BEL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1425
Spot
376.50
Future
380.45
Forward
380.72
PCR (OI)
0.43
Puts 8.01 L / Calls 18.77 L
PCR (volume)
0.68
Puts 510 / Calls 751
Max pain
380
strike with least total payout to holders
Highest OI
400 CE · 360 PE
ΔOI calls +3.02 L · puts +4.30 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 93.30 | 300 | 1.15 | 0.00 | 27.04 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 84.15 | 310 | 1.85 | 0.00 | 27.07 | — | — | Neutral | ||||||
| Neutral | — | — | 19.28 | 0.00 | 60.50 | 320 | 2.85 | 0.00 | 27.07 | — | — | Neutral | ||||||
| Neutral | — | — | 22.17 | 0.00 | 50.25 | 325 | 3.80 | 0.00 | 27.06 | — | — | Neutral | ||||||
| Neutral | — | — | 23.40 | 0.00 | 66.80 | 330 | 1.65 | -1.80 | 27.39 | +34,200 | 88,350 | Short buildup | ||||||
| Neutral | — | — | 24.17 | 0.00 | 42.40 | 335 | 5.80 | 0.00 | 27.12 | — | — | Neutral | ||||||
| Neutral | 1,425 | — | 24.70 | 0.00 | 58.75 | 340 | 2.65 | -2.50 | 26.48 | +5,700 | 32,775 | Short buildup | ||||||
| Neutral | — | — | 25.05 | 0.00 | 35.20 | 345 | 8.50 | 0.00 | 27.17 | — | — | Neutral | ||||||
| Neutral | 1,425 | — | 25.33 | 0.00 | 28.50 | 350 | 4.35 | -3.00 | 26.10 | +47,025 | 1.33 L | Short buildup | ||||||
| Neutral | — | — | 25.55 | 0.00 | 28.75 | 355 | 11.95 | 0.00 | 27.24 | — | — | Neutral | ||||||
| Short buildup | 9,975 | +9,975 | 25.33 | -17.15 | 27.10 | 360 | 6.60 | -4.55 | 25.33 | +1.58 L | 1.95 L | Short buildup | ||||||
| Neutral | 11,400 | — | 25.84 | 0.00 | 19.50 | 365 | 7.80 | -4.45 | 24.51 | — | 17,100 | Neutral | ||||||
| Long buildup | 1.43 L | +2,850 | 24.66 | +3.00 | 20.35 | 370 | 9.95 | -4.85 | 25.03 | +51,300 | 96,900 | Short buildup | ||||||
| Long buildup | 28,500 | +28,500 | 27.10 | +0.65 | 18.95 | 375 | 12.30 | -8.95 | 25.40 | +25,650 | 25,650 | Short buildup | ||||||
| Long buildup | 1.88 L | +44,175 | 24.01 | +1.95 | 14.60 | 380 | 14.00 | -5.30 | 24.21 | +95,475 | 1.64 L | Short buildup | ||||||
| Neutral | — | — | 26.16 | 0.00 | 14.20 | 385 | 27.10 | 0.00 | 27.56 | — | — | Neutral | ||||||
| Long buildup | 3.49 L | +17,100 | 23.93 | +1.65 | 10.25 | 390 | 24.80 | 0.00 | 27.65 | — | 1,425 | Neutral | ||||||
| Neutral | — | — | 26.27 | 0.00 | 10.90 | 395 | 33.65 | 0.00 | 27.76 | — | — | Neutral | ||||||
| Short covering | 5.26 L | −14,250 | 23.33 | +0.85 | 6.65 | 400 | 25.50 | -7.00 | 22.91 | +12,825 | 22,800 | Short buildup | ||||||
| Neutral | 4,275 | — | 26.33 | 0.00 | 4.40 | 405 | 40.90 | 0.00 | 28.01 | — | — | Neutral | ||||||
| Long buildup | 1.88 L | +29,925 | 23.21 | +0.45 | 4.25 | 410 | 41.00 | 0.00 | 28.17 | — | 4,275 | Neutral | ||||||
| Long buildup | 2.00 L | +51,300 | 23.39 | +0.10 | 2.70 | 420 | 41.25 | 0.00 | 28.57 | — | — | Neutral | ||||||
| Short buildup | 1.77 L | +1.23 L | 23.67 | -0.10 | 1.70 | 430 | 57.50 | 0.00 | 29.14 | — | 19,950 | Neutral | ||||||
| Long buildup | 49,875 | +9,975 | 25.14 | +0.05 | 1.30 | 440 | · | · | · | · | · | · | · | · | · | |||
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 6.95% (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.