BANKNIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 30

Spot

55,002.20

Future

55,487.00

Forward

55,481.91

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

PCR (OI)

1.06

Puts 12.60 L / Calls 11.89 L

PCR (volume)

0.93

Puts 15,030 / Calls 16,245

Max pain

56,800

strike with least total payout to holders

Highest OI

60,000 CE · 57,000 PE

ΔOI calls +76,020 · puts +39,540

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
·	·	·	·	·	·	·	·	·	45,000	31.30	-2.30	-1.87	-0.02	25.17	177	−300	50,340	Neutral
Neutral	—	—	—	21.84	0.97	-0.22	0.00	15,478.70	46,500	75.00	0.00	-0.23	-0.00	16.05	—	—	690	Neutral
Neutral	1,500	—	—	20.81	0.97	-0.34	0.00	7,411.90	47,000	100.00	0.00	-0.36	-0.00	16.05	—	—	1,830	Neutral
Neutral	30	—	—	19.87	0.97	-0.51	0.00	7,200.00	47,500	96.00	0.00	-0.56	-0.01	16.05	—	—	2,790	Neutral
Neutral	960	—	—	19.06	0.97	-0.74	0.00	6,850.00	48,000	64.90	-13.00	-3.06	-0.04	20.75	346	−630	23,520	Long unwinding
Neutral	60	—	—	18.38	0.96	-1.07	0.00	6,000.00	48,500	173.60	0.00	-1.20	-0.02	16.04	—	—	90	Neutral
Neutral	—	—	—	18.15	0.96	-1.23	0.00	6,530.00	48,700	256.55	0.00	-1.37	-0.02	16.04	—	—	—	Neutral
Neutral	—	—	—	18.04	0.96	-1.31	0.00	6,443.05	48,800	268.15	0.00	-1.47	-0.02	16.04	—	—	—	Neutral
Neutral	—	—	—	17.94	0.96	-1.40	0.00	6,356.55	48,900	280.15	0.00	-1.57	-0.02	16.04	—	—	—	Neutral
Neutral	1,110	—	—	17.84	0.95	-1.50	0.00	5,900.00	49,000	85.80	-17.50	-3.65	-0.05	19.32	126	+210	7,200	Short buildup
Neutral	—	—	—	17.74	0.95	-1.60	0.00	6,184.75	49,100	305.45	0.00	-1.78	-0.03	16.04	—	—	—	Neutral
Neutral	—	—	—	17.66	0.95	-1.71	0.00	6,099.50	49,200	318.75	0.00	-1.90	-0.03	16.04	—	—	—	Neutral
Neutral	—	—	—	17.57	0.95	-1.82	0.00	6,014.70	49,300	204.40	0.00	-2.01	-0.03	16.04	—	—	720	Neutral
Neutral	—	—	—	17.49	0.95	-1.93	0.00	5,930.35	49,400	187.35	0.00	-2.14	-0.03	16.04	—	—	270	Neutral
Neutral	60	—	—	17.42	0.95	-2.05	0.00	5,350.00	49,500	99.50	-21.00	-3.99	-0.06	18.62	21	−30	3,240	Neutral
Neutral	—	—	—	17.35	0.94	-2.18	0.00	5,763.05	49,600	190.00	0.00	-2.40	-0.04	16.04	—	—	240	Neutral
Neutral	—	—	—	17.28	0.94	-2.31	0.00	5,680.15	49,700	213.30	0.00	-2.54	-0.04	16.04	—	—	270	Neutral
Neutral	—	—	—	17.21	0.94	-2.45	0.00	5,597.70	49,800	128.70	0.00	-2.69	-0.04	16.04	—	—	1,350	Neutral
Neutral	—	—	—	17.15	0.94	-2.60	0.00	5,515.75	49,900	121.65	-34.45	-4.54	-0.07	18.39	4	+120	390	Short buildup
Neutral	6,450	—	—	17.10	0.93	-2.75	0.00	5,187.75	50,000	126.90	-26.60	-4.66	-0.07	18.30	635	+1,110	32,430	Short buildup
Neutral	60	—	—	17.04	0.93	-2.90	0.00	5,162.75	50,100	205.00	0.00	-3.15	-0.05	16.04	—	—	360	Neutral
Neutral	—	—	—	16.99	0.93	-3.06	0.00	5,273.00	50,200	139.45	-70.85	-4.94	-0.08	18.17	3	—	390	Neutral
Neutral	—	—	—	16.95	0.92	-3.23	0.00	5,193.10	50,300	153.50	-68.20	-5.27	-0.08	18.33	12	+240	630	Short buildup
Neutral	—	—	—	16.90	0.92	-3.40	0.00	5,113.80	50,400	237.40	0.00	-3.66	-0.06	16.04	—	—	690	Neutral
Neutral	30	—	—	16.86	0.92	-3.57	0.00	4,720.00	50,500	150.00	-35.75	-5.12	-0.08	17.66	61	+840	3,720	Short buildup
Neutral	—	—	—	16.82	0.91	-3.75	0.00	4,956.80	50,600	174.00	-4.95	-5.66	-0.09	18.07	12	+180	450	Short buildup
Neutral	—	—	—	16.78	0.91	-3.94	0.00	5,010.00	50,700	170.10	-57.90	-5.54	-0.09	17.67	3	—	420	Neutral
Neutral	—	—	—	16.75	0.90	-4.13	0.00	4,802.10	50,800	202.80	+14.90	-6.24	-0.10	18.25	5	+120	450	Long buildup
Neutral	—	—	—	16.72	0.90	-4.32	0.00	4,725.60	50,900	208.35	-82.20	-6.32	-0.11	18.09	5	−60	570	Long unwinding
Neutral	570	—	2	13.76	0.93	-2.19	+2.20	4,510.00	51,000	187.25	-42.10	-5.82	-0.10	17.26	1,346	−15,270	49,770	Long unwinding
Neutral	—	—	—	16.66	0.89	-4.72	0.00	4,574.40	51,100	194.00	-40.70	-5.93	-0.11	17.13	5	+30	360	Short buildup
Neutral	—	—	—	16.63	0.89	-4.93	0.00	4,499.70	51,200	225.00	+1.55	-6.53	-0.12	17.59	6	−90	630	Short covering
Neutral	—	—	—	16.60	0.88	-5.14	0.00	4,425.60	51,300	239.00	+6.05	-6.77	-0.12	17.60	6	−60	660	Short covering
Neutral	—	—	—	16.58	0.88	-5.35	0.00	4,354.10	51,400	218.30	-41.75	-6.31	-0.12	16.82	3	+90	630	Short buildup
Neutral	—	—	—	16.56	0.87	-5.56	0.00	4,281.10	51,500	231.15	-43.45	-6.51	-0.12	16.81	250	−570	18,870	Long unwinding
Neutral	—	—	—	16.53	0.86	-5.78	0.00	4,208.75	51,600	236.10	-46.35	-6.56	-0.13	16.61	7	−90	270	Long unwinding
Neutral	—	—	—	16.51	0.86	-6.00	0.00	4,137.05	51,700	265.70	-28.50	-7.06	-0.14	16.93	19	+30	360	Short buildup
Neutral	—	—	—	16.49	0.85	-6.22	0.00	4,066.00	51,800	256.30	-53.30	-6.83	-0.14	16.42	73	+1,830	2,160	Short buildup
Neutral	—	—	—	16.48	0.85	-6.45	0.00	3,993.50	51,900	267.45	-65.80	-6.97	-0.14	16.33	15	+300	510	Short buildup
Long buildup	2,400	+30	2	15.75	0.85	-6.05	+236.65	3,700.00	52,000	282.95	-56.25	-7.19	-0.15	16.32	793	+3,720	42,420	Short buildup
Neutral	—	—	—	16.44	0.83	-6.90	0.00	3,855.00	52,100	291.05	-50.95	-7.26	-0.15	16.16	44	+270	510	Short buildup
Neutral	—	—	—	16.43	0.83	-7.12	0.00	3,786.75	52,200	302.75	-88.60	-7.39	-0.16	16.05	61	−60	450	Long unwinding
Neutral	—	—	—	16.41	0.82	-7.35	0.00	3,719.20	52,300	316.50	-93.30	-7.54	-0.17	15.98	66	−60	570	Long unwinding
Neutral	60	—	—	16.40	0.81	-7.57	0.00	2,608.85	52,400	329.45	-76.30	-7.67	-0.17	15.88	35	−210	600	Long unwinding
Neutral	150	—	—	16.39	0.80	-7.79	0.00	2,579.50	52,500	349.40	-68.10	-7.90	-0.18	15.89	618	−780	31,440	Long unwinding
Neutral	240	—	2	15.74	0.80	-7.46	+674.85	3,212.65	52,600	362.65	-81.75	-8.02	-0.19	15.77	23	+90	660	Short buildup
Neutral	270	—	2	16.25	0.79	-8.14	+734.45	3,164.90	52,700	381.95	-69.90	-8.21	-0.19	15.75	16	−120	600	Long unwinding
Neutral	240	—	—	16.35	0.78	-8.45	0.00	2,491.90	52,800	390.30	-87.35	-8.23	-0.20	15.54	14	+120	1,410	Short buildup
Neutral	300	—	—	16.34	0.77	-8.67	0.00	2,551.65	52,900	406.25	-88.05	-8.36	-0.21	15.44	27	−90	900	Long unwinding
Long buildup	15,390	+2,760	124	15.07	0.78	-7.79	+187.15	2,861.70	53,000	426.55	-85.15	-8.53	-0.22	15.40	1,645	−1,260	46,080	Long unwinding
Neutral	300	—	—	16.32	0.75	-9.08	0.00	2,463.25	53,100	448.70	-91.70	-8.71	-0.22	15.37	45	−90	1,800	Long unwinding
Neutral	270	—	—	16.31	0.75	-9.29	0.00	2,383.85	53,200	454.25	-106.75	-8.66	-0.23	15.08	17	+120	1,410	Short buildup
Neutral	300	—	—	16.30	0.74	-9.49	0.00	2,317.55	53,300	491.30	-88.25	-9.01	-0.24	15.26	60	−180	2,070	Long unwinding
Neutral	270	—	—	16.30	0.73	-9.68	0.00	2,265.95	53,400	511.85	-90.70	-9.12	-0.25	15.17	24	+180	1,290	Short buildup
Long buildup	1,950	+300	27	14.70	0.74	-8.55	+187.30	2,467.35	53,500	529.30	-99.95	-9.19	-0.26	15.03	633	+660	24,900	Short buildup
Neutral	390	—	—	16.28	0.71	-10.05	0.00	2,285.25	53,600	541.05	-106.40	-9.18	-0.27	14.80	123	+2,040	8,160	Short buildup
Neutral	750	—	—	16.27	0.70	-10.23	0.00	2,300.00	53,700	575.45	-124.65	-9.41	-0.28	14.88	21	+390	1,590	Short buildup
Short buildup	1,680	+30	6	14.32	0.71	-8.82	-149.55	2,228.60	53,800	604.45	-113.10	-9.57	-0.29	14.86	155	+1,020	4,800	Short buildup
Neutral	1,170	—	—	16.26	0.68	-10.57	0.00	2,221.10	53,900	628.55	-100.05	-9.65	-0.30	14.77	78	−270	3,690	Long unwinding
Long buildup	44,730	+660	328	14.60	0.68	-9.40	+165.05	2,114.55	54,000	651.45	-119.75	-9.71	-0.31	14.64	1,286	+3,990	1.17 L	Short buildup
Neutral	1,020	—	2	15.62	0.66	-10.37	+219.15	2,128.35	54,100	682.40	-129.45	-9.83	-0.32	14.61	85	+720	2,340	Short buildup
Short buildup	780	+60	2	12.92	0.68	-8.39	-1.55	1,853.25	54,200	709.10	-138.80	-9.89	-0.33	14.52	77	—	2,520	Neutral
Long buildup	1,350	+150	13	14.83	0.65	-10.05	+205.45	1,939.50	54,300	795.00	-70.60	-10.51	-0.35	15.15	47	+600	3,150	Short buildup
Long buildup	780	+90	8	12.68	0.66	-8.51	+18.80	1,705.00	54,400	770.00	-133.70	-10.03	-0.35	14.38	54	+270	1,650	Short buildup
Short covering	14,130	−1,410	397	14.43	0.63	-10.01	+164.10	1,784.10	54,500	809.50	-133.20	-10.16	-0.36	14.40	536	+1,200	21,990	Short buildup
Long buildup	1,200	+90	57	14.03	0.62	-9.82	+129.70	1,691.20	54,600	835.45	-151.15	-10.14	-0.37	14.24	184	+150	1,740	Short buildup
Long buildup	1,890	+90	21	14.26	0.60	-10.11	+127.30	1,651.15	54,700	874.40	-136.30	-10.22	-0.39	14.23	107	+270	1,590	Short buildup
Long buildup	4,110	+240	50	14.21	0.59	-10.17	+138.25	1,588.85	54,800	910.95	-146.50	-10.26	-0.40	14.17	69	+210	2,190	Short buildup
Long buildup	2,910	+60	42	14.04	0.58	-10.13	+109.75	1,518.00	54,900	944.85	-146.15	-10.26	-0.41	14.07	79	+90	2,850	Short buildup
Neutral	72,270	+90	1,027	14.07	0.57	-10.23	+142.95	1,465.55	55,000	982.30	-159.50	-10.26	-0.42	13.99	1,269	+5,460	58,620	Short buildup
Long buildup	3,900	+60	35	14.11	0.55	-10.33	+139.20	1,415.00	55,100	1,020.80	-182.35	-10.26	-0.44	13.92	13	−90	900	Long unwinding
Long buildup	3,810	+120	37	13.99	0.54	-10.30	+118.10	1,352.50	55,200	1,064.50	-173.95	-10.27	-0.45	13.89	37	+120	3,060	Short buildup
Long buildup	1,800	+30	3	12.74	0.53	-9.41	+12.85	1,193.20	55,300	1,108.15	-158.35	-10.27	-0.46	13.84	30	—	1,980	Neutral
Long buildup	2,100	+150	25	13.76	0.52	-10.21	+101.15	1,231.15	55,400	1,150.10	-160.05	-10.22	-0.47	13.76	85	−990	3,210	Long unwinding
Long buildup	34,860	+8,190	788	13.77	0.50	-10.24	+121.90	1,183.35	55,500	1,184.10	-189.40	-10.09	-0.49	13.58	699	+6,180	53,970	Short buildup
Short covering	2,190	−90	31	13.72	0.49	-10.21	+79.10	1,131.10	55,600	1,248.50	-218.50	-10.19	-0.50	13.73	9	—	1,650	Neutral
Long buildup	2,100	+90	56	13.57	0.48	-10.09	+112.65	1,072.00	55,700	1,251.35	-182.30	-9.74	-0.51	13.15	5	−60	1,170	Long unwinding
Long buildup	3,840	+600	57	13.60	0.46	-10.10	+100.10	1,029.35	55,800	1,378.05	-142.30	-10.34	-0.53	13.99	14	+150	4,110	Short buildup
Long buildup	3,930	+1,200	114	13.51	0.45	-10.01	+88.15	978.15	55,900	1,377.25	-209.70	-9.80	-0.54	13.34	85	+360	4,410	Short buildup
Long buildup	73,260	+1,440	1,319	13.43	0.44	-9.91	+96.70	929.35	56,000	1,422.00	-206.70	-9.64	-0.56	13.20	876	+3,750	45,360	Short buildup
Long buildup	3,210	+60	69	13.40	0.42	-9.84	+73.70	886.00	56,100	1,483.55	-201.45	-9.61	-0.57	13.24	93	+840	4,890	Short buildup
Long buildup	3,930	+180	62	13.28	0.41	-9.69	+91.45	835.65	56,200	1,511.55	-236.00	-9.24	-0.58	12.87	40	+690	3,360	Short buildup
Short covering	6,090	−120	15	13.48	0.40	-9.78	+108.95	814.70	56,300	1,766.30	0.00	-11.56	-0.57	15.99	—	—	2,910	Neutral
Neutral	5,310	+30	10	13.30	0.38	-9.56	+85.75	762.75	56,400	1,822.45	+170.70	-10.80	-0.59	15.11	5	+90	2,490	Long buildup
Long buildup	61,080	+4,200	749	13.12	0.37	-9.32	+85.25	711.90	56,500	1,699.70	-186.40	-8.94	-0.62	12.88	478	+3,690	1.09 L	Short buildup
Long buildup	7,470	+270	31	13.08	0.36	-9.18	+79.70	674.20	56,600	1,717.10	-445.40	-8.34	-0.64	12.29	2	—	2,460	Neutral
Long buildup	7,020	+450	40	13.03	0.34	-9.03	+72.15	637.55	56,700	1,800.00	-236.30	-8.37	-0.65	12.50	1	−30	1,980	Long unwinding
Long buildup	20,520	+3,360	135	12.96	0.33	-8.85	+68.45	599.90	56,800	2,242.80	0.00	-11.06	-0.63	15.99	—	—	3,270	Neutral
Long buildup	13,530	+330	64	12.93	0.32	-8.70	+65.45	567.50	56,900	2,731.05	0.00	-10.93	-0.64	15.98	—	—	2,310	Neutral
Long buildup	1.63 L	+5,940	2,076	12.82	0.30	-8.46	+61.75	529.40	57,000	2,016.50	-222.05	-8.01	-0.69	12.62	326	+4,800	2.16 L	Short buildup
Long buildup	17,970	+2,100	154	12.84	0.29	-8.32	+57.50	502.70	57,100	2,624.30	0.00	-10.66	-0.66	15.98	—	—	2,130	Neutral
Long buildup	21,960	+1,350	126	12.78	0.28	-8.12	+54.00	472.00	57,200	2,098.50	-54.40	-6.92	-0.73	11.76	8	−30	1,740	Long unwinding
Neutral	8,430	−30	64	12.75	0.27	-7.93	+48.75	444.00	57,300	2,206.80	+0.20	-7.15	-0.73	12.24	9	—	1,650	Neutral
Long buildup	9,930	+450	113	12.72	0.26	-7.74	+50.00	417.50	57,400	2,313.45	-627.00	-7.36	-0.74	12.69	3	—	1,680	Neutral
Long buildup	36,090	+5,520	689	12.69	0.24	-7.53	+49.45	391.80	57,500	2,342.50	-229.85	-6.55	-0.76	12.00	43	+180	31,860	Neutral
Long buildup	8,280	+150	159	12.65	0.23	-7.32	+46.35	367.15	57,600	2,366.65	-256.25	-5.57	-0.79	11.15	1	—	1,500	Neutral
Neutral	7,080	+60	126	12.63	0.22	-7.12	+43.35	344.65	57,700	2,749.00	0.00	-9.68	-0.72	15.97	—	—	930	Neutral
Long buildup	8,340	+900	198	12.61	0.21	-6.91	+39.20	323.20	57,800	2,948.30	0.00	-9.50	-0.72	15.97	—	—	750	Neutral
Long buildup	10,590	+2,640	209	12.57	0.20	-6.69	+37.85	301.70	57,900	2,881.40	0.00	-9.31	-0.73	15.96	—	—	810	Neutral
Long buildup	1.10 L	+17,130	2,328	12.50	0.19	-6.42	+32.95	279.00	58,000	2,718.40	-269.60	-5.12	-0.82	11.58	587	+13,290	47,100	Short buildup
Neutral	—	—	—	16.14	0.24	-9.56	0.00	1,012.20	58,100	2,856.70	+78.80	-5.82	-0.81	12.57	2	—	570	Neutral
Neutral	—	—	—	16.14	0.23	-9.38	0.00	985.25	58,200	2,793.20	0.00	-8.72	-0.76	15.96	—	—	240	Neutral
Neutral	—	—	—	16.14	0.23	-9.20	0.00	958.85	58,300	3,642.90	0.00	-8.52	-0.77	15.95	—	—	660	Neutral
Neutral	—	—	—	16.14	0.22	-9.02	0.00	933.05	58,400	2,364.85	0.00	-8.31	-0.78	15.95	—	—	150	Neutral
Long buildup	91,620	+4,680	1,266	12.42	0.14	-5.37	+24.00	197.80	58,500	3,113.50	-298.20	-3.39	-0.88	10.87	121	+300	63,810	Neutral
Neutral	—	—	—	16.13	0.20	-8.64	0.00	885.60	58,600	4,367.10	0.00	-7.90	-0.79	15.95	—	—	—	Neutral
Neutral	—	—	—	16.13	0.20	-8.45	0.00	861.55	58,700	4,441.60	0.00	-7.68	-0.80	15.94	—	—	—	Neutral
Neutral	—	—	—	16.13	0.19	-8.26	0.00	838.10	58,800	4,516.65	0.00	-7.47	-0.81	15.94	—	—	—	Neutral
Neutral	—	—	—	16.13	0.18	-8.06	0.00	815.10	58,900	4,592.20	0.00	-7.26	-0.81	15.94	—	—	—	Neutral
Neutral	—	—	—	16.13	0.17	-7.87	0.00	792.70	59,000	3,820.00	+356.50	-7.51	-0.81	16.44	8	—	1,920	Neutral
Neutral	—	—	—	16.13	0.17	-7.67	0.00	768.50	59,100	4,220.85	0.00	-6.83	-0.83	15.93	—	—	30	Neutral
Neutral	—	—	—	16.13	0.16	-7.48	0.00	746.90	59,200	4,819.65	0.00	-6.61	-0.83	15.93	—	—	—	Neutral
Neutral	—	—	—	16.13	0.15	-7.28	0.00	725.85	59,300	4,897.10	0.00	-6.40	-0.84	15.92	—	—	—	Neutral
Neutral	—	—	—	16.13	0.15	-7.09	0.00	705.25	59,400	4,975.05	0.00	-6.18	-0.85	15.92	—	—	—	Neutral
Neutral	—	—	—	16.13	0.14	-6.90	0.00	685.15	59,500	4,292.95	+42.90	-7.39	-0.83	17.43	1	—	300	Neutral
Neutral	—	—	—	16.13	0.14	-6.70	0.00	665.55	59,600	4,316.70	0.00	-5.75	-0.86	15.91	—	—	30	Neutral
Neutral	—	—	—	16.12	0.13	-6.51	0.00	646.35	59,700	5,211.75	0.00	-5.54	-0.86	15.91	—	—	—	Neutral
Neutral	—	—	—	16.12	0.13	-6.32	0.00	627.65	59,800	4,942.25	0.00	-5.33	-0.87	15.91	—	—	150	Neutral
Neutral	690	—	—	16.12	0.12	-6.13	0.00	122.40	59,900	5,371.85	0.00	-5.12	-0.87	15.90	—	—	—	Neutral
Long buildup	1.72 L	+8,730	2,264	12.72	0.06	-2.98	+8.20	73.80	60,000	4,545.05	-309.95	-2.16	-0.93	12.74	18	−150	28,890	Neutral
Neutral	—	—	—	16.12	0.11	-5.76	0.00	574.20	60,100	5,533.70	0.00	-4.71	-0.88	15.89	—	—	—	Neutral
Neutral	—	—	—	16.12	0.11	-5.58	0.00	557.20	60,200	5,330.40	0.00	-4.50	-0.89	15.89	—	—	30	Neutral
Neutral	—	—	—	16.12	0.10	-5.40	0.00	540.65	60,300	5,425.10	0.00	-4.30	-0.89	15.88	—	—	30	Neutral
Neutral	—	—	—	16.12	0.10	-5.22	0.00	524.55	60,400	5,520.05	0.00	-4.11	-0.90	15.88	—	—	30	Neutral
Neutral	—	—	—	16.12	0.09	-5.04	0.00	508.80	60,500	5,862.45	0.00	-3.91	-0.90	15.87	—	—	—	Neutral
Neutral	—	—	—	16.12	0.09	-4.87	0.00	493.50	60,600	5,945.70	0.00	-3.72	-0.91	15.87	—	—	—	Neutral
Neutral	—	—	—	16.12	0.08	-4.70	0.00	478.55	60,700	6,029.25	0.00	-3.53	-0.91	15.86	—	—	—	Neutral
Neutral	—	—	—	16.12	0.08	-4.54	0.00	464.00	60,800	6,113.25	0.00	-3.34	-0.91	15.86	—	—	—	Neutral
Neutral	—	—	—	16.12	0.08	-4.37	0.00	449.80	60,900	6,197.60	0.00	-3.16	-0.92	15.85	—	—	—	Neutral
Neutral	—	—	—	16.12	0.07	-4.21	0.00	436.00	61,000	5,750.00	0.00	-2.98	-0.92	15.85	—	—	180	Neutral
Neutral	—	—	—	16.12	0.07	-4.06	0.00	422.55	61,100	6,367.40	0.00	-2.81	-0.93	15.84	—	—	—	Neutral
Neutral	—	—	—	16.11	0.07	-3.90	0.00	409.45	61,200	6,452.85	0.00	-2.63	-0.93	15.84	—	—	—	Neutral
Neutral	—	—	—	16.11	0.06	-3.75	0.00	396.70	61,300	6,538.60	0.00	-2.47	-0.93	15.83	—	—	—	Neutral
Neutral	—	—	—	16.11	0.06	-3.61	0.00	384.25	61,400	6,624.75	0.00	-2.30	-0.93	15.82	—	—	—	Neutral
Neutral	22,500	−180	352	13.65	0.03	-1.76	+1.65	33.70	61,500	6,600.00	0.00	-2.14	-0.94	15.82	—	—	420	Neutral
Neutral	—	—	—	16.11	0.05	-3.33	0.00	360.45	61,600	6,797.95	0.00	-1.98	-0.94	15.81	—	—	—	Neutral
Neutral	—	—	—	16.11	0.05	-3.19	0.00	349.00	61,700	6,885.05	0.00	-1.83	-0.94	15.80	—	—	—	Neutral
Neutral	—	—	—	16.11	0.05	-3.06	0.00	337.85	61,800	6,972.50	0.00	-1.68	-0.95	15.80	—	—	—	Neutral
Neutral	—	—	—	16.11	0.05	-2.93	0.00	327.05	61,900	7,060.20	0.00	-1.53	-0.95	15.79	—	—	—	Neutral
Neutral	—	—	—	16.11	0.04	-2.81	0.00	316.55	62,000	6,902.10	0.00	-1.39	-0.95	15.78	—	—	480	Neutral
Neutral	—	—	—	16.11	0.04	-2.69	0.00	306.30	62,100	7,236.55	0.00	-1.25	-0.95	15.77	—	—	—	Neutral
Neutral	—	—	—	16.11	0.04	-2.57	0.00	296.35	62,200	7,325.10	0.00	-1.12	-0.95	15.77	—	—	—	Neutral
Neutral	—	—	—	16.11	0.04	-2.46	0.00	286.70	62,300	7,414.00	0.00	-0.99	-0.96	15.76	—	—	—	Neutral
Neutral	—	—	—	16.11	0.03	-2.25	0.00	268.20	62,500	7,002.75	0.00	-0.74	-0.96	15.74	—	—	120	Neutral
Long buildup	57,840	+2,580	362	15.44	0.02	-1.42	+0.80	24.20	63,000	7,538.20	0.00	-0.18	-0.97	15.70	—	—	2,340	Neutral
Neutral	—	—	—	16.10	0.02	-1.37	0.00	190.45	63,500	8,500.20	0.00	0.29	-0.97	15.66	—	—	—	Neutral
Short buildup	210	+210	7	16.55	0.01	-0.95	-3,015.75	14.05	64,500	9,200.10	0.00	1.00	-0.98	15.61	—	—	270	Neutral
Neutral	150	—	—	16.10	0.00	-0.32	0.00	6.40	66,000	10,101.75	0.00	1.62	-0.99	15.97	—	—	2,430	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.