AU Small Finance Bank Limited

Financial Services · Banks

NSE: AUBANK BSE: 540611
₹1010.30
Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +9.80

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

ExpiryClosePrice ChgOIChg OIBuildup
Oct. 27, 2026 1011.6000 +7.50 22047000 -84000 Short Covering
Nov. 23, 2026 1017.0000 +8.20 1892000 -7000 Short Covering
DateExpiryOpenHighLowCloseOIChange in OI
Sept. 30, 2026 Dec. 29, 2026 0.0000 0.0000 0.0000 1020.1000 0 0
Sept. 30, 2026 Nov. 23, 2026 1012.7000 1024.0000 1012.7000 1017.0000 1892000 -7000
Sept. 30, 2026 Oct. 27, 2026 1007.2000 1019.9000 1001.9000 1011.6000 22047000 -84000
Sept. 29, 2026 Nov. 23, 2026 1005.0000 1013.5000 994.3000 1008.8000 1899000 62000
Sept. 29, 2026 Oct. 27, 2026 999.9000 1015.0000 989.3000 1004.1000 22131000 2976000
Sept. 29, 2026 Sept. 29, 2026 991.0000 1022.2000 983.7000 998.7000 1254000 -2452000
Sept. 28, 2026 Nov. 23, 2026 1015.0000 1015.7000 1005.0000 1007.6000 1837000 23000
Sept. 28, 2026 Oct. 27, 2026 1022.4000 1022.4000 999.5000 1001.7000 19155000 3963000
Sept. 28, 2026 Sept. 29, 2026 1009.0000 1012.9000 993.0000 997.5000 3706000 -4497000
Sept. 25, 2026 Nov. 23, 2026 1012.9000 1030.0000 1012.9000 1025.7000 1814000 1000

Options Chain

As of Sept. 24, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

PCR (OI) 0.0
Max Pain 1100.0000

Open Interest by Strike (Max Pain: 1100.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS Strike PUTS
OIChg OILTPIV%Delta DeltaIV%LTPChg OIOI
1000 0 1000.1000 — 1100.0000