haylaavo

BANKBARODA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 2925

Spot
245.16
Future
250.32
Forward
250.32
PCR (OI)
—
Puts 5,850 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
240
strike with least total payout to holders
Highest OI
— CE · 235 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
01,462.52,9252002102202302,925240250260270
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.0039.742002.720.0029.08——Neutral
Neutral———0.0035.752053.650.0029.12——Neutral
Neutral———0.0031.962104.790.0029.22——Neutral
Neutral——19.230.0028.402156.150.0029.29——Neutral
Neutral——22.110.0025.072207.740.0029.36——Neutral
Neutral——23.560.0022.002259.600.0029.46——Neutral
Neutral——24.480.0019.1923011.710.0029.59——Neutral
Neutral——25.130.0016.632358.000.0029.73—2,925Neutral
Neutral——25.630.0014.3224010.000.0029.87—2,925Neutral
Neutral——25.980.0012.2624519.550.0030.04——Neutral
Neutral——26.260.0010.4425022.650.0030.24——Neutral
Neutral——26.490.008.8325525.970.0030.47——Neutral
Neutral——26.690.007.4326029.490.0030.74——Neutral
Neutral——26.840.006.2326533.210.0031.06——Neutral
Neutral——26.980.005.1827037.080.0031.43——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 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.