AUBANK options
AU Small Finance Bank option chain and implied move
| Metric | Value | Read |
|---|---|---|
| Market-implied move | ±₹35.70 | ±3.83% to the Tuesday, 27 October 2026 expiry, from the at-the-money straddle |
| Implied range | ₹897.20 – ₹968.60 | What option prices imply, not a forecast of where the stock will trade |
| Max pain | ₹980 | The strike at which the largest value of written options would expire worthless |
| Heaviest put strike | ₹1,000 | 7,85,000 contracts — the largest put position on the chain |
| Heaviest call strike | ₹1,000 | 16,08,000 contracts — the largest call position on the chain |
| Put-call ratio | 0.71 | Total put open interest divided by total call open interest across the chain |
| Implied volatility (ATM) | 44.31% | At-the-money implied volatility for the front expiry |
- Market-implied move
- ±₹35.70
- Implied range
- ₹897 – ₹969
- Max pain
- ₹980
- Implied volatility
- 44.31%
±3.83% over 4 days, from the ₹930 straddle
What option prices imply, not a forecast of where the stock will trade
₹47 above the close
At the money, for the front expiry
Implied rangeMax painLast close
Heaviest put ₹1,000Heaviest call ₹1,000ATM ₹930 · PCR 0.71
At the close on Friday, 23 October 2026, AU Small Finance Bank options were pricing a move of ±₹35.70 by the Tuesday, 27 October 2026 expiry — a range of ₹897.20 to ₹968.60 against a closing price of ₹932.90. The figure is the at-the-money straddle at the ₹930 strike, which is what the options market itself is charging for the move to expiry. It describes the price of that expectation, not a forecast MarketCue makes.
Max pain sits at ₹980, ₹47.10 above the closing price — the strike at which the largest value of written options would expire worthless. The heaviest put position on the chain is at ₹1,000 with 7,85,000 contracts, and the heaviest call position at ₹1,000 with 16,08,000 contracts. Open interest describes where positions have been built; it is not a commitment by anyone to defend a price.
At-the-money implied volatility was 44.31% for the Tuesday, 27 October 2026 expiry. Realised volatility for AU Small Finance Bank is not yet available for comparison.
This page is a record of where AU Small Finance Bank's chain finished on Friday, 23 October 2026, not a live feed — the next reading follows tomorrow's close. Figures are derived from the NSE option chain via Upstox; max pain, the implied move, put-call ratio and the volatility comparison are MarketCue's own calculations from that data. MarketCue is not a registered investment adviser, research analyst or broker under SEBI regulations, and nothing here is a recommendation to buy or sell any security.
Read the full MarketCue scoring methodology
Source: NSE option chain via Upstox. .
Frequently asked questions
- What move are AU Small Finance Bank options pricing this expiry?
- ±₹35.70, or 3.83%, giving a range of ₹897.20 to ₹968.60 by Tuesday, 27 October 2026. The figure is derived from the at-the-money straddle at the ₹930 strike.
- What is AU Small Finance Bank's max pain?
- ₹980 at the last close, against a closing price of ₹932.90. Max pain is the strike at which the largest value of written options would expire worthless.
- Where is support and resistance in the AU Small Finance Bank option chain?
- The largest put position sits at ₹1,000 with 7,85,000 contracts, and the largest call position at ₹1,000 with 16,08,000 contracts. Traders commonly read heavy open interest at a strike as a level, though open interest describes positioning rather than any commitment to defend a price.
- What is the lot size for AU Small Finance Bank options?
- 1,000 shares per lot, with strikes in steps of ₹10. At the implied move of ±₹35.70, one lot corresponds to ±₹35,700 of notional movement.