BANKNIFTY option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 30 Mar 2027 (148 days) · lot 30
Spot
55,002.20
Forward
56,383.65
PCR (OI)
0.79
Puts 45,390 / Calls 57,840
PCR (volume)
0.39
Puts 159 / Calls 412
Max pain
57,000
strike with least total payout to holders
Highest OI
60,000 CE · 57,000 PE
ΔOI calls +1,770 · puts +1,050
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 13.40 | 0.00 | 8,199.45 | 46,500 | 200.00 | 0.00 | 16.18 | — | 30 | Neutral | ||||||
| Neutral | — | — | 14.73 | 0.00 | 7,195.75 | 48,000 | 250.10 | 0.00 | 18.79 | +30 | 780 | Neutral | ||||||
| Neutral | — | — | 15.23 | 0.00 | 6,266.75 | 49,500 | 341.50 | 0.00 | 16.22 | — | 810 | Neutral | ||||||
| Neutral | 150 | — | 15.49 | 0.00 | 5,403.75 | 51,000 | 465.00 | -33.35 | 16.12 | +60 | 1,650 | Short buildup | ||||||
| Neutral | — | — | 15.64 | 0.00 | 4,655.40 | 52,500 | 670.00 | -75.10 | 15.04 | −180 | 8,580 | Long unwinding | ||||||
| Neutral | 6,240 | — | 13.68 | +130.00 | 3,250.00 | 54,000 | 1,035.00 | -77.45 | 14.54 | +1,230 | 13,230 | Short buildup | ||||||
| Short covering | 2,760 | −210 | 13.66 | +198.25 | 2,350.00 | 55,500 | 1,479.20 | +4.20 | 13.58 | −60 | 1,920 | Short covering | ||||||
| Long buildup | 10,620 | +600 | 13.02 | +112.05 | 1,540.25 | 57,000 | 2,140.00 | -132.90 | 13.02 | −30 | 18,330 | Neutral | ||||||
| Long buildup | 8,520 | +570 | 12.63 | +72.95 | 948.00 | 58,500 | 6,512.10 | 0.00 | 16.56 | — | — | Neutral | ||||||
| Long buildup | 16,170 | +420 | 12.61 | +42.00 | 571.00 | 60,000 | 4,050.00 | 0.00 | 16.71 | — | 60 | Neutral | ||||||
| Short buildup | 2,520 | +30 | 12.65 | -16.50 | 330.00 | 61,500 | 8,564.80 | 0.00 | 16.92 | — | — | Neutral | ||||||
| Long buildup | 10,860 | +360 | 13.52 | +2.35 | 232.95 | 63,000 | 9,669.30 | 0.00 | 17.21 | — | — | Neutral | ||||||
| Neutral | — | — | 15.95 | 0.00 | 1,094.95 | 64,500 | 10,820.75 | 0.00 | 17.64 | — | — | Neutral | ||||||
| Neutral | — | — | 15.96 | 0.00 | 890.95 | 66,000 | 12,012.15 | 0.00 | 18.23 | — | — | 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 3 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.