BDL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 425
Spot
996.08
Future
1,001.90
Forward
1,002.36
PCR (OI)
0.75
Puts 22.56 L / Calls 30.11 L
PCR (volume)
0.28
Puts 2,348 / Calls 8,478
Max pain
1,040
strike with least total payout to holders
Highest OI
1,000 CE · 1,000 PE
ΔOI calls −90,525 · puts +48,450
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| — | — | — | — | 518.50 | 800 | 1.25 | — | 39.21 | — | — | ||||||||
| Neutral | — | — | — | 0.00 | 391.30 | 840 | 3.15 | -2.25 | 49.10 | +30,600 | 1.12 L | Short buildup | ||||||
| — | — | — | — | 240.40 | 860 | 7.70 | — | 39.39 | — | — | ||||||||
| Neutral | 425 | — | 26.60 | 0.00 | 138.00 | 880 | 6.40 | -4.30 | 46.82 | −11,050 | 1.14 L | Long unwinding | ||||||
| Neutral | 1.54 L | — | 42.06 | +15.40 | 109.00 | 900 | 9.00 | -5.55 | 45.83 | −1,275 | 57,800 | Long unwinding | ||||||
| Neutral | 425 | — | 34.46 | 0.00 | 156.00 | 920 | 12.40 | -7.15 | 44.80 | −425 | 60,350 | Neutral | ||||||
| Neutral | 3,400 | — | 35.61 | 0.00 | 71.00 | 940 | 17.25 | -8.55 | 44.36 | +4,250 | 85,425 | Short buildup | ||||||
| Short covering | 1.05 L | −15,300 | 42.94 | +12.50 | 64.75 | 960 | 23.25 | -10.00 | 43.78 | +37,400 | 1.35 L | Short buildup | ||||||
| Short covering | 50,150 | −22,950 | 42.90 | +10.95 | 52.65 | 980 | 30.25 | -12.20 | 42.78 | −18,700 | 2.15 L | Long unwinding | ||||||
| Short covering | 4.48 L | −29,325 | 42.60 | +9.40 | 41.85 | 1,000 | 39.50 | -13.60 | 42.60 | +16,575 | 3.26 L | Short buildup | ||||||
| Long buildup | 2.11 L | +14,875 | 42.16 | +7.60 | 32.45 | 1,020 | 50.05 | -14.70 | 42.17 | −2,125 | 1.56 L | Long unwinding | ||||||
| Neutral | 3.44 L | −3,400 | 42.13 | +6.35 | 24.95 | 1,040 | 62.10 | -16.30 | 41.72 | −425 | 1.94 L | Neutral | ||||||
| Neutral | 3.24 L | +2,125 | 42.11 | +4.80 | 18.85 | 1,060 | 70.00 | -25.00 | 34.37 | — | 85,425 | Neutral | ||||||
| Short covering | 1.13 L | −39,950 | 42.44 | +3.60 | 14.25 | 1,080 | 90.00 | -18.05 | 40.25 | −425 | 42,500 | Neutral | ||||||
| Short covering | 4.32 L | −26,350 | 42.76 | +2.45 | 10.65 | 1,100 | 106.85 | -4.65 | 41.04 | −1,275 | 60,350 | Long unwinding | ||||||
| Neutral | 62,475 | +425 | 43.56 | +1.90 | 8.15 | 1,120 | 143.45 | 0.00 | 43.64 | — | 39,950 | Neutral | ||||||
| Long buildup | 95,625 | +17,425 | 43.98 | +1.00 | 6.05 | 1,140 | 160.90 | 0.00 | 44.86 | — | 36,975 | Neutral | ||||||
| Short covering | 1.14 L | −3,400 | 44.98 | +0.80 | 4.70 | 1,160 | 158.90 | -4.05 | 36.18 | −425 | 60,775 | Neutral | ||||||
| Short covering | 24,650 | −850 | 46.78 | +0.80 | 3.95 | 1,180 | 180.25 | +15.25 | 44.56 | −425 | 11,475 | Short covering | ||||||
| Long buildup | 2.18 L | +25,500 | 46.70 | +0.20 | 2.80 | 1,200 | 192.00 | -30.00 | — | −2,125 | 1.47 L | Long unwinding | ||||||
| Long buildup | 16,150 | +6,800 | 47.03 | +0.25 | 2.05 | 1,220 | 205.00 | 0.00 | 52.56 | — | 2,975 | Neutral | ||||||
| Short buildup | 40,375 | +850 | 47.66 | -0.05 | 1.55 | 1,240 | 250.00 | 0.00 | 77.87 | −425 | 51,425 | Neutral | ||||||
| Long unwinding | 2.08 L | −17,850 | 50.48 | -0.10 | 1.10 | 1,280 | 285.00 | 0.00 | 60.46 | — | 65,025 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 1,320 | 320.00 | +9.00 | 67.57 | −1,275 | 1.54 L | Neutral | |||
| Long buildup | 46,325 | +850 | 63.57 | +0.35 | 0.90 | 1,400 | · | · | · | · | · | · | · | · | · | |||
| · | · | · | · | · | · | · | · | · | 1,520 | 517.00 | -10.00 | 78.19 | — | 42,500 | 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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.