ABB option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 125
Spot
6,600.00
Future
6,613.50
Forward
6,612.63
PCR (OI)
0.86
Puts 5.85 L / Calls 6.80 L
PCR (volume)
0.50
Puts 5,095 / Calls 10,108
Max pain
6,600
strike with least total payout to holders
Highest OI
6,600 CE · 6,600 PE
ΔOI calls +27,500 · puts +45,750
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 5,200 | 5.40 | -2.50 | 49.33 | −1,500 | 9,500 | Long unwinding | |||
| · | · | · | · | · | · | · | · | · | 5,300 | 6.15 | -4.50 | 46.90 | −625 | 9,875 | Long unwinding | |||
| Neutral | — | — | 46.23 | 0.00 | 1,945.20 | 5,400 | 9.35 | 0.00 | 32.22 | — | 13,875 | Neutral | ||||||
| Neutral | 875 | — | 43.37 | 0.00 | 900.00 | 5,500 | 12.75 | -6.85 | 45.79 | +625 | 21,750 | Short buildup | ||||||
| Neutral | — | — | 40.85 | 0.00 | 2,131.10 | 5,600 | 14.50 | -12.00 | 43.22 | −1,250 | 9,125 | Long unwinding | ||||||
| Neutral | 375 | — | — | -30.05 | 869.95 | 5,700 | 19.40 | -17.30 | 42.12 | −1,000 | 13,875 | Long unwinding | ||||||
| Neutral | 2,375 | — | 37.16 | 0.00 | 580.55 | 5,800 | 25.85 | -22.25 | 41.05 | −2,875 | 29,500 | Long unwinding | ||||||
| Long buildup | 1,250 | +375 | — | +131.50 | 704.20 | 5,900 | 35.15 | -28.35 | 40.28 | −6,250 | 9,500 | Long unwinding | ||||||
| Short covering | 10,250 | −375 | 37.55 | +94.25 | 651.55 | 6,000 | 47.00 | -37.85 | 39.46 | −7,375 | 58,500 | Long unwinding | ||||||
| Neutral | 13,375 | — | 34.47 | 0.00 | 450.00 | 6,100 | 62.05 | -47.85 | 38.61 | +1,625 | 20,750 | Short buildup | ||||||
| Short covering | 22,375 | −500 | 38.08 | +136.25 | 494.15 | 6,200 | 81.35 | -61.40 | 37.83 | +6,250 | 67,250 | Short buildup | ||||||
| Short covering | 13,625 | −875 | 31.37 | +95.10 | 387.90 | 6,300 | 107.35 | -73.00 | 37.42 | +2,125 | 50,125 | Short buildup | ||||||
| Short covering | 25,875 | −1,375 | 36.88 | +107.50 | 350.50 | 6,400 | 138.95 | -84.20 | 36.98 | +1,250 | 60,250 | Short buildup | ||||||
| Short covering | 67,625 | −14,500 | 36.68 | +94.40 | 290.00 | 6,500 | 176.25 | -100.95 | 36.45 | +17,375 | 50,750 | Short buildup | ||||||
| Long buildup | 1.03 L | +31,250 | 36.50 | +79.75 | 236.45 | 6,600 | 226.05 | -106.45 | 36.85 | +35,875 | 73,125 | Short buildup | ||||||
| Long buildup | 42,750 | +4,750 | 36.25 | +66.80 | 189.30 | 6,700 | 276.45 | -128.65 | 36.25 | +2,500 | 11,750 | Short buildup | ||||||
| Long buildup | 37,875 | +1,125 | 36.18 | +53.90 | 149.95 | 6,800 | 332.55 | -149.30 | 35.47 | +1,000 | 11,375 | Short buildup | ||||||
| Short covering | 21,875 | −250 | 36.19 | +44.05 | 117.45 | 6,900 | 405.00 | -54.45 | 36.35 | −125 | 5,625 | Long unwinding | ||||||
| Short covering | 74,875 | −9,000 | 36.29 | +34.55 | 91.15 | 7,000 | 476.90 | -158.10 | 36.17 | −1,875 | 28,500 | Long unwinding | ||||||
| Short covering | 18,500 | −875 | 36.48 | +26.10 | 70.25 | 7,100 | 700.00 | 0.00 | 30.54 | — | 5,125 | Neutral | ||||||
| Long buildup | 47,750 | +5,500 | 36.64 | +20.25 | 53.50 | 7,200 | 720.00 | 0.00 | 29.99 | — | 7,250 | Neutral | ||||||
| Long buildup | 17,375 | +500 | 37.14 | +14.85 | 41.50 | 7,300 | 840.00 | 0.00 | 29.17 | — | 3,375 | Neutral | ||||||
| Long buildup | 18,250 | +4,375 | 37.59 | +10.80 | 31.95 | 7,400 | 900.00 | 0.00 | 27.81 | — | 7,375 | Neutral | ||||||
| Short covering | 40,750 | −500 | 37.99 | +8.00 | 24.40 | 7,500 | 940.70 | +2.05 | 47.83 | — | 1,750 | Neutral | ||||||
| Short covering | 9,500 | −375 | 38.54 | +4.90 | 18.90 | 7,600 | 1,100.00 | 0.00 | — | — | 1,750 | Neutral | ||||||
| Long buildup | 7,875 | +500 | 39.52 | +4.30 | 15.45 | 7,700 | 1,200.00 | 0.00 | — | — | 250 | Neutral | ||||||
| Short covering | 18,500 | −375 | 40.40 | +3.60 | 12.55 | 7,800 | 1,290.00 | 0.00 | — | — | 500 | Neutral | ||||||
| Short covering | 27,000 | −625 | 42.53 | +2.50 | 8.90 | 8,000 | 1,500.00 | 0.00 | — | — | 1,000 | Neutral | ||||||
| Long buildup | 36,000 | +8,750 | 44.74 | +1.10 | 6.60 | 8,200 | 1,775.00 | 0.00 | — | — | 1,875 | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 4.28% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.