haylaavo

BANKNIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 28 Sept 2027 (330 days) · lot 30

Spot
55,002.20
Forward
58,453.86
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.5146,50049,50052,50055,50058,50061,500
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.0011,107.5046,500681.750.0016.58——Neutral
Neutral———0.009,952.9048,000941.200.0016.63——Neutral
Neutral——12.120.008,861.8049,5001,264.050.0016.70——Neutral
Neutral——13.280.007,840.8051,0001,657.100.0016.77——Neutral
Neutral——13.920.006,890.1052,5002,120.350.0016.85——Neutral
Neutral——14.330.006,018.3054,0002,662.600.0016.95——Neutral
Neutral——14.620.005,223.9055,5003,282.200.0017.06——Neutral
Neutral——14.830.004,506.3057,0002,400.000.0017.19——Neutral
Neutral——15.000.003,864.0058,5004,750.350.0017.35——Neutral
Neutral——15.120.003,293.9060,0005,594.250.0017.54——Neutral
Neutral——15.220.002,792.0061,5006,506.300.0017.77——Neutral
Neutral——15.310.002,353.5563,0007,481.900.0018.04——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.