BANKINDIA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 5200
Spot
134.41
Future
134.61
Forward
134.61
PCR (OI)
0.85
Puts 1.41 Cr / Calls 1.66 Cr
PCR (volume)
0.73
Puts 1,879 / Calls 2,571
Max pain
135
strike with least total payout to holders
Highest OI
140 CE · 130 PE
ΔOI calls +8.16 L · puts +12.90 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 | 5,200 | — | 50.70 | 0.00 | 21.49 | 110 | 0.17 | 0.00 | 33.75 | — | 2.08 L | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 112.50 | 0.32 | 0.00 | 33.10 | — | 1.40 L | Neutral | |||
| Neutral | — | — | 43.03 | 0.00 | 32.09 | 115 | 0.31 | -0.10 | 41.82 | −5,200 | 7.07 L | Neutral | ||||||
| Neutral | — | — | 40.39 | 0.00 | 16.18 | 117.50 | 0.42 | -0.08 | 39.91 | +1.14 L | 2.39 L | Short buildup | ||||||
| Neutral | 41,600 | — | 38.35 | 0.00 | 16.45 | 120 | 0.56 | -0.12 | 37.81 | +2.44 L | 14.61 L | Short buildup | ||||||
| Neutral | 15,600 | — | 36.86 | 0.00 | 13.83 | 122.50 | 0.77 | -0.19 | 36.01 | +72,800 | 2.60 L | Short buildup | ||||||
| Short covering | 7.96 L | −10,400 | 34.31 | +0.63 | 10.63 | 125 | 1.07 | -0.23 | 34.35 | +52,000 | 15.86 L | Short buildup | ||||||
| Short buildup | 3.74 L | +2.24 L | 34.45 | -0.95 | 8.73 | 127.50 | 1.50 | -0.31 | 32.89 | +52,000 | 2.81 L | Short buildup | ||||||
| Short covering | 18.41 L | −36,400 | 31.71 | +1.06 | 6.70 | 130 | 2.05 | -0.44 | 31.15 | +6.86 L | 26.88 L | Short buildup | ||||||
| Long buildup | 9.41 L | +1.87 L | 29.39 | +0.71 | 4.88 | 132.50 | 2.87 | -0.78 | 30.10 | −15,600 | 6.97 L | Long unwinding | ||||||
| Short covering | 22.31 L | −67,600 | 28.84 | +0.69 | 3.51 | 135 | 3.90 | -0.80 | 28.84 | +98,800 | 21.63 L | Short buildup | ||||||
| Long buildup | 5.56 L | +1.66 L | 27.85 | +0.46 | 2.35 | 137.50 | 5.15 | -1.00 | 27.21 | −20,800 | 1.20 L | Long unwinding | ||||||
| Long buildup | 36.82 L | +1.14 L | 27.49 | +0.34 | 1.53 | 140 | 7.00 | -0.50 | 28.43 | — | 13.10 L | Neutral | ||||||
| Long buildup | 10.45 L | +93,600 | 27.77 | +0.24 | 1.00 | 142.50 | 11.45 | 0.00 | 31.49 | — | 62,400 | Neutral | ||||||
| Long buildup | 17.84 L | +93,600 | 27.70 | +0.12 | 0.61 | 145 | 12.40 | 0.00 | 30.95 | — | 5.10 L | Neutral | ||||||
| Short buildup | 2.44 L | +10,400 | 27.32 | -0.19 | 0.34 | 147.50 | 12.00 | 0.00 | 30.16 | — | 5,200 | Neutral | ||||||
| Long buildup | 21.74 L | +57,200 | 28.92 | +0.02 | 0.25 | 150 | 16.85 | 0.00 | 28.92 | — | 4.00 L | Neutral | ||||||
| Neutral | 26,000 | — | 33.57 | 0.00 | 0.18 | 152.50 | 20.60 | 0.00 | 26.32 | — | 31,200 | Neutral | ||||||
| Long unwinding | 5.62 L | −20,800 | 29.61 | -0.03 | 0.09 | 155 | 19.90 | 0.00 | — | — | 6.86 L | Neutral | ||||||
| Long buildup | 2.60 L | +5,200 | 35.64 | +0.04 | 0.10 | 160 | 25.22 | -2.78 | — | +10,400 | 5.04 L | 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 5 near-ATM strikes. Discounting at 8.1% (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.