BIOCON option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2500
Spot
354.69
Future
357.60
Forward
356.97
PCR (OI)
0.73
Puts 6.00 L / Calls 8.22 L
PCR (volume)
0.65
Puts 48 / Calls 74
Max pain
340
strike with least total payout to holders
Highest OI
320 CE · 350 PE
ΔOI calls +60,000 · puts +1.05 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 | — | — | 35.75 | 0.00 | 92.35 | 290 | 1.10 | 0.00 | 27.74 | — | — | Neutral | ||||||
| Neutral | — | — | 33.25 | 0.00 | 83.20 | 300 | 1.80 | 0.00 | 27.66 | — | — | Neutral | ||||||
| Neutral | — | — | 31.56 | 0.00 | 74.35 | 310 | 2.80 | 0.00 | 27.62 | — | — | Neutral | ||||||
| Neutral | — | — | 30.98 | 0.00 | 30.00 | 315 | 9.15 | 0.00 | 27.60 | — | — | Neutral | ||||||
| Short covering | 3.55 L | −5,000 | 34.54 | +2.05 | 42.05 | 320 | 5.30 | 0.00 | 27.56 | — | 5,000 | Neutral | ||||||
| Neutral | — | — | 30.09 | 0.00 | 23.90 | 325 | 12.95 | 0.00 | 27.53 | — | — | Neutral | ||||||
| Neutral | 5,000 | — | 29.78 | 0.00 | 17.00 | 330 | 8.00 | 0.00 | 27.51 | — | 7,500 | Neutral | ||||||
| Neutral | — | — | 29.53 | 0.00 | 18.70 | 335 | 17.65 | 0.00 | 27.47 | — | — | Neutral | ||||||
| Short covering | 2.20 L | −2,500 | 32.29 | +2.20 | 27.20 | 340 | 9.60 | 0.00 | 27.44 | — | 25,000 | Neutral | ||||||
| Neutral | — | — | 29.17 | 0.00 | 14.35 | 345 | 23.20 | 0.00 | 27.39 | — | — | Neutral | ||||||
| Short covering | 52,500 | −5,000 | 31.46 | +1.80 | 21.00 | 350 | 14.10 | +0.05 | 31.46 | +30,000 | 3.85 L | Long buildup | ||||||
| Neutral | — | — | 28.91 | 0.00 | 10.85 | 355 | 29.55 | 0.00 | 27.27 | — | — | Neutral | ||||||
| Long buildup | 12,500 | +10,000 | 31.42 | +0.60 | 16.10 | 360 | 18.60 | 0.00 | 27.21 | — | 2,500 | Neutral | ||||||
| Neutral | — | — | 28.74 | 0.00 | 8.05 | 365 | 36.60 | 0.00 | 27.12 | — | — | Neutral | ||||||
| Long buildup | 17,500 | +2,500 | 33.18 | +1.55 | 13.05 | 370 | 18.95 | 0.00 | 27.02 | — | — | Neutral | ||||||
| Neutral | — | — | 28.61 | 0.00 | 5.85 | 375 | 44.30 | 0.00 | 26.91 | — | — | Neutral | ||||||
| Long buildup | 75,000 | +22,500 | 31.53 | +0.95 | 8.95 | 380 | 31.95 | +8.20 | 31.96 | +12,500 | 12,500 | Long buildup | ||||||
| Neutral | — | — | 28.52 | 0.00 | 4.15 | 385 | 52.55 | 0.00 | 26.63 | — | — | Neutral | ||||||
| Neutral | 2,500 | — | 28.50 | 0.00 | 8.00 | 390 | 29.15 | 0.00 | 26.44 | — | — | Neutral | ||||||
| Long buildup | 82,500 | +37,500 | 32.40 | +0.45 | 4.90 | 400 | 45.75 | -2.65 | 27.77 | +62,500 | 1.63 L | Short buildup | ||||||
| Neutral | — | — | 28.37 | 0.00 | 14.65 | 410 | 41.65 | 0.00 | 25.14 | — | — | 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 3 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.