ABB option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 125
Spot
6,600.00
Future
6,641.50
Forward
6,641.50
PCR (OI)
2.40
Puts 4,500 / Calls 1,875
PCR (volume)
0.33
Puts 1 / Calls 3
Max pain
6,600
strike with least total payout to holders
Highest OI
8,400 CE · 5,800 PE
ΔOI calls +375 · puts +125
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 37.14 | 0.00 | 1,401.00 | 5,400 | 61.35 | 0.00 | 32.08 | — | — | Neutral | ||||||
| Neutral | — | — | 35.70 | 0.00 | 1,234.55 | 5,600 | 44.95 | 0.00 | 32.04 | — | 750 | Neutral | ||||||
| — | — | 35.19 | — | 1,005.50 | 5,700 | 93.75 | — | 32.01 | — | — | ||||||||
| Neutral | — | — | 34.77 | 0.00 | 1,078.00 | 5,800 | 84.95 | 0.00 | 31.98 | — | 2,250 | Neutral | ||||||
| Neutral | — | — | 34.43 | 0.00 | 853.40 | 5,900 | 139.50 | 0.00 | 31.95 | — | — | Neutral | ||||||
| Neutral | — | — | 34.16 | 0.00 | 932.65 | 6,000 | 145.00 | 0.00 | 31.91 | — | 1,250 | Neutral | ||||||
| Neutral | — | — | 33.94 | 0.00 | 714.20 | 6,100 | 198.15 | 0.00 | 31.87 | — | — | Neutral | ||||||
| Neutral | — | — | 33.76 | 0.00 | 798.95 | 6,200 | 247.65 | 0.00 | 31.82 | — | — | Neutral | ||||||
| Neutral | — | — | 33.61 | 0.00 | 590.00 | 6,300 | 271.75 | 0.00 | 31.77 | — | — | Neutral | ||||||
| Neutral | — | — | 33.49 | 0.00 | 678.30 | 6,400 | 324.05 | 0.00 | 31.71 | — | — | Neutral | ||||||
| Neutral | — | — | 33.38 | 0.00 | 480.85 | 6,500 | 250.00 | -110.45 | 30.66 | +125 | 125 | Short buildup | ||||||
| Neutral | 125 | — | 33.29 | 0.00 | 251.00 | 6,600 | 413.40 | 0.00 | 31.57 | — | — | Neutral | ||||||
| Neutral | — | — | 33.22 | 0.00 | 386.65 | 6,700 | 464.10 | 0.00 | 31.49 | — | — | Neutral | ||||||
| Neutral | — | — | 33.15 | 0.00 | 475.55 | 6,800 | 515.45 | 0.00 | 31.39 | — | — | Neutral | ||||||
| Neutral | — | — | 33.10 | 0.00 | 306.85 | 6,900 | 582.10 | 0.00 | 31.27 | — | — | Neutral | ||||||
| Long buildup | 500 | +375 | 30.71 | +76.35 | 180.00 | 7,000 | 629.85 | 0.00 | 31.14 | — | — | Neutral | ||||||
| Neutral | — | — | 33.00 | 0.00 | 240.40 | 7,100 | 713.50 | 0.00 | 30.98 | — | — | Neutral | ||||||
| Neutral | — | — | 32.97 | 0.00 | 321.80 | 7,200 | 755.85 | 0.00 | 30.79 | — | — | Neutral | ||||||
| Neutral | — | — | 32.90 | 0.00 | 261.40 | 7,400 | 892.50 | 0.00 | 30.30 | — | — | Neutral | ||||||
| Neutral | — | — | 32.85 | 0.00 | 211.05 | 7,600 | 1,039.20 | 0.00 | 29.57 | — | — | Neutral | ||||||
| Neutral | 1,250 | — | 32.73 | 0.00 | 18.00 | 8,400 | 2,185.00 | 0.00 | — | — | 125 | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.