BANKBARODA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2925
Spot
245.16
Future
248.29
Forward
248.49
PCR (OI)
1.29
Puts 8.31 L / Calls 6.43 L
PCR (volume)
2.35
Puts 308 / Calls 131
Max pain
250
strike with least total payout to holders
Highest OI
250 CE · 230 PE
ΔOI calls +73,125 · puts +1.40 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 | 38.41 | 195 | 2.87 | 0.00 | 28.87 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 34.46 | 200 | 0.95 | 0.00 | 36.76 | −40,950 | 8,775 | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 30.73 | 205 | 5.05 | 0.00 | 28.85 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 27.21 | 210 | 0.75 | -0.53 | 28.45 | −14,625 | 1.02 L | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 27.59 | 212.50 | 3.86 | 0.00 | 28.92 | — | — | Neutral | ||||||
| Neutral | — | — | 19.22 | 0.00 | 23.96 | 215 | 1.00 | -1.00 | 27.12 | −8,775 | 64,350 | Long unwinding | ||||||
| Neutral | — | — | 21.56 | 0.00 | 23.97 | 217.50 | 5.19 | 0.00 | 29.02 | — | — | Neutral | ||||||
| Neutral | — | — | 22.89 | 0.00 | 20.96 | 220 | 1.23 | -1.41 | 25.18 | −23,400 | 1.02 L | Long unwinding | ||||||
| Neutral | — | — | 23.78 | 0.00 | 20.62 | 222.50 | 6.78 | 0.00 | 29.05 | — | — | Neutral | ||||||
| Neutral | — | — | 24.45 | 0.00 | 18.22 | 225 | 3.41 | 0.00 | 29.11 | — | 32,175 | Neutral | ||||||
| Neutral | — | — | 24.96 | 0.00 | 17.59 | 227.50 | 8.69 | 0.00 | 29.16 | — | — | Neutral | ||||||
| Neutral | 14,625 | — | 25.37 | 0.00 | 16.50 | 230 | 2.60 | -2.44 | 23.90 | +14,625 | 1.46 L | Short buildup | ||||||
| Neutral | — | — | 25.67 | 0.00 | 14.85 | 232.50 | 5.50 | 0.00 | 29.26 | — | 5,850 | Neutral | ||||||
| Neutral | — | — | 25.97 | 0.00 | 13.51 | 235 | 3.63 | -2.73 | 23.15 | +52,650 | 67,275 | Short buildup | ||||||
| Neutral | — | — | 26.18 | 0.00 | 12.42 | 237.50 | 13.42 | 0.00 | 29.37 | — | — | Neutral | ||||||
| Short covering | 90,675 | −8,775 | 22.12 | +3.02 | 13.30 | 240 | 5.22 | -3.76 | 23.06 | +52,650 | 1.29 L | Short buildup | ||||||
| Neutral | — | — | 26.53 | 0.00 | 10.30 | 242.50 | 6.02 | -3.98 | 22.61 | +5,850 | 8,775 | Short buildup | ||||||
| Neutral | 14,625 | — | 26.68 | 0.00 | 9.02 | 245 | 7.08 | -16.43 | 22.59 | +17,550 | 17,550 | Short buildup | ||||||
| Neutral | — | — | 26.81 | 0.00 | 8.45 | 247.50 | 19.34 | 0.00 | 29.70 | — | — | Neutral | ||||||
| Long buildup | 3.60 L | +26,325 | 21.80 | +1.51 | 7.76 | 250 | 9.44 | -5.56 | 22.29 | +35,100 | 55,575 | Short buildup | ||||||
| Neutral | — | — | 27.02 | 0.00 | 6.87 | 252.50 | 22.71 | 0.00 | 29.90 | — | — | Neutral | ||||||
| Long buildup | 26,325 | +2,925 | 22.50 | +0.99 | 5.99 | 255 | 30.51 | 0.00 | 30.00 | — | — | Neutral | ||||||
| Neutral | — | — | 27.16 | 0.00 | 5.55 | 257.50 | 26.33 | 0.00 | 30.14 | — | — | Neutral | ||||||
| Long buildup | 93,600 | +52,650 | 22.75 | +0.02 | 4.45 | 260 | 15.66 | -5.84 | 22.21 | +8,775 | 11,700 | Short buildup | ||||||
| Neutral | — | — | 27.28 | 0.00 | 4.43 | 262.50 | 30.16 | 0.00 | 30.46 | — | — | Neutral | ||||||
| Neutral | 43,875 | — | 24.24 | +1.05 | 3.65 | 265 | 19.50 | -18.73 | 22.65 | +2,925 | 2,925 | Short buildup | ||||||
| Neutral | — | — | 27.44 | 0.00 | 3.95 | 270 | 30.00 | 0.00 | 31.05 | — | 35,100 | Neutral | ||||||
| Neutral | — | — | 27.50 | 0.00 | 3.25 | 275 | 27.75 | -6.55 | 22.66 | +38,025 | 40,950 | Short buildup | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 4 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.