haylaavo

BANDHANBNK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 3600

Spot
155.24
Future
157.07
Forward
157.07
PCR (OI)
1.25
Puts 6.55 L / Calls 5.22 L
PCR (volume)
0.38
Puts 12 / Calls 32
Max pain
160
strike with least total payout to holders
Highest OI
180 CE · 120 PE
ΔOI calls +57,600 · puts +21,600
Open interest by strike
CallsPuts│ ATM┊ Max pain
075,6001.5 L1.3 L120137.5147.5157.5167.5177.51.5 L190
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········1200.900.0043.39—1.26 LNeutral
·········1251.390.0043.39—79,200Neutral
Neutral——39.810.0058.391301.830.0044.84−3,60097,200Neutral
Neutral——40.700.0047.441351.900.0043.54——Neutral
Neutral——41.030.0021.74137.505.840.0043.55——Neutral
Neutral28,800—41.280.0021.001403.55-0.3242.18+7,20061,200Short buildup
Neutral——41.500.0018.63142.507.680.0043.61——Neutral
Neutral——41.620.0045.531454.70-0.4740.36+14,40079,200Short buildup
Neutral——41.800.0015.83147.509.830.0043.70——Neutral
Neutral——41.880.0041.581505.89-0.5737.40—1.22 LNeutral
Neutral——41.970.0013.35152.5012.290.0043.78——Neutral
Neutral——42.070.0037.831558.50+0.5038.98+3,60010,800Long buildup
Neutral——42.140.0011.17157.5015.060.0043.88——Neutral
Neutral32,400—42.200.008.4416011.580.0043.94—64,800Neutral
Neutral——42.290.009.28162.5018.110.0044.02——Neutral
Neutral3,600—42.320.009.581658.190.0044.12——Neutral
Neutral——42.370.007.65167.5021.430.0044.19——Neutral
Long buildup1.04 L+14,40038.52+0.174.7217013.550.0044.27—10,800Neutral
Neutral——42.430.006.27172.5024.990.0044.39——Neutral
Neutral——42.480.0024.9117512.030.0044.50——Neutral
Neutral——42.520.005.12177.5028.780.0044.64——Neutral
Long buildup1.51 L+14,40038.83+0.132.6218028.000.0044.81—3,600Neutral
Neutral——42.570.004.14182.5032.750.0044.98——Neutral
Neutral36,000—42.590.002.1018516.750.0045.12——Neutral
Short buildup39,600+25,20040.29-0.111.54190·········
Neutral1.19 L—42.09+0.150.95200·········
Short buildup7,200+3,60048.80-7.001.00210·········

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.