BANKBARODA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 2925
Spot
245.16
Future
246.82
Forward
246.88
PCR (OI)
1.04
Puts 3.77 Cr / Calls 3.62 Cr
PCR (volume)
0.58
Puts 16,617 / Calls 28,726
Max pain
243
strike with least total payout to holders
Highest OI
245 CE · 280 PE
ΔOI calls +21.50 L · puts +37.44 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 35.79 | 195 | 0.10 | -0.09 | 43.89 | −8,775 | 3.63 L | Long unwinding | ||||||
| Neutral | 67,275 | — | — | +4.05 | 46.30 | 200 | 0.12 | -0.11 | 40.74 | −1.49 L | 7.31 L | Long unwinding | ||||||
| Neutral | 8,775 | — | — | 0.00 | 37.88 | 205 | 0.14 | -0.18 | 37.39 | −8,775 | 3.71 L | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 207.50 | 0.18 | -0.23 | 36.68 | −5,850 | 2.78 L | Long unwinding | |||
| Short covering | 46,800 | −2,925 | 29.23 | +3.81 | 36.81 | 210 | 0.20 | -0.31 | 35.12 | −23,400 | 10.53 L | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 21.91 | 212.50 | 0.25 | -0.40 | 34.23 | +14,625 | 2.28 L | Short buildup | ||||||
| Neutral | 40,950 | — | — | 0.00 | 20.45 | 215 | 0.29 | -0.52 | 32.87 | −35,100 | 11.47 L | Long unwinding | ||||||
| Neutral | 5,850 | — | — | 0.00 | 23.92 | 217.50 | 0.35 | -0.71 | 31.73 | −49,725 | 2.84 L | Long unwinding | ||||||
| Long buildup | 1.93 L | +14,625 | 24.92 | +4.95 | 26.93 | 220 | 0.43 | -0.83 | 30.69 | −3.28 L | 21.70 L | Long unwinding | ||||||
| Neutral | 38,025 | — | — | 0.00 | 19.19 | 222.50 | 0.51 | -1.11 | 29.38 | — | 3.25 L | Neutral | ||||||
| Short covering | 2.95 L | −11,700 | 26.96 | +3.77 | 22.32 | 225 | 0.63 | -1.34 | 28.32 | −87,750 | 43.14 L | Long unwinding | ||||||
| Neutral | 1.05 L | — | 17.49 | 0.00 | 15.74 | 227.50 | 0.77 | -1.78 | 27.16 | +81,900 | 4.83 L | Short buildup | ||||||
| Short covering | 26.03 L | −1.26 L | 26.01 | +4.50 | 17.77 | 230 | 0.98 | -2.03 | 26.28 | +3.63 L | 33.37 L | Short buildup | ||||||
| Long buildup | 5.29 L | +8,775 | 23.34 | +3.90 | 15.30 | 232.50 | 1.27 | -2.55 | 25.57 | +2.90 L | 11.09 L | Short buildup | ||||||
| Short covering | 32.99 L | −73,125 | 23.81 | +3.65 | 13.31 | 235 | 1.64 | -2.96 | 24.86 | +2.49 L | 30.01 L | Short buildup | ||||||
| Short covering | 3.63 L | −49,725 | 24.24 | +3.31 | 11.47 | 237.50 | 2.14 | -3.41 | 24.34 | +1.73 L | 8.25 L | Short buildup | ||||||
| Short covering | 40.48 L | −6.20 L | 22.89 | +2.60 | 9.43 | 240 | 2.79 | -3.87 | 23.95 | +5.65 L | 39.69 L | Short buildup | ||||||
| Short covering | 7.25 L | −6.73 L | 23.68 | +2.33 | 7.98 | 242.50 | 3.56 | -4.37 | 23.44 | +2.52 L | 12.96 L | Short buildup | ||||||
| Short covering | 58.03 L | −5.53 L | 22.99 | +1.78 | 6.38 | 245 | 4.59 | -4.77 | 23.35 | +7.69 L | 14.45 L | Short buildup | ||||||
| Long buildup | 19.07 L | +14.68 L | 22.97 | +1.43 | 5.11 | 247.50 | 5.72 | -5.46 | 22.94 | +5.03 L | 6.76 L | Short buildup | ||||||
| Long buildup | 52.12 L | +11.93 L | 22.89 | +1.09 | 4.01 | 250 | 7.23 | -5.05 | 23.38 | +8.95 L | 20.42 L | Short buildup | ||||||
| Long buildup | 11.61 L | +4.88 L | 22.93 | +0.83 | 3.11 | 252.50 | 8.71 | -5.70 | 22.93 | +2.43 L | 2.98 L | Short buildup | ||||||
| Long buildup | 20.86 L | +3.16 L | 22.96 | +0.64 | 2.37 | 255 | 10.67 | -4.31 | 23.99 | +1.08 L | 2.22 L | Short buildup | ||||||
| Long buildup | 4.15 L | +96,525 | 22.80 | +0.37 | 1.74 | 257.50 | 12.56 | -5.94 | 24.11 | +14,625 | 35,100 | Short buildup | ||||||
| Long buildup | 33.29 L | +2.08 L | 23.05 | +0.25 | 1.31 | 260 | 14.31 | -6.94 | 22.57 | −43,875 | 9.01 L | Long unwinding | ||||||
| Long buildup | 3.66 L | +43,875 | 23.25 | +0.14 | 0.97 | 262.50 | 22.18 | 0.00 | 32.69 | — | 5,850 | Neutral | ||||||
| Long buildup | 8.66 L | +1.11 L | 23.53 | +0.08 | 0.72 | 265 | 23.35 | 0.00 | 33.36 | — | 52,650 | Neutral | ||||||
| Long buildup | 14.57 L | +2.08 L | 24.50 | +0.04 | 0.42 | 270 | 23.81 | -6.24 | 28.37 | +11,700 | 6.14 L | Short buildup | ||||||
| Short buildup | 12.29 L | +1.02 L | 25.72 | -0.01 | 0.26 | 275 | 40.20 | 0.00 | 37.22 | — | 61,425 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 280 | 32.00 | -8.00 | — | −46,800 | 60.14 L | 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 6.02% (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.