BANKINDIA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 5200
Spot
134.41
Future
135.69
Forward
135.69
PCR (OI)
2.69
Puts 2.24 L / Calls 83,200
PCR (volume)
—
Puts 4 / Calls —
Max pain
140
strike with least total payout to holders
Highest OI
140 CE · 115 PE
ΔOI calls +— · puts +5,200
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 33.44 | 0.00 | 20.12 | 115 | 0.70 | -0.17 | 32.04 | −5,200 | 78,000 | Long unwinding | ||||||
| Neutral | — | — | 33.31 | 0.00 | 18.32 | 117.50 | 2.52 | 0.00 | 33.32 | — | — | Neutral | ||||||
| Neutral | — | — | 33.26 | 0.00 | 16.70 | 120 | 1.45 | 0.00 | 33.36 | — | 15,600 | Neutral | ||||||
| Neutral | — | — | 33.25 | 0.00 | 14.78 | 122.50 | 3.93 | 0.00 | 33.34 | — | — | Neutral | ||||||
| Neutral | — | — | 33.19 | 0.00 | 13.68 | 125 | 1.95 | -4.79 | 28.38 | +10,400 | 10,400 | Short buildup | ||||||
| Neutral | — | — | 33.20 | 0.00 | 11.69 | 127.50 | 5.78 | 0.00 | 33.41 | — | — | Neutral | ||||||
| Neutral | 10,400 | — | 33.19 | 0.00 | 9.00 | 130 | 8.50 | 0.00 | 33.39 | — | 15,600 | Neutral | ||||||
| Neutral | — | — | 33.18 | 0.00 | 9.06 | 132.50 | 8.10 | 0.00 | 33.43 | — | — | Neutral | ||||||
| Neutral | 10,400 | — | 33.17 | 0.00 | 6.54 | 135 | 5.10 | 0.00 | 33.46 | — | 20,800 | Neutral | ||||||
| Neutral | — | — | 33.17 | 0.00 | 6.88 | 137.50 | 10.87 | 0.00 | 33.51 | — | — | Neutral | ||||||
| Neutral | 52,000 | — | 33.14 | 0.00 | 3.50 | 140 | 9.70 | 0.00 | 33.55 | — | 10,400 | Neutral | ||||||
| Neutral | — | — | 33.17 | 0.00 | 5.13 | 142.50 | 14.06 | 0.00 | 33.60 | — | — | Neutral | ||||||
| Neutral | 5,200 | — | 33.16 | 0.00 | 4.15 | 145 | 18.16 | 0.00 | 33.66 | — | — | Neutral | ||||||
| Neutral | — | — | 33.14 | 0.00 | 3.76 | 147.50 | 17.64 | 0.00 | 33.80 | — | — | Neutral | ||||||
| Neutral | 5,200 | — | 33.19 | 0.00 | 1.10 | 150 | 21.85 | 0.00 | 33.91 | — | — | Neutral | ||||||
| Neutral | — | — | 33.19 | 0.00 | 3.16 | 155 | 19.65 | 0.00 | 34.16 | — | 72,800 | 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 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.