AU Small Finance Bank Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 440 | ₹— | 18.1% | — | — | — |
| — | — | — | —% | ₹— | 460 | ₹— | 17.1% | — | — | — |
| — | — | — | —% | ₹— | 480 | ₹— | 16.2% | — | — | — |
| — | — | — | —% | ₹— | 500 | ₹— | 15.3% | — | — | — |
| — | — | — | —% | ₹— | 520 | ₹— | 14.4% | — | — | — |
| — | — | — | —% | ₹— | 540 | ₹— | 13.6% | — | — | — |
| — | — | — | —% | ₹— | 560 | ₹— | 12.8% | — | — | — |
| — | — | — | —% | ₹— | 580 | ₹— | 12.0% | — | — | — |
| — | — | — | —% | ₹— | 600 | ₹— | 11.3% | — | — | — |
| — | — | — | —% | ₹— | 610 | ₹— | 10.9% | — | — | — |
| — | — | — | —% | ₹— | 620 | ₹— | 10.5% | — | — | — |
| — | — | — | —% | ₹— | 630 | ₹— | 10.2% | — | — | — |
| — | — | — | —% | ₹— | 640 | ₹— | 9.8% | — | — | — |
| — | — | — | —% | ₹— | 650 | ₹— | 9.5% | — | — | — |
| — | — | — | —% | ₹— | 660 | ₹— | 9.2% | — | — | — |
| — | — | — | —% | ₹— | 670 | ₹— | 8.8% | — | — | — |
| — | — | — | —% | ₹— | 680 | ₹— | 8.5% | — | — | — |
| — | — | — | —% | ₹— | 690 | ₹— | 8.2% | — | — | — |
| 2K | 0 | 1K | —% | ₹339.55 | 700 | ₹0.15 | —% | 2K | 0 | 1.4 L |
| — | — | — | —% | ₹300.60 | 710 | ₹0.30 | —% | — | — | — |
| 2K | 0 | 1K | —% | ₹321.35 | 720 | ₹0.20 | —% | — | 0 | 67K |
| — | — | — | —% | ₹281.05 | 730 | ₹0.20 | —% | 5K | -1K | 18K |
| — | — | — | —% | ₹238.30 | 740 | ₹0.25 | —% | 5K | -1K | 31K |
| — | — | — | —% | ₹261.65 | 750 | ₹0.30 | 84.2% | — | 0 | 45K |
| 6K | 0 | 1K | —% | ₹280.05 | 760 | ₹0.30 | —% | 8K | 0 | 40K |
| 25K | 0 | — | —% | ₹111.10 | 770 | ₹0.30 | —% | 10K | -9K | 26K |
| 2K | -1K | 3K | 80.6% | ₹259.80 | 780 | ₹0.40 | —% | 1K | 0 | 28K |
| — | — | — | —% | ₹223.50 | 790 | ₹0.40 | 73.1% | — | 0 | 44K |
| 18K | 0 | 1K | —% | ₹230.00 | 800 | ₹0.35 | 78.2% | 45K | -16K | 1.8 L |
| 53K | 0 | — | —% | ₹91.40 | 810 | ₹0.35 | 75.5% | 13K | -12K | 53K |
| 50K | 0 | — | —% | ₹128.70 | 820 | ₹0.40 | 72.6% | 6K | -4K | 72K |
| 42K | 0 | — | —% | ₹124.70 | 830 | ₹0.40 | 68.2% | 5K | -3K | 55K |
| 93K | -1K | 2K | 67.5% | ₹202.15 | 840 | ₹0.45 | 68.2% | 8K | -2K | 86K |
| 1.3 L | -3K | 10K | 57.0% | ₹188.95 | 850 | ₹0.55 | 64.8% | 17K | -9K | 1.6 L |
| 1.3 L | -1K | 5K | 53.8% | ₹180.80 | 860 | ₹0.75 | 65.4% | 16K | -11K | 1.8 L |
| 1.6 L | -1K | 2K | 51.6% | ₹162.30 | 870 | ₹0.70 | 61.0% | 22K | -10K | 1.2 L |
| 2.9 L | -2K | 4K | 53.7% | ₹153.60 | 880 | ₹0.90 | 58.3% | 78K | +10K | 2.1 L |
| 1.2 L | 0 | — | 52.8% | ₹111.40 | 890 | ₹1.15 | 59.4% | 52K | +15K | 1.3 L |
| 6.7 L | -8K | 45K | 51.1% | ₹135.75 | 900ATM | ₹1.20 | 56.1% | 3.6 L | +38K | 5.6 L |
| 1.5 L | -1K | 3K | 47.0% | ₹134.00 | 910 | ₹1.55 | 55.1% | 77K | -24K | 91K |
| 1.3 L | -2K | 4K | 47.7% | ₹118.60 | 920 | ₹1.85 | 52.9% | 2.1 L | -53K | 1.1 L |
| 68K | +1K | 3K | 50.6% | ₹103.30 | 930 | ₹2.30 | 51.7% | 1.8 L | -30K | 2.9 L |
| 1.6 L | +1K | 17K | 40.6% | ₹91.75 | 940 | ₹2.75 | 50.1% | 2.3 L | +19K | 4.2 L |
| 2.8 L | -4K | 48K | 42.3% | ₹86.65 | 950 | ₹3.35 | 48.4% | 5.7 L | +61K | 4.7 L |
| 3.9 L | -5K | 51K | 40.8% | ₹78.25 | 960 | ₹4.10 | 46.6% | 5.8 L | +40K | 4.1 L |
| 1.5 L | +5K | 84K | 42.8% | ₹69.85 | 970 | ₹5.30 | 45.3% | 8.8 L | +91K | 2.9 L |
| 1.8 L | -94K | 3.0 L | 38.4% | ₹62.45 | 980 | ₹6.55 | 44.1% | 12.0 L | +83K | 4.6 L |
| 1.5 L | -83K | 3.0 L | 42.9% | ₹54.30 | 990 | ₹8.35 | 43.6% | 9.3 L | +34K | 2.9 L |
| 5.2 L | -2.1 L | 19.1 L | 40.9% | ₹45.25 | 1,000 | ₹11.00 | 42.6% | 23.3 L | +2.7 L | 7.0 L |
| 2.9 L | -2.8 L | 20.6 L | 41.8% | ₹38.00 | 1,010 | ₹14.10 | 42.2% | 11.7 L | +77K | 2.2 L |
| 3.8 L | +40K | 29.0 L | 41.7% | ₹31.85 | 1,020 | ₹17.60 | 42.3% | 15.6 L | +1.7 L | 2.7 L |
| 4.5 L | +2.3 L | 37.0 L | 40.4% | ₹26.30 | 1,030 | ₹22.40 | 42.6% | 18.8 L | +3.7 L | 4.3 L |
| 7.4 L | +5.1 L | 58.8 L | 40.6% | ₹21.75 | 1,040 | ₹26.60 | 42.1% | 10.7 L | +2.6 L | 2.6 L |
| 4.5 L | +83K | 39.2 L | 40.2% | ₹16.80 | 1,050 | ₹32.50 | 42.4% | 4.4 L | +1.3 L | 1.3 L |
| 4.1 L | +82K | 37.1 L | 40.8% | ₹13.70 | 1,060 | ₹117.10 | 142.4% | — | — | — |
| 1.9 L | +95K | 20.3 L | 40.7% | ₹10.65 | 1,070 | ₹74.55 | 43.1% | — | 0 | 2K |
| 2.2 L | +27K | 17.5 L | 40.7% | ₹8.15 | 1,080 | ₹56.45 | 42.6% | 2K | +1K | 12K |
| 1.7 L | +1.7 L | 6.2 L | 40.7% | ₹6.10 | 1,090 | ₹105.15 | 78.8% | — | — | — |
| 5.0 L | +2.7 L | 31.0 L | 40.4% | ₹4.65 | 1,100 | ₹70.00 | 43.1% | 3K | 0 | 6K |
| — | — | — | 2.3% | ₹— | 1,110 | ₹— | —% | — | — | — |
| 3.6 L | +3.2 L | 15.4 L | 40.5% | ₹2.40 | 1,120 | ₹161.95 | 148.1% | — | — | — |
| — | — | — | 2.7% | ₹— | 1,130 | ₹— | —% | — | — | — |
| 88K | +88K | 2.6 L | 40.6% | ₹1.20 | 1,140 | ₹178.10 | 150.4% | — | — | — |
| — | — | — | 3.1% | ₹— | 1,150 | ₹— | —% | — | — | — |
| — | — | — | 110.9% | ₹16.05 | 1,160 | ₹194.70 | 152.7% | — | — | — |
| — | — | — | 3.5% | ₹— | 1,170 | ₹— | —% | — | — | — |
| — | — | — | 3.7% | ₹— | 1,180 | ₹— | —% | — | — | — |
| — | — | — | 3.8% | ₹— | 1,190 | ₹— | —% | — | — | — |
| — | — | — | 111.9% | ₹11.15 | 1,200 | ₹229.25 | 158.0% | — | — | — |
| — | — | — | 4.2% | ₹— | 1,210 | ₹— | —% | — | — | — |
| — | — | — | 4.4% | ₹— | 1,220 | ₹— | —% | — | — | — |
| — | — | — | 4.6% | ₹— | 1,230 | ₹— | —% | — | — | — |
| — | — | — | 4.8% | ₹— | 1,240 | ₹— | —% | — | — | — |
| — | — | — | 4.9% | ₹— | 1,250 | ₹— | —% | — | — | — |
| — | — | — | 5.1% | ₹— | 1,260 | ₹— | —% | — | — | — |
| — | — | — | 5.3% | ₹— | 1,270 | ₹— | —% | — | — | — |
| — | — | — | 5.5% | ₹— | 1,280 | ₹— | —% | — | — | — |
| — | — | — | 5.8% | ₹— | 1,300 | ₹— | —% | — | — | — |
| — | — | — | 6.1% | ₹— | 1,320 | ₹— | —% | — | — | — |
| — | — | — | 6.5% | ₹— | 1,340 | ₹— | —% | — | — | — |
| — | — | — | 6.8% | ₹— | 1,360 | ₹— | —% | — | — | — |
| — | — | — | 7.1% | ₹— | 1,380 | ₹— | —% | — | — | — |
| — | — | — | 7.4% | ₹— | 1,400 | ₹— | —% | — | — | — |
| — | — | — | 7.7% | ₹— | 1,420 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
1040 acts as strong resistance, hosting the highest call open interest of 736,000, while 1000 forms a robust support base with 698,000 put OI. The spot at 1033.6 sits just below resistance, indicating a tight near-term range between 1000 and 1040. This zone defines the immediate directional bias, with 1030 also emerging as a notable inflection point.
OI Buildup Activity
Fresh long calls are building aggressively at 1040 (+508,000 OI), signaling trader conviction in breaching this level, while notable longs also accumulate at 1100 and 1120, revealing upside appetite. On the put side, 1030 sees the largest fresh addition (+375,000), suggesting short-term downside protection near current spot. The PE buildup at 1040 (+262,000) hints at short calls being written near resistance, anticipating rejection.
Volatility Read
ATM IV at 40.85% reflects elevated but stable premium levels, typical for mid-cap stocks with event-driven sensitivity. Neutral skew supports balanced risk perception, with no strong fear or greed tilt in options pricing.
Strategy Implication
Range-bound positioning with asymmetric upside bias favors strategies capitalizing on resistance tests and premium decay.