BANDHANBNK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 3600
Spot
155.24
Future
156.15
Forward
156.14
PCR (OI)
0.85
Puts 2.81 Cr / Calls 3.32 Cr
PCR (volume)
0.49
Puts 2,820 / Calls 5,693
Max pain
160
strike with least total payout to holders
Highest OI
160 CE · 150 PE
ΔOI calls +8.21 L · puts +5.80 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 125 | 0.49 | -0.10 | 59.04 | +18,000 | 3.17 L | Short buildup | |||
| · | · | · | · | · | · | · | · | · | 127.50 | 0.56 | -0.08 | 56.41 | +3,600 | 2.12 L | Short buildup | |||
| Neutral | 18,000 | — | — | 0.00 | 25.80 | 130 | 0.71 | -0.12 | 55.13 | +18,000 | 11.05 L | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 132.50 | 0.81 | -0.15 | 52.42 | −43,200 | 2.30 L | Long unwinding | |||
| Neutral | 72,000 | — | 34.35 | 0.00 | 23.82 | 135 | 0.96 | -0.18 | 50.20 | +93,600 | 7.02 L | Short buildup | ||||||
| Neutral | 36,000 | — | 37.29 | 0.00 | 20.63 | 137.50 | 1.19 | -0.21 | 48.61 | −7,200 | 2.12 L | Long unwinding | ||||||
| Short covering | 1.91 L | −7,200 | 52.49 | +1.21 | 18.06 | 140 | 1.47 | -0.26 | 47.00 | −43,200 | 24.59 L | Long unwinding | ||||||
| Neutral | 3.78 L | — | 39.68 | 0.00 | 15.30 | 142.50 | 1.81 | -0.27 | 45.37 | −7,200 | 3.17 L | Long unwinding | ||||||
| Short buildup | 5.51 L | +39,600 | 45.30 | -0.05 | 13.50 | 145 | 2.25 | -0.37 | 43.96 | +25,200 | 19.76 L | Short buildup | ||||||
| Neutral | 2.84 L | — | 40.81 | 0.00 | 17.09 | 147.50 | 2.82 | -0.40 | 42.82 | +1.62 L | 12.10 L | Short buildup | ||||||
| Long buildup | 11.74 L | +46,800 | 41.89 | +0.60 | 9.65 | 150 | 3.53 | -0.49 | 41.86 | −1.26 L | 40.68 L | Long unwinding | ||||||
| Short covering | 5.87 L | −7,200 | 40.75 | +0.48 | 7.98 | 152.50 | 4.33 | -0.68 | 40.57 | −1.19 L | 5.00 L | Long unwinding | ||||||
| Long buildup | 16.16 L | +68,400 | 39.89 | +0.32 | 6.50 | 155 | 5.45 | -0.70 | 40.46 | +4.46 L | 26.64 L | Short buildup | ||||||
| Short covering | 12.56 L | −86,400 | 39.56 | +0.24 | 5.26 | 157.50 | 6.63 | -0.84 | 39.64 | −21,600 | 17.75 L | Long unwinding | ||||||
| Long buildup | 74.27 L | +6.55 L | 39.27 | +0.11 | 4.19 | 160 | 8.04 | -0.86 | 39.27 | +1.66 L | 27.61 L | Short buildup | ||||||
| Short covering | 11.48 L | −1.08 L | 39.40 | +0.21 | 3.34 | 162.50 | 10.52 | 0.00 | 44.74 | — | 17.06 L | Neutral | ||||||
| Long buildup | 27.04 L | +82,800 | 38.90 | +0.04 | 2.55 | 165 | 11.94 | -0.15 | 43.17 | −7,200 | 11.92 L | Neutral | ||||||
| Short covering | 5.80 L | −10,800 | 38.97 | +0.05 | 1.97 | 167.50 | 13.80 | 0.00 | 45.31 | — | 4.43 L | Neutral | ||||||
| Neutral | 41.65 L | +1.04 L | 38.82 | 0.00 | 1.48 | 170 | 15.21 | -1.08 | 37.97 | +10,800 | 8.32 L | Short buildup | ||||||
| Neutral | 4.00 L | +7,200 | 39.42 | 0.00 | 1.16 | 172.50 | 11.41 | 0.00 | 46.12 | — | 1.84 L | Neutral | ||||||
| Short buildup | 40.61 L | +61,200 | 39.78 | -0.01 | 0.89 | 175 | 20.30 | 0.00 | 46.68 | — | 1.48 L | Neutral | ||||||
| Short buildup | 3.71 L | +68,400 | 40.46 | -0.04 | 0.70 | 177.50 | 22.21 | 0.00 | 47.36 | — | 5.33 L | Neutral | ||||||
| Long unwinding | 26.14 L | −2.16 L | 41.64 | -0.01 | 0.58 | 180 | 24.00 | -0.54 | 33.85 | +3,600 | 6.44 L | Neutral | ||||||
| Short buildup | 2.48 L | +1.15 L | 42.53 | -0.02 | 0.47 | 182.50 | 26.35 | 0.00 | 49.14 | — | 1.08 L | Neutral | ||||||
| Short buildup | 5.00 L | +64,800 | 43.36 | -0.03 | 0.38 | 185 | 27.94 | 0.00 | 50.25 | — | 1.30 L | Neutral | ||||||
| Neutral | 1.40 L | −3,600 | 45.77 | 0.00 | 0.37 | 187.50 | 30.34 | 0.00 | 51.34 | — | 10,800 | Neutral | ||||||
| Long unwinding | 11.27 L | −50,400 | 45.86 | -0.02 | 0.28 | 190 | 32.50 | 0.00 | 52.91 | — | 11.38 L | Neutral | ||||||
| Neutral | 3.42 L | — | 42.40 | 0.00 | 0.28 | 195 | 36.25 | 0.00 | 56.09 | — | 39,600 | Neutral | ||||||
| Neutral | 10.58 L | — | 52.26 | -0.03 | 0.20 | 200 | 44.00 | +0.45 | 55.49 | +7,200 | 4.39 L | Long buildup | ||||||
| Neutral | 3,600 | — | 42.25 | 0.00 | 0.20 | 205 | 48.66 | 0.00 | 63.93 | — | 54,000 | Neutral | ||||||
| Neutral | 1.04 L | — | 60.60 | +0.05 | 0.20 | 210 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 82,800 | −3,600 | 57.09 | -0.05 | 0.05 | 220 | · | · | · | · | · | · | · | · | · | |||
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 5.96% (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.