haylaavo

BANKNIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Jun 2027 (239 days) · lot 30

Spot
55,002.20
Forward
57,480.96
PCR (OI)
0.11
Puts 30 / Calls 270
PCR (volume)
—
Puts — / Calls —
Max pain
54,000
strike with least total payout to holders
Highest OI
57,000 CE · 54,000 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
013527046,50049,50052,5003055,50027058,50061,50064,500
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.0014,314.9546,500484.000.0016.48——Neutral
Neutral———0.0013,091.3548,000670.500.0016.52——Neutral
Neutral——12.350.0011,915.8049,500905.050.0016.58——Neutral
Neutral——13.600.0010,793.9051,0001,193.150.0016.65——Neutral
Neutral——14.240.009,732.1052,5001,541.400.0016.73——Neutral
Neutral——14.630.008,730.2054,0001,949.600.0016.82—30Neutral
Neutral——14.900.007,792.3055,5002,421.750.0016.94——Neutral
Neutral270—15.090.002,000.8057,0002,400.000.0017.09——Neutral
Neutral——15.230.006,124.4558,5003,574.050.0017.27——Neutral
Neutral——15.340.005,392.0560,0004,251.700.0017.50——Neutral
Neutral——15.420.004,726.2061,5004,995.950.0017.78——Neutral
Neutral——15.490.004,124.6563,0005,804.400.0018.13——Neutral
Neutral——15.550.003,584.5064,5006,674.350.0018.56——Neutral
Neutral——15.590.003,102.4066,0007,602.300.0019.09——Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: spot × e^(rT). 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.