haylaavo

BANDHANBNK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 3600

Spot
155.24
Future
158.10
Forward
158.10
PCR (OI)
11.00
Puts 1.19 L / Calls 10,800
PCR (volume)
0.33
Puts 1 / Calls 3
Max pain
150
strike with least total payout to holders
Highest OI
170 CE · 150 PE
ΔOI calls +3,600 · puts +3,600
Open interest by strike
CallsPuts│ ATM┊ Max pain
032,40064,80012014064,8001501603,600170180190
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——35.000.0036.651202.890.0043.60——Neutral
Neutral——39.070.0029.191305.270.0043.76——Neutral
Neutral——40.580.0022.731408.660.0043.89——Neutral
Neutral——40.990.0019.911455.900.0043.96—54,000Neutral
Neutral——41.320.0017.351507.18-0.6736.86+3,60064,800Short buildup
Neutral——41.560.0015.0515515.740.0044.21——Neutral
Neutral——41.720.0012.9916018.610.0044.35——Neutral
Neutral——41.870.0011.1716521.710.0044.51——Neutral
Neutral3,600—41.980.008.1017025.030.0044.71——Neutral
Neutral——42.110.008.1517528.540.0044.92——Neutral
Short buildup3,600+3,60035.57-3.293.6518032.250.0045.22——Neutral
Neutral3,600—42.250.003.5118536.110.0045.53——Neutral
Neutral——42.320.004.9619040.120.0045.88——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 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.