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AUBANK AU Small Finance Bank Ltd. — Smart-Money Activity, F&O Buildup & Bulk Deals

Sector: Financial Services
₹ 970.60
-0.60%

Smart Money Verdict synthesis of derivatives, deals, and promoter files

Derivatives signal Short Buildup
Short sellers are loading fresh positions (OI up +1.5%) on price weakness (-0.7%).

Analysis what the data is telling us about AUBANK

In the last completed session, AU Small Finance Bank Ltd. closed -0.73% with futures open interest moving +1.5%. That combination — price falling while OI builds — is classified as Short Buildup. Fresh short positions are being added on weakness, which historically prefaces further downside until shorts are forced to cover. The option PCR of 0.77 is balanced — no clear directional preference from option writers. Max-pain strike at ₹990 sits 2.0% above the current price, a mild magnet near expiry.

There have been no notable bulk or block deals from FIIs, mutual funds, or insurance companies in AU Small Finance Bank Ltd. over the last 30 sessions.

Putting it together, the smart-money picture for AU Small Finance Bank Ltd. leans cautious into the next session.

F&O Positioning EOD derivatives setup

Buildup Class
Short Buildup
bias: bearish
Futures OI
28,340,000
+418000 (+1.5%)
Option PCR (OI)
0.77
neutral option setup
Max Pain Strike
₹ 990
writer loss minimized strike

Quote Details key metrics & weights

Previous Close
₹ 976.45
yesterday's EOD close
Index Contribution
not a Nifty 50 constituent
Traded Volume
2,372,021
live shares traded today
Upcoming Earnings
no report scheduled

Key Fundamentals headline ratios · Financial Services

P/E (TTM)
27.7
price / earnings
P/B
3.6
price / book
ROE
return on equity
Market Cap
₹ 72,636 Cr
total market value
Dividend Yield
0.10%
trailing yield
EPS (TTM)
₹ 35.05
earnings per share

Fundamental ratios sourced from public market data, refreshed periodically; verify against company filings before relying on them.

Institutional Deals last 30 sessions (bulk & block)

No institutional bulk or block deals recorded for this stock in the last 30 sessions.

Insider & Promoter Filings last 60 days

No insider disclosures filed for this stock in the last 60 days.

Option Chain Ladder nearest expiry 2026-06-30 · spot 971 · EOD 2026-06-03

Option writers expect range between 950 and 1,000+3.0% upside, -2.1% downside.
roughly symmetric
Call OI (writers) Strike Put OI (writers)
0
IV 103% Δ 0.65 θ -1.9 ν 1
910
72,000 +70k
IV 29% Δ -0.18 θ -0.3 ν 1
3,000
IV 22% Δ 0.84 θ -0.4 ν 1
920
121,000 -4k
IV 29% Δ -0.21 θ -0.4 ν 1
0
IV 99% Δ 0.62 θ -1.9 ν 1
930
66,000 -3k
IV 29% Δ -0.26 θ -0.4 ν 1
17,000 +16k
IV 30% Δ 0.69 θ -0.6 ν 1
940
176,000 +57k
IV 29% Δ -0.30 θ -0.4 ν 1
137,000 +100k
IV 31% Δ 0.64 θ -0.7 ν 1
950 S
326,000 +25k
IV 28% Δ -0.35 θ -0.4 ν 1
210,000 +86k
IV 30% Δ 0.59 θ -0.7 ν 1
960
217,000 +67k
IV 28% Δ -0.40 θ -0.5 ν 1
128,000 +68k
IV 30% Δ 0.54 θ -0.7 ν 1
970
231,000 +18k
IV 28% Δ -0.46 θ -0.5 ν 1
446,000 +66k
IV 30% Δ 0.49 θ -0.7 ν 1
980
323,000 -25k
IV 27% Δ -0.51 θ -0.4 ν 1
100,000 -2k
IV 30% Δ 0.44 θ -0.6 ν 1
990 MP
136,000 -2k
IV 27% Δ -0.57 θ -0.4 ν 1
646,000 +37k
IV 29% Δ 0.39 θ -0.6 ν 1
1000 R
320,000 -20k
IV 26% Δ -0.62 θ -0.4 ν 1
264,000 +18k
IV 29% Δ 0.34 θ -0.6 ν 1
1010
104,000 -5k
IV 28% Δ -0.67 θ -0.4 ν 1
302,000 +19k
IV 30% Δ 0.30 θ -0.6 ν 1
1020
293,000 -3k
IV 31% Δ -0.69 θ -0.4 ν 1
191,000 +5k
IV 30% Δ 0.26 θ -0.5 ν 1
1030
124,000
IV 15% Δ -0.91 θ +0.1 ν 0

Chain Interpretation

Spot Underlying 970.60
Key Resistance (R) 1,000
Key Support (S) 950
Max Pain Strike (MP) 990
Concentrations of Option open interest show strong barrier levels. Option writers defend these levels, especially heading into monthly derivatives expiry.

Strategy Builder multi-leg payoff for AUBANK options · 2026-06-30 expiry

Underlying: AUBANK · Spot: ₹ 970.60 · Expiry: 2026-06-30 · Lot: 1000

Legs

Side
Type
Strike
Qty
Premium
Net premium
Max profit
Max loss
Breakevens
Position Delta
Position Theta/day
Position Vega/1% IV

Payoff at expiry

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