BDL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 425
Spot
996.08
Future
997.75
Forward
1,001.51
PCR (OI)
1.47
Puts 63,750 / Calls 43,350
PCR (volume)
1.16
Puts 104 / Calls 90
Max pain
1,000
strike with least total payout to holders
Highest OI
1,000 CE · 1,000 PE
ΔOI calls +18,275 · puts +6,800
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| — | — | 44.78 | — | 305.55 | 800 | 8.75 | — | 38.34 | — | — | ||||||||
| Neutral | — | — | 42.78 | 0.00 | 271.20 | 840 | 9.00 | 0.00 | 38.28 | — | 850 | Neutral | ||||||
| — | — | 42.10 | — | 174.20 | 860 | 18.90 | — | 38.24 | — | — | ||||||||
| Neutral | 425 | — | 41.56 | 0.00 | 125.00 | 880 | 20.70 | 0.00 | 38.19 | — | — | Neutral | ||||||
| Short buildup | 2,550 | +2,550 | 38.07 | -24.35 | 120.45 | 900 | 19.25 | -5.75 | 37.55 | −2,550 | 14,025 | Long unwinding | ||||||
| Neutral | — | — | 40.81 | 0.00 | 208.40 | 920 | 17.85 | 0.00 | 38.08 | — | 425 | Neutral | ||||||
| Neutral | — | — | 40.55 | 0.00 | 118.50 | 940 | 32.75 | -9.55 | 38.44 | +2,125 | 2,550 | Short buildup | ||||||
| Neutral | — | — | 40.33 | 0.00 | 180.35 | 960 | 38.00 | 0.00 | 37.94 | — | 425 | Neutral | ||||||
| Neutral | — | — | 40.16 | 0.00 | 95.50 | 980 | 52.00 | 0.00 | 37.85 | — | 425 | Neutral | ||||||
| Long buildup | 18,275 | +2,125 | 37.67 | +11.75 | 59.60 | 1,000 | 52.85 | -16.65 | 34.30 | +1,275 | 32,300 | Short buildup | ||||||
| Neutral | — | — | 39.89 | 0.00 | 75.85 | 1,020 | 78.80 | 0.00 | 37.64 | — | — | Neutral | ||||||
| Neutral | — | — | 39.79 | 0.00 | 131.80 | 1,040 | 88.00 | 0.00 | 37.51 | — | 3,400 | Neutral | ||||||
| Neutral | — | — | 39.71 | 0.00 | 59.40 | 1,060 | 101.90 | 0.00 | 37.36 | — | — | Neutral | ||||||
| Neutral | 425 | — | 39.64 | 0.00 | 50.40 | 1,080 | 120.00 | 0.00 | 37.18 | — | 425 | Neutral | ||||||
| Short buildup | 8,075 | +7,650 | 36.90 | -0.20 | 23.80 | 1,100 | 122.00 | -14.00 | 37.34 | +2,125 | 4,675 | Short buildup | ||||||
| Neutral | 5,100 | — | 39.52 | 0.00 | 16.25 | 1,120 | 87.90 | 0.00 | 36.70 | — | — | Neutral | ||||||
| Short buildup | 1,275 | +1,275 | 37.68 | -18.30 | 16.70 | 1,140 | 156.65 | 0.00 | 36.39 | — | — | Neutral | ||||||
| Long buildup | 4,675 | +2,550 | 39.37 | +3.90 | 15.35 | 1,160 | 174.75 | +82.55 | 41.48 | +3,825 | 4,250 | Long buildup | ||||||
| Short buildup | 2,550 | +2,125 | 39.05 | -37.05 | 9.95 | 1,200 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 4 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.