TBTflow / F&O data / AUBANK futures
AUBANK · AU SMALL FINANCE BANK LTD · NSE futures · end of day

AUBANK futures today, 23 Oct 2026: short build-up, OI +1.4 %

As of Friday 23 October 2026, from the exchange's official end-of-day F&O file.

AUBANK NSE futures (near month, expiry 27 October 2026) closed at ₹932.50, ▼ 1.94 % on the day. Open interest across all months rose 1.42 % to 2.66 Cr — short build-up: price down and open interest up: new positions were opened while price fell.

Build-up
Short build-up
price ▼ 1.94 % · OI ▲ 1.42 %
Open interest, 20 sessions
Highest
2.66 Cr all months
Contracts vs 20-day average
3.0×
17.2K contracts
Price in its 20-session range
0 %
0 % = ₹932.50 · 100 % = ₹1,034.70
AUBANK futures: price and open interest, last 20 sessionsAs of 23 October 2026
Top: near-month close. Bottom: open interest of all months together. The letters are each day's build-up: LB long build-up, SC short covering (price up), SB short build-up, LU long unwinding (price down); blank = no clear build-up.

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Near, next and far month

Contract
expiry · contracts
Close
change
Open interest
change
Near month
27 Oct · 8.4K contracts
932.50
▼ 1.94 %
80.9 L
−65.2 L
Next month
23 Nov · 8.4K contracts
937.40
▼ 1.93 %
1.80 Cr
+64.7 L
Far month
29 Dec · 441 contracts
943.40
▼ 1.72 %
5.5 L
+4.2 L

Rollover

69.6 % of AUBANK's futures open interest sits in the months after the 27 October 2026 expiry, 4 days before it. Over the last 2 finished cycles it was 67.8 % at the same point, so the roll is in line with usual.

AUBANK rollover: share of open interest in later months, by days to expiryAs of 23 October 2026
This cycle (expiry 27 Oct)Average of the last 2 cycles
Roll % = open interest in the months after the nearest expiry ÷ open interest in all months. It climbs every cycle as positions are carried forward before expiry.

Futures premium

The near-month future closed 0.44 rupees below the share (-0.05 %).

AUBANK futures premium over the share, last 20 sessionsAs of 23 October 2026
Near-month futures close minus the underlying's close, as the exchange file gives it. Above zero = futures dearer than the underlying. It shrinks towards zero into expiry.

Last 20 sessions

SessionClose
change
OI
all months · change
Build-up
23 Oct932.50
▼ 1.94 %
2.66 Cr
▲ 1.42 %
Short build-up
22 Oct950.90
▼ 0.22 %
2.63 Cr
▲ 6.19 %
No clear
21 Oct953.00
▼ 1.86 %
2.47 Cr
▲ 4.36 %
Short build-up
19 Oct971.10
▼ 2.03 %
2.37 Cr
▲ 0.23 %
No clear
16 Oct991.20
▼ 1.30 %
2.36 Cr
▲ 0.62 %
Short build-up
15 Oct1,004.30
▲ 0.41 %
2.35 Cr
▲ 0.63 %
Long build-up
14 Oct1,000.20
▲ 0.61 %
2.34 Cr
▼ 1.83 %
Short covering
13 Oct994.10
▲ 1.52 %
2.38 Cr
▼ 1.72 %
Short covering
12 Oct979.20
▼ 0.67 %
2.42 Cr
▲ 1.59 %
Short build-up
9 Oct985.80
▲ 0.54 %
2.38 Cr
▲ 0.35 %
No clear
8 Oct980.50
▼ 1.92 %
2.37 Cr
▲ 0.85 %
Short build-up
7 Oct999.70
▼ 3.08 %
2.35 Cr
▼ 0.75 %
Long unwinding
6 Oct1,031.50
▼ 0.31 %
2.37 Cr
▼ 1.05 %
Long unwinding
5 Oct1,034.70
▲ 4.21 %
2.40 Cr
▼ 0.69 %
Short covering
1 Oct992.90
▼ 1.85 %
2.41 Cr
▲ 0.81 %
Short build-up
30 Sep1,011.60
▲ 0.75 %
2.39 Cr
▼ 5.32 %
Short covering
29 Sep998.70
▲ 0.12 %
2.53 Cr
▲ 2.37 %
No clear
28 Sep997.50
▼ 1.88 %
2.47 Cr
▼ 2.03 %
Long unwinding
25 Sep1,016.60
▲ 1.40 %
2.52 Cr
▼ 0.19 %
No clear
24 Sep1,002.60
▼ 4.86 %
2.53 Cr
▲ 7.72 %
Short build-up

All F&O futures pages →

What this page cannot tell you. Open interest and price say how many positions are open and where the day closed. They do not say who holds them, why, or what happens next. A build-up word on one day is common and often reverses.

Quick questions

Is AUBANK futures showing long build-up or short build-up today?
On 23 October 2026 AUBANK futures showed short build-up: price down 1.94 %, open interest of all months up 1.42 %. That is price down and open interest up: new positions were opened while price fell.
What is the AUBANK futures rollover?
69.6 % of AUBANK's futures open interest sits in the months after the 27 October 2026 expiry, 4 days before it. Over the last 2 finished cycles it was 67.8 % at the same point, so the roll is in line with usual.
How is the build-up word decided?
From the exchange's day-end file: the near-month close against its previous close, and the open interest of all months together against the previous session. Both must move enough (price 0.25 %, open interest 0.5 %); the direction pair names the word. It describes the day; it is not a forecast.
AUBANK future ka OI aaj kya keh raha hai?
AUBANK future 23 October 2026 ko neeche 1.94 % band hua aur saare months ka open interest badha 1.42 %. Yeh page roz exchange ki official day-end file se banta hai — yeh sirf batata hai kya hua, aage kya hoga yeh nahi.

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