BIOCON option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 2500
Spot
354.69
Future
355.20
Forward
354.83
PCR (OI)
0.85
Puts 1.73 Cr / Calls 2.02 Cr
PCR (volume)
0.54
Puts 2,621 / Calls 4,878
Max pain
340
strike with least total payout to holders
Highest OI
340 CE · 310 PE
ΔOI calls +5.83 L · puts +6.85 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 260 | 0.10 | 0.00 | 42.56 | — | 20,000 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 280 | 0.20 | -0.05 | 46.11 | +7,500 | 3.63 L | Short buildup | |||
| Neutral | — | — | 54.15 | 0.00 | 125.45 | 290 | 0.35 | -0.05 | 43.77 | −10,000 | 2.45 L | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 295 | 0.40 | -0.05 | 41.54 | +2,500 | 30,000 | Short buildup | |||
| Neutral | 22,500 | — | 47.05 | 0.00 | 52.45 | 300 | 0.60 | 0.00 | 41.35 | −2,500 | 3.95 L | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 305 | 0.70 | 0.00 | 39.20 | −30,000 | 82,500 | Neutral | |||
| Neutral | 1.23 L | — | 40.71 | 0.00 | 41.55 | 310 | 0.85 | -0.15 | 37.33 | −5,000 | 41.95 L | Neutral | ||||||
| Neutral | 57,500 | — | 38.03 | 0.00 | 37.10 | 315 | 1.25 | -0.05 | 37.15 | −7,500 | 2.25 L | Long unwinding | ||||||
| Neutral | 11.10 L | −10,000 | 34.15 | +1.90 | 36.05 | 320 | 1.60 | -0.20 | 35.76 | −17,500 | 21.02 L | Neutral | ||||||
| Neutral | 1.63 L | — | 40.56 | +2.75 | 33.00 | 325 | 2.20 | -0.20 | 35.19 | −5,000 | 3.08 L | Long unwinding | ||||||
| Short covering | 12.88 L | −52,500 | 36.54 | +2.50 | 28.15 | 330 | 2.95 | -0.30 | 34.48 | −50,000 | 18.93 L | Long unwinding | ||||||
| Short covering | 1.90 L | −2,500 | 35.10 | +2.70 | 24.00 | 335 | 3.95 | -0.40 | 33.94 | −27,500 | 5.60 L | Long unwinding | ||||||
| Neutral | 49.92 L | +12,500 | 33.83 | +1.90 | 20.10 | 340 | 5.20 | -0.55 | 33.39 | −17,500 | 10.32 L | Long unwinding | ||||||
| Long buildup | 3.58 L | +7,500 | 33.05 | +1.65 | 16.60 | 345 | 6.75 | -0.75 | 32.86 | +20,000 | 5.20 L | Short buildup | ||||||
| Short covering | 28.52 L | −80,000 | 32.84 | +1.55 | 13.60 | 350 | 8.80 | -0.75 | 32.87 | +5.83 L | 20.57 L | Short buildup | ||||||
| Long buildup | 6.05 L | +1.35 L | 32.63 | +1.35 | 10.95 | 355 | 11.05 | -1.05 | 32.42 | +1.60 L | 4.55 L | Short buildup | ||||||
| Long buildup | 15.32 L | +92,500 | 32.25 | +1.05 | 8.60 | 360 | 13.75 | -1.40 | 32.25 | +52,500 | 12.03 L | Short buildup | ||||||
| Long buildup | 4.80 L | +1.27 L | 32.17 | +0.85 | 6.70 | 365 | 16.85 | -3.85 | 32.23 | +25,000 | 27,500 | Short buildup | ||||||
| Short covering | 9.13 L | −80,000 | 32.34 | +0.70 | 5.20 | 370 | 20.20 | -1.25 | 31.97 | +60,000 | 3.33 L | Short buildup | ||||||
| Long buildup | 3.80 L | +87,500 | 32.56 | +0.55 | 4.00 | 375 | 27.30 | 0.00 | 24.64 | — | 10,000 | Neutral | ||||||
| Long buildup | 12.80 L | +1.32 L | 33.24 | +0.60 | 3.15 | 380 | 26.65 | -3.35 | 26.05 | −5,000 | 2.75 L | Long unwinding | ||||||
| Long buildup | 2.05 L | +27,500 | 33.54 | +0.40 | 2.40 | 385 | 33.60 | 0.00 | 21.48 | — | 95,000 | Neutral | ||||||
| Long buildup | 6.63 L | +40,000 | 33.76 | +0.30 | 1.80 | 390 | 38.30 | 0.00 | — | — | 57,500 | Neutral | ||||||
| Neutral | 1.30 L | — | 33.73 | +0.15 | 1.30 | 395 | 61.00 | 0.00 | — | — | 10,000 | Neutral | ||||||
| Long buildup | 17.65 L | +40,000 | 35.48 | +0.25 | 1.15 | 400 | 46.25 | -1.75 | 36.27 | −47,500 | 3.20 L | Long unwinding | ||||||
| Long buildup | 1.48 L | +25,000 | 35.65 | +0.15 | 0.85 | 405 | 70.00 | 0.00 | — | — | 42,500 | Neutral | ||||||
| Long buildup | 5.05 L | +85,000 | 35.55 | +0.05 | 0.60 | 410 | 58.10 | 0.00 | — | — | 60,000 | Neutral | ||||||
| Short covering | 1.93 L | −42,500 | 38.14 | +0.05 | 0.45 | 420 | 69.50 | 0.00 | — | — | 1.35 L | Neutral | ||||||
| Neutral | 2.40 L | +37,500 | 39.71 | 0.00 | 0.30 | 430 | 76.05 | 0.00 | — | — | 2.30 L | Neutral | ||||||
| Neutral | 50,000 | — | 40.41 | 0.00 | 0.20 | 480 | · | · | · | · | · | · | · | · | · | |||
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 6.83% (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.