BANKNIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 30

Spot

55,002.20

Future

55,119.80

Forward

55,103.40

23 Nov 2026 29 Dec 2026 25 Jan 2027 30 Mar 2027 29 Jun 2027 28 Sept 2027

PCR (OI)

0.96

Puts 1.28 Cr / Calls 1.33 Cr

PCR (volume)

0.84

Puts 8.26 L / Calls 9.88 L

Max pain

55,500

strike with least total payout to holders

Highest OI

57,000 CE · 58,000 PE

ΔOI calls +5.69 L · puts +6.59 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	41.06	0.96	-9.07	0.00	11,725.60	46,500	10.25	-1.10	-1.99	-0.01	29.69	3,783	+5,250	53,520	Short buildup
Long buildup	21,510	+240	8	—	—	—	+48.10	7,898.10	47,000	13.45	-0.55	-2.45	-0.01	29.01	2,996	−2,220	1.63 L	Long unwinding
Neutral	—	—	—	36.74	0.95	-8.89	0.00	10,757.70	47,500	15.65	-0.70	-2.74	-0.01	27.87	1,955	−390	47,100	Neutral
Neutral	20,580	—	2	—	—	—	-70.00	6,890.00	48,000	18.25	-0.35	-3.06	-0.01	26.71	4,293	+2,520	1.68 L	Short buildup
Neutral	30	—	—	32.45	0.95	-8.69	0.00	5,500.00	48,500	20.85	-0.20	-3.35	-0.02	25.45	3,349	+9,630	53,220	Short buildup
Neutral	—	—	—	31.60	0.95	-8.65	0.00	9,611.35	48,700	73.70	0.00	-0.10	-0.00	15.88	—	—	—	Neutral
Neutral	—	—	—	31.18	0.95	-8.63	0.00	9,516.80	48,800	17.55	-3.65	-2.89	-0.02	23.78	33	—	1,410	Neutral
Neutral	—	—	—	30.76	0.95	-8.61	0.00	9,422.45	48,900	22.05	-0.65	-3.46	-0.02	24.24	82	+480	2,070	Short buildup
Neutral	1,320	—	—	30.34	0.95	-8.59	0.00	5,989.55	49,000	24.25	-0.90	-3.72	-0.02	24.24	8,118	+6,660	2.51 L	Short buildup
Neutral	—	—	—	29.92	0.95	-8.58	0.00	9,234.30	49,100	24.50	-66.15	-3.73	-0.02	23.92	22	+630	630	Short buildup
Neutral	—	—	—	29.50	0.95	-8.56	0.00	9,140.50	49,200	23.10	-5.15	-3.55	-0.02	23.34	73	+210	2,370	Short buildup
Neutral	—	—	—	29.08	0.95	-8.55	0.00	9,046.90	49,300	26.15	-2.65	-3.90	-0.02	23.44	130	+570	2,700	Short buildup
Neutral	—	—	—	28.67	0.94	-8.54	0.00	8,953.50	49,400	24.25	-8.45	-3.66	-0.02	22.80	18	+240	4,020	Short buildup
Neutral	210	—	—	28.25	0.94	-8.53	0.00	4,853.55	49,500	28.95	-2.80	-4.19	-0.03	23.09	5,160	+7,710	82,020	Short buildup
Neutral	—	—	—	27.84	0.94	-8.52	0.00	8,767.40	49,600	26.85	-5.75	-3.94	-0.02	22.44	616	+4,320	14,400	Short buildup
Neutral	—	—	—	27.44	0.94	-8.51	0.00	8,674.70	49,700	26.65	-8.90	-3.90	-0.02	22.05	89	+1,320	3,000	Short buildup
Neutral	—	—	—	27.03	0.94	-8.51	0.00	8,582.20	49,800	31.20	-121.80	-4.39	-0.03	22.26	101	+2,070	2,190	Short buildup
Neutral	—	—	—	26.63	0.94	-8.52	0.00	5,349.00	49,900	32.20	-6.50	-4.48	-0.03	22.01	910	+2,460	27,810	Short buildup
Long buildup	1.04 L	+2,220	284	18.49	0.98	-1.06	+304.50	5,095.30	50,000	34.45	-5.65	-4.70	-0.03	21.89	16,774	+43,560	3.97 L	Short buildup
Neutral	—	—	—	25.84	0.94	-8.54	0.00	8,306.25	50,100	35.65	-6.30	-4.80	-0.03	21.65	902	−480	8,490	Long unwinding
Neutral	—	—	—	25.45	0.94	-8.55	0.00	8,214.75	50,200	36.10	-7.55	-4.82	-0.03	21.32	436	+1,650	5,910	Short buildup
Neutral	—	—	—	25.07	0.94	-8.58	0.00	8,123.55	50,300	38.55	-8.10	-5.05	-0.03	21.19	352	+870	12,540	Short buildup
Neutral	—	—	—	24.69	0.93	-8.61	0.00	8,032.65	50,400	38.95	-11.10	-5.06	-0.04	20.84	317	+1,710	4,350	Short buildup
Neutral	630	—	—	24.32	0.93	-8.65	0.00	4,439.95	50,500	42.85	-9.35	-5.42	-0.04	20.83	9,789	+44,220	1.92 L	Short buildup
Neutral	30	—	—	23.96	0.93	-8.70	0.00	3,841.50	50,600	44.40	-10.85	-5.54	-0.04	20.58	1,424	−9,300	9,030	Long unwinding
Neutral	30	—	—	23.60	0.93	-8.76	0.00	3,751.85	50,700	46.40	-12.15	-5.70	-0.04	20.36	552	−720	11,010	Long unwinding
Neutral	30	—	—	23.25	0.93	-8.84	0.00	3,836.95	50,800	49.10	-13.85	-5.91	-0.04	20.19	1,152	−5,340	21,570	Long unwinding
Neutral	30	—	—	22.91	0.93	-8.92	0.00	4,113.15	50,900	50.70	-15.70	-6.02	-0.05	19.92	785	+900	11,340	Short buildup
Short covering	49,080	−2,370	542	19.29	0.95	-4.97	+287.80	4,135.30	51,000	56.00	-14.95	-6.45	-0.05	19.92	18,348	+12,030	4.09 L	Short buildup
Neutral	30	—	—	22.26	0.92	-9.13	0.00	3,580.45	51,100	58.05	-16.45	-6.58	-0.05	19.66	1,830	−6,720	13,740	Long unwinding
Neutral	30	—	—	21.95	0.92	-9.25	0.00	3,533.55	51,200	60.70	-19.45	-6.76	-0.06	19.44	1,698	−7,470	13,200	Long unwinding
Neutral	30	—	—	21.65	0.92	-9.39	0.00	3,818.20	51,300	64.60	-20.95	-7.03	-0.06	19.29	1,342	−8,700	12,990	Long unwinding
Neutral	30	—	—	21.36	0.91	-9.55	0.00	3,727.05	51,400	67.30	-22.80	-7.20	-0.06	19.04	1,121	+960	13,140	Short buildup
Neutral	300	—	—	21.08	0.91	-9.73	0.00	2,833.45	51,500	74.50	-22.10	-7.70	-0.07	19.06	15,482	−8,910	2.20 L	Long unwinding
Neutral	180	—	—	20.81	0.91	-9.92	0.00	3,001.95	51,600	78.15	-24.95	-7.91	-0.07	18.84	1,580	+1,500	15,900	Short buildup
Neutral	60	—	—	20.55	0.90	-10.13	0.00	3,165.00	51,700	84.40	-24.65	-8.30	-0.08	18.75	5,032	−25,350	17,490	Long unwinding
Neutral	180	—	5	13.59	0.97	-2.12	+610.00	3,310.00	51,800	87.70	-30.70	-8.47	-0.08	18.49	3,628	+4,680	61,830	Short buildup
Neutral	30	—	—	20.07	0.89	-10.62	0.00	3,276.20	51,900	95.10	-33.70	-8.90	-0.08	18.42	2,828	+3,420	23,160	Short buildup
Short covering	41,730	−660	250	17.40	0.92	-7.47	+250.75	3,175.00	52,000	100.85	-35.45	-9.20	-0.09	18.25	33,207	+23,520	4.91 L	Short buildup
Short covering	60	−90	3	13.29	0.96	-2.89	+647.50	3,018.75	52,100	107.05	-41.20	-9.51	-0.09	18.08	3,223	+4,200	19,470	Short buildup
Short covering	60	−30	1	17.72	0.90	-9.02	+200.45	3,001.40	52,200	114.90	-42.65	-9.91	-0.10	17.96	3,388	+18,390	52,290	Short buildup
Long unwinding	60	−30	1	—	—	—	-49.55	2,671.60	52,300	120.85	-45.30	-10.16	-0.11	17.75	2,236	+3,270	20,040	Short buildup
Neutral	210	—	5	14.50	0.93	-5.71	+16.10	2,754.60	52,400	129.55	-47.95	-10.56	-0.11	17.62	2,358	−6,180	16,920	Long unwinding
Long buildup	6,420	+1,140	90	—	—	—	+117.40	2,575.25	52,500	142.00	-48.35	-11.14	-0.12	17.62	23,629	+720	3.15 L	Neutral
Neutral	210	—	—	18.74	0.85	-12.92	0.00	2,384.20	52,600	148.65	-54.35	-11.36	-0.13	17.37	1,913	+3,060	18,000	Short buildup
Neutral	480	—	—	18.60	0.84	-13.32	0.00	1,990.90	52,700	158.20	-58.55	-11.72	-0.14	17.22	1,736	+780	34,080	Short buildup
Neutral	10,560	+30	16	17.60	0.85	-12.46	+208.30	2,479.40	52,800	171.55	-60.55	-12.23	-0.15	17.16	2,893	+4,530	40,470	Short buildup
Short covering	690	−30	1	13.94	0.89	-7.68	+129.70	2,291.50	52,900	182.45	-61.80	-12.59	-0.15	17.00	3,182	+14,700	44,070	Short buildup
Short covering	83,430	−3,660	935	16.87	0.83	-12.61	+240.00	2,290.45	53,000	196.75	-67.05	-13.07	-0.16	16.92	35,874	+23,850	4.41 L	Short buildup
Neutral	1,440	—	6	16.57	0.83	-12.77	+227.05	2,198.40	53,100	208.70	-71.55	-13.40	-0.17	16.75	3,762	+6,240	28,050	Short buildup
Neutral	5,790	−30	15	16.60	0.81	-13.41	+215.85	2,118.40	53,200	224.30	-74.70	-13.85	-0.18	16.65	5,439	+20,100	57,060	Short buildup
Long buildup	2,100	+60	22	16.85	0.80	-14.38	+236.15	2,047.90	53,300	239.60	-76.45	-14.24	-0.19	16.52	4,698	+9,810	38,610	Short buildup
Long buildup	3,840	+90	12	16.61	0.79	-14.62	+213.90	1,960.90	53,400	256.70	-82.30	-14.65	-0.21	16.41	5,198	+14,940	45,990	Short buildup
Short covering	71,490	−1,800	856	16.11	0.78	-14.48	+208.80	1,864.60	53,500	273.20	-92.70	-14.99	-0.22	16.26	21,769	+28,920	4.66 L	Short buildup
Neutral	12,570	−120	23	9.79	0.88	-5.75	-17.10	1,572.25	53,600	292.05	-96.80	-15.36	-0.23	16.14	5,327	+11,010	64,020	Short buildup
Short covering	13,650	−480	86	16.16	0.75	-15.66	+195.90	1,715.80	53,700	311.10	-104.25	-15.69	-0.24	15.99	5,644	+2,880	63,930	Short buildup
Short covering	33,360	−630	248	15.78	0.74	-15.66	+189.20	1,626.50	53,800	334.00	-106.70	-16.09	-0.26	15.91	8,607	+3,360	1.10 L	Short buildup
Neutral	37,500	+150	300	15.84	0.72	-16.25	+185.35	1,557.30	53,900	354.20	-115.40	-16.34	-0.27	15.74	7,732	+6,000	96,690	Short buildup
Short covering	3.99 L	−7,620	6,619	15.59	0.71	-16.40	+181.30	1,475.85	54,000	382.40	-121.25	-16.77	-0.29	15.71	47,462	+37,350	8.29 L	Short buildup
Neutral	38,580	+120	372	15.54	0.69	-16.80	+177.65	1,405.05	54,100	406.80	-124.85	-17.02	-0.30	15.57	7,359	+9,360	85,140	Short buildup
Short covering	60,150	−3,120	1,039	15.45	0.68	-17.10	+162.25	1,333.70	54,200	433.80	-132.20	-17.27	-0.32	15.45	6,933	+9,960	1.17 L	Short buildup
Short covering	50,160	−1,080	1,441	15.28	0.66	-17.27	+161.55	1,259.85	54,300	461.80	-138.35	-17.48	-0.34	15.32	8,029	−3,150	91,650	Long unwinding
Long buildup	51,420	+930	2,641	15.15	0.64	-17.46	+149.70	1,189.70	54,400	494.50	-143.25	-17.73	-0.36	15.26	13,213	−1,350	1.01 L	Long unwinding
Short covering	3.57 L	−14,370	24,589	15.06	0.62	-17.67	+148.40	1,123.55	54,500	526.90	-149.20	-17.90	-0.37	15.15	52,875	+25,560	5.31 L	Short buildup
Short covering	64,740	−18,420	19,035	14.99	0.61	-17.87	+141.60	1,059.90	54,600	558.45	-161.35	-17.96	-0.39	14.99	36,822	+11,340	1.06 L	Short buildup
Short covering	1.03 L	−28,620	37,388	14.84	0.59	-17.92	+129.30	994.00	54,700	595.95	-164.50	-18.08	-0.41	14.91	33,918	+11,190	1.23 L	Short buildup
Short covering	1.41 L	−4,770	57,024	14.77	0.57	-18.03	+124.15	934.30	54,800	634.45	-170.55	-18.14	-0.43	14.82	54,894	+28,620	1.35 L	Short buildup
Long buildup	1.31 L	+7,380	63,649	14.67	0.55	-18.05	+116.20	874.85	54,900	674.25	-177.55	-18.14	-0.45	14.71	70,734	+57,090	1.81 L	Short buildup
Long buildup	12.23 L	+86,580	1.61 L	14.59	0.53	-18.05	+111.35	818.15	55,000	715.15	-186.60	-18.07	-0.47	14.59	1.20 L	+1.13 L	12.33 L	Short buildup
Long buildup	1.68 L	+57,270	26,114	14.50	0.51	-17.99	+102.90	763.45	55,100	760.80	-191.50	-18.01	-0.49	14.52	22,642	+62,310	1.58 L	Short buildup
Long buildup	98,850	+19,920	23,942	14.41	0.49	-17.88	+96.50	710.45	55,200	805.15	-200.80	-17.83	-0.51	14.38	13,384	+3,900	50,220	Short buildup
Long buildup	75,630	+11,670	18,732	14.34	0.46	-17.75	+92.80	660.90	55,300	849.95	-216.05	-17.55	-0.53	14.22	7,053	+8,100	51,000	Short buildup
Short covering	53,220	−8,790	15,302	14.22	0.44	-17.50	+85.15	610.35	55,400	900.15	-221.15	-17.30	-0.55	14.11	2,579	+600	23,790	Short buildup
Long buildup	7.30 L	+67,170	58,092	14.13	0.42	-17.24	+79.60	563.90	55,500	955.40	-222.15	-17.07	-0.58	14.06	12,934	+6,960	4.92 L	Short buildup
Short covering	43,290	−570	10,650	14.06	0.40	-16.95	+74.70	520.40	55,600	1,008.45	-230.25	-16.69	-0.60	13.93	624	+1,200	11,790	Short buildup
Short covering	46,050	−1,530	8,429	13.95	0.38	-16.56	+65.10	477.20	55,700	1,063.50	-218.30	-16.24	-0.62	13.79	634	+240	17,130	Short buildup
Long buildup	57,990	+3,480	9,455	13.87	0.36	-16.18	+59.45	437.95	55,800	1,122.25	-249.00	-15.79	-0.64	13.68	407	+810	41,310	Short buildup
Long buildup	43,860	+2,610	11,553	13.82	0.34	-15.77	+55.80	401.65	55,900	1,179.60	-244.10	-15.18	-0.66	13.49	190	+360	9,930	Short buildup
Long buildup	11.08 L	+47,610	82,346	13.70	0.32	-15.24	+48.95	364.50	56,000	1,254.65	-248.70	-14.98	-0.68	13.63	8,524	−2,910	5.29 L	Neutral
Short covering	62,340	−6,270	9,263	13.66	0.30	-14.78	+46.10	333.45	56,100	1,317.80	-257.15	-14.34	-0.70	13.48	88	+450	7,950	Short buildup
Long buildup	79,800	+6,570	8,131	13.61	0.28	-14.26	+39.90	303.30	56,200	1,395.95	-249.80	-14.07	-0.72	13.61	247	+420	10,320	Short buildup
Long buildup	74,070	+3,870	8,217	13.54	0.26	-13.71	+37.00	274.85	56,300	1,462.70	-279.75	-13.35	-0.74	13.45	244	−210	10,050	Long unwinding
Long buildup	55,590	+630	5,899	13.49	0.24	-13.13	+34.00	248.60	56,400	1,540.00	-268.80	-12.89	-0.76	13.48	140	+450	5,160	Short buildup
Long buildup	3.86 L	+13,050	34,281	13.46	0.22	-12.57	+31.20	225.10	56,500	1,609.10	-279.25	-12.04	-0.78	13.27	1,467	+6,750	1.16 L	Short buildup
Long buildup	94,590	+14,310	7,301	13.36	0.21	-11.90	+26.70	201.00	56,600	1,682.30	-263.60	-11.24	-0.80	13.11	54	−180	15,660	Long unwinding
Long buildup	71,970	+12,120	9,703	13.31	0.19	-11.28	+22.15	180.35	56,700	1,802.50	-209.75	-12.31	-0.79	14.18	4	+60	5,130	Short buildup
Long buildup	73,680	+10,950	8,062	13.23	0.17	-10.60	+18.85	160.10	56,800	1,929.80	-270.20	-13.65	-0.79	15.44	18	−330	4,530	Long unwinding
Long buildup	86,940	+32,100	8,200	13.20	0.16	-10.01	+15.30	143.35	56,900	1,914.90	-131.60	-8.79	-0.85	12.62	6	+90	2,460	Short buildup
Long buildup	18.28 L	+40,500	65,880	13.20	0.15	-9.47	+14.15	129.10	57,000	2,015.05	-291.85	-8.95	-0.85	13.09	1,609	−2,430	6.27 L	Neutral
Long buildup	71,550	+18,810	5,065	13.10	0.13	-8.76	+10.30	112.85	57,100	2,112.00	-17.05	-8.94	-0.86	13.46	4	+30	1,080	Short buildup
Long buildup	1.40 L	+30,900	7,031	13.08	0.12	-8.19	+9.80	100.45	57,200	2,170.00	-380.00	-6.68	-0.89	12.33	10	−150	1,200	Long unwinding
Long buildup	1.05 L	+16,470	6,136	13.25	0.11	-7.91	+11.60	93.70	57,300	2,316.15	0.00	-8.38	-0.87	13.83	—	—	4,410	Neutral
Long buildup	81,660	+16,710	3,356	13.22	0.10	-7.35	+9.60	83.05	57,400	2,383.60	0.00	-7.57	-0.89	13.66	—	—	720	Neutral
Short covering	4.36 L	−21,000	22,696	13.17	0.09	-6.77	+7.75	72.80	57,500	2,460.95	-271.60	-6.38	-0.90	13.21	82	−360	1.32 L	Neutral
Long buildup	58,410	+3,540	4,151	13.24	0.08	-6.38	+7.30	66.05	57,600	2,510.00	0.00	-5.92	-0.91	13.23	—	—	810	Neutral
Long buildup	41,910	+2,790	2,076	13.24	0.08	-5.92	+6.10	58.60	57,700	2,600.00	0.00	-5.06	-0.93	12.97	—	—	2,130	Neutral
Long buildup	63,570	+12,300	3,995	13.27	0.07	-5.51	+5.65	52.40	57,800	2,800.00	0.00	-4.19	-0.94	12.65	—	—	840	Neutral
Long buildup	60,660	+900	2,373	13.29	0.06	-5.09	+5.05	46.55	57,900	2,750.00	0.00	-3.29	-0.95	12.26	—	—	750	Neutral
Neutral	16.11 L	+4,260	48,728	13.24	0.06	-4.61	+4.10	40.25	58,000	2,905.15	-295.90	-2.15	-0.96	11.56	1,137	−12,390	13.38 L	Neutral
Long buildup	72,420	+8,850	2,329	13.36	0.05	-4.37	+3.45	37.05	58,100	3,297.60	0.00	-1.36	-0.97	11.04	—	—	210	Neutral
Long buildup	74,160	+3,450	2,428	13.42	0.05	-4.07	+2.65	33.35	58,200	3,143.55	-646.45	-5.66	-0.93	15.12	20	+150	390	Short buildup
Long buildup	30,420	+14,520	2,743	13.54	0.04	-3.85	+2.85	30.65	58,300	3,543.35	0.00	—	—	—	—	—	1,740	Neutral
Neutral	—	—	—	16.40	0.07	-7.07	0.00	2,289.40	58,400	3,580.00	0.00	—	—	—	—	—	930	Neutral
Long buildup	2.65 L	+32,370	14,953	13.69	0.04	-3.36	+2.65	25.15	58,500	3,350.00	-350.00	—	—	—	53	−30	69,150	Neutral
Neutral	—	—	—	16.38	0.06	-6.19	0.00	2,196.40	58,600	3,977.65	0.00	—	—	—	—	—	30	Neutral
Neutral	—	—	—	16.38	0.06	-5.78	0.00	2,150.90	58,700	4,074.25	0.00	—	—	—	—	—	30	Neutral
Neutral	—	—	—	16.37	0.05	-5.38	0.00	2,106.10	58,800	4,156.25	0.00	—	—	—	—	—	240	Neutral
Neutral	—	—	—	16.37	0.05	-5.00	0.00	2,061.90	58,900	4,268.70	0.00	—	—	—	—	—	30	Neutral
Long buildup	4.87 L	+31,920	19,258	14.26	0.02	-2.51	+1.85	16.60	59,000	3,869.45	-310.55	—	—	—	112	−630	1.99 L	Neutral
Neutral	—	—	—	16.36	0.04	-4.30	0.00	1,975.55	59,100	4,258.85	0.00	—	—	—	—	—	90	Neutral
Long buildup	16,320	+6,000	2,227	14.66	0.02	-2.37	+2.50	15.25	59,200	4,562.85	0.00	—	—	—	—	—	30	Neutral
Long buildup	5,310	+450	440	14.55	0.02	-2.07	+1.50	12.75	59,300	4,081.60	0.00	—	—	—	—	—	180	Neutral
Neutral	—	—	—	16.34	0.03	-3.38	0.00	1,850.90	59,400	2,854.30	0.00	—	—	—	—	—	—	Neutral
Long buildup	1.11 L	+6,930	3,246	14.95	0.02	-1.96	+0.95	11.80	59,500	4,716.60	0.00	—	—	—	—	—	7,200	Neutral
Long buildup	11,160	+690	469	15.09	0.02	-1.88	+1.35	11.10	59,600	2,971.45	0.00	—	—	—	—	—	—	Neutral
Short covering	7,500	−330	284	15.04	0.01	-1.66	+0.20	9.50	59,700	4,440.00	0.00	—	—	—	—	—	120	Neutral
Long buildup	7,380	+1,110	1,193	15.19	0.01	-1.59	+0.25	8.95	59,800	5,436.75	0.00	—	—	—	—	—	120	Neutral
Long buildup	23,670	+7,920	666	15.61	0.01	-1.70	+1.60	9.65	59,900	5,535.40	0.00	—	—	—	—	—	60	Neutral
Long buildup	5.00 L	+23,310	11,735	15.85	0.01	-1.68	+0.45	9.50	60,000	4,868.70	-283.50	—	—	—	519	+8,910	2.17 L	Short buildup
Long buildup	16,470	+1,620	216	16.08	0.01	-1.67	+1.35	9.35	60,100	5,457.05	0.00	—	—	—	—	—	30	Neutral
Long unwinding	2,250	−240	37	15.98	0.01	-1.45	-0.20	7.85	60,200	3,338.10	0.00	—	—	—	—	—	—	Neutral
Short covering	4,170	−1,440	182	16.13	0.01	-1.40	+0.50	7.45	60,300	3,401.35	0.00	—	—	—	—	—	—	Neutral
Long unwinding	3,750	−660	143	16.21	0.01	-1.31	-0.50	6.85	60,400	6,029.10	0.00	—	—	—	—	—	120	Neutral
Long buildup	15,570	+480	489	16.63	0.01	-1.40	+0.35	7.40	60,500	6,016.70	0.00	—	—	—	—	—	3,930	Neutral
Short buildup	5,700	+210	193	16.69	0.01	-1.30	-0.35	6.75	60,600	3,594.80	0.00	—	—	—	—	—	—	Neutral
Long buildup	2,400	+750	162	16.88	0.01	-1.27	+0.60	6.55	60,700	3,660.45	0.00	—	—	—	—	—	—	Neutral
Short covering	1,830	−150	15	16.95	0.01	-1.19	+0.45	6.00	60,800	3,726.70	0.00	—	—	—	—	—	—	Neutral
Long unwinding	1,260	−1,920	103	17.21	0.01	-1.20	-0.65	6.05	60,900	3,793.55	0.00	—	—	—	—	—	—	Neutral
Short covering	1.13 L	−9,300	2,161	17.59	0.01	-1.27	+0.25	6.45	61,000	5,843.90	-273.80	—	—	—	167	−180	49,350	Neutral
Short covering	690	−150	16	17.62	0.01	-1.17	+0.05	5.80	61,100	3,928.95	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	16.28	0.00	-0.58	0.00	1,220.85	61,200	3,997.50	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	16.27	0.00	-0.52	0.00	1,191.45	61,300	4,066.60	0.00	—	—	—	—	—	—	Neutral
Neutral	6,180	—	296	18.09	0.01	-1.07	+0.30	5.15	61,400	4,136.30	0.00	—	—	—	—	—	—	Neutral
Long unwinding	25,860	−360	244	18.45	0.01	-1.12	-0.45	5.45	61,500	7,053.10	0.00	—	—	—	—	—	2,820	Neutral
Neutral	—	—	—	16.26	0.00	-0.36	0.00	1,106.55	61,600	4,277.25	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	16.26	0.00	-0.32	0.00	1,079.35	61,700	4,348.55	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	16.26	0.00	-0.29	0.00	1,052.65	61,800	4,420.35	0.00	—	—	—	—	—	—	Neutral
Short buildup	90	+90	5	19.17	0.01	-1.04	-1,021.55	4.90	61,900	4,492.70	0.00	—	—	—	—	—	—	Neutral
Short buildup	77,580	+810	1,145	18.87	0.01	-0.84	-0.05	3.80	62,000	6,840.00	-310.00	—	—	—	4	−90	91,410	Neutral
Short covering	2,610	−30	77	19.36	0.01	-0.93	+0.45	4.30	62,100	4,641.50	0.00	—	—	—	—	—	—	Neutral
Neutral	30	—	—	16.25	0.00	-0.17	0.00	3.60	62,200	4,715.50	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	16.25	0.00	-0.15	0.00	929.75	62,300	7,068.25	0.00	—	—	—	—	—	30	Neutral
Neutral	—	—	—	16.26	0.00	-0.13	0.00	906.25	62,400	7,167.15	0.00	—	—	—	—	—	30	Neutral
Short buildup	25,830	+1,170	161	19.81	0.00	-0.78	-0.50	3.45	62,500	6,050.00	0.00	—	—	—	—	—	60	Neutral
Neutral	120	+30	1	20.24	0.01	-0.85	0.00	3.80	62,600	7,365.05	0.00	—	—	—	—	—	30	Neutral
Neutral	30	—	1	20.28	0.00	-0.80	0.00	3.50	62,700	7,464.15	0.00	—	—	—	—	—	30	Neutral
Neutral	180	—	—	16.22	0.00	-0.08	0.00	3.35	62,800	7,563.30	0.00	—	—	—	—	—	30	Neutral
Short buildup	60	+30	2	20.33	0.00	-0.68	-1.70	2.90	62,900	8,296.05	0.00	—	—	—	—	—	30	Neutral
Short buildup	1.40 L	+7,800	2,388	20.21	0.00	-0.59	-0.10	2.45	63,000	7,970.85	+212.00	-10.69	-0.94	34.28	3	+90	46,620	Neutral
Short buildup	21,090	+8,040	678	21.31	0.00	-0.61	-0.35	2.50	63,500	8,508.60	0.00	—	—	—	—	—	2,280	Neutral
Neutral	44,550	−120	527	22.00	0.00	-0.53	-0.20	2.10	64,000	9,054.65	-46.00	-18.00	-0.92	42.64	8	−90	14,310	Neutral
Long buildup	18,270	+540	212	23.17	0.00	-0.57	+0.20	2.25	64,500	9,590.35	0.00	—	—	—	—	—	6,270	Neutral
Neutral	73,410	−720	2,370	23.82	0.00	-0.49	+0.10	1.90	65,000	9,840.75	-139.30	—	—	—	15	+180	59,100	Neutral
Neutral	21,120	+1,710	463	25.04	0.00	-0.54	0.00	2.10	65,500	10,335.85	0.00	—	—	—	—	—	840	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 6.73% (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.