | ₹— | 940 | ₹— | —% | — | -500 | 1.1 L |
| 5.3 L | -37K | — | —% | ₹— | 950 | ₹— | —% | — | -10K | 1.7 L |
| 2.7 L | -79K | — | —% | ₹— | 960 | ₹— | —% | — | -3K | 41K |
| 1.3 L | -1.1 L | — | —% | ₹— | 970 | ₹— | —% | — | 0 | 2K |
| 3.8 L | +1.0 L | — | —% | ₹— | 980 | ₹— | —% | — | +12K | 1.2 L |
| 89K | +71K | — | —% | ₹— | 990 | ₹— | —% | — | 0 | 13K |
| 13.0 L | -2.5 L | — | —% | ₹— | 1,000ATM | ₹— | —% | — | +4K | 4.3 L |
| 500 | -500 | — | —% | ₹— | 1,010 | ₹— | —% | — | 0 | 0 |
| 1.6 L | +20K | — | —% | ₹— | 1,020 | ₹— | —% | — | 0 | 9K |
| 51K | 0 | — | —% | ₹— | 1,030 | ₹— | —% | — | 0 | 1K |
| 69K | -5K | — | —% | ₹— | 1,040 | ₹— | —% | — | 0 | 25K |
| 1.2 L | +9K | — | —% | ₹— | 1,050 | ₹— | —% | — | +1K | 11K |
| 1.2 L | -500 | — | —% | ₹— | 1,060 | ₹— | —% | — | 0 | 10K |
| 2K | 0 | — | —% | ₹— | 1,070 | ₹— | —% | — | 0 | 0 |
| 14K | -2K | — | —% | ₹— | 1,080 | ₹— | —% | — | 0 | 4K |
| 0 | 0 | — | —% | ₹— | 1,090 | ₹— | —% | — | 0 | 0 |
| 1.9 L | +37K | — | —% | ₹— | 1,100 | ₹— | —% | — | 0 | 82K |
| 1K | 0 | — | —% | ₹— | 1,110 | ₹— | —% | — | 0 | 0 |
| 17K | 0 | — | —% | ₹— | 1,120 | ₹— | —% | — | 0 | 12K |
| 1K | 0 | — | —% | ₹— | 1,130 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 1,140 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 1,160 | ₹— | —% | — | 0 | 8K |
| 15K | 0 | — | —% | ₹— | 1,180 | ₹— | —% | — | 0 | 36K |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
The option chain shows a pronounced concentration of open interest around the 1000 strike, where call open interest reaches 12,98,500 contracts, establishing a strong resistance zone. On the put side, the 1000 strike also anchors the largest put open interest of 4,31,000 contracts, acting as a robust support level for the underlying. Combined, these OI clusters imply an expected price corridor roughly between ₹890 and ₹1010, aligning with the current spot of ₹879.1 and suggesting limited upside beyond the call cluster and a potential breakout above ₹1015 appears less probable given the concentrated call OI.
OI Buildup Activity
Fresh open interest additions are evident, with the 980 call gaining 1,01,500 contracts, the 990 call adding 71,500, and the 1100 call increasing by 35,000 contracts. On the downside, the 890 put accumulates 1,81,000 contracts, the 720 put adds 88,500, and the 880 put contributes an additional 71,000 contracts. These incremental builds indicate that market participants are reinforcing both resistance and support zones, with writers establishing new hedges near the 1000 strike.
Volatility Read
The at‑the‑money implied volatility stands at 26.63%, reflecting moderate premium levels across the chain and market expectation of stable forward volatility. The skew metric is bearish, suggesting that out‑of‑the‑money put premiums are relatively higher than calls, which may temper downside risk in the term.
Key OI Levels
The strikes with the highest open interest are 1000 CE at 12,98,500 contracts and 1000 PE at 4,31,000 contracts.