BRITANNIA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 125
Spot
4,635.02
Future
4,650.40
Forward
4,649.50
PCR (OI)
0.92
Puts 3.45 L / Calls 3.74 L
PCR (volume)
0.46
Puts 1,954 / Calls 4,262
Max pain
4,700
strike with least total payout to holders
Highest OI
5,000 CE · 4,500 PE
ΔOI calls +14,875 · puts +18,625
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 26.69 | 0.00 | 1,540.95 | 3,900 | 2.15 | +1.60 | 34.56 | +125 | 125 | Long buildup | ||||||
| Neutral | — | — | 24.26 | 0.00 | 1,442.95 | 4,000 | 4.75 | -2.15 | 34.37 | +5,375 | 23,375 | Short buildup | ||||||
| Neutral | — | — | 23.14 | 0.00 | 824.60 | 4,050 | 6.05 | -2.25 | 33.46 | — | 8,625 | Neutral | ||||||
| Neutral | — | — | 22.28 | 0.00 | 1,345.35 | 4,100 | 7.80 | -2.10 | 32.64 | −375 | 2,875 | Long unwinding | ||||||
| Neutral | — | — | 21.61 | 0.00 | 729.00 | 4,150 | 14.80 | 0.00 | 20.24 | — | 5,500 | Neutral | ||||||
| Neutral | 250 | — | 21.18 | 0.00 | 370.00 | 4,200 | 12.85 | -5.10 | 30.97 | — | 17,875 | Neutral | ||||||
| Neutral | 1,500 | — | 20.89 | 0.00 | 596.90 | 4,250 | 16.60 | -5.85 | 30.21 | +3,250 | 10,750 | Short buildup | ||||||
| Long buildup | 1,625 | +125 | 24.59 | +54.35 | 360.00 | 4,300 | 21.75 | -7.45 | 29.62 | +500 | 11,500 | Short buildup | ||||||
| Neutral | 1,000 | — | 20.58 | 0.00 | 281.10 | 4,350 | 28.30 | -10.50 | 29.04 | +125 | 5,250 | Short buildup | ||||||
| Neutral | 750 | — | 20.50 | 0.00 | 246.00 | 4,400 | 36.90 | -11.50 | 28.59 | +1,500 | 30,000 | Short buildup | ||||||
| Neutral | 750 | — | 20.45 | 0.00 | 226.80 | 4,450 | 48.20 | -14.00 | 28.31 | +125 | 6,875 | Short buildup | ||||||
| Long buildup | 22,250 | +250 | 27.26 | +27.75 | 208.15 | 4,500 | 60.80 | -17.25 | 27.72 | +10,125 | 58,875 | Short buildup | ||||||
| Short covering | 6,125 | −1,000 | 26.97 | +28.30 | 174.60 | 4,550 | 76.95 | -21.95 | 27.36 | +750 | 10,375 | Short buildup | ||||||
| Short covering | 37,375 | −5,000 | 27.14 | +19.20 | 146.10 | 4,600 | 95.60 | -20.20 | 26.88 | −5,625 | 33,750 | Long unwinding | ||||||
| Long buildup | 14,625 | +6,125 | 26.89 | +19.45 | 119.10 | 4,650 | 119.60 | -25.20 | 26.89 | +1,625 | 4,125 | Short buildup | ||||||
| Long buildup | 60,500 | +1,000 | 26.66 | +12.15 | 95.45 | 4,700 | 145.50 | -25.30 | 26.59 | +625 | 28,125 | Short buildup | ||||||
| Long buildup | 3,000 | +1,375 | 26.44 | +12.65 | 75.15 | 4,750 | 180.70 | -84.30 | 27.69 | +250 | 625 | Short buildup | ||||||
| Short covering | 37,625 | −4,250 | 26.62 | +10.05 | 59.60 | 4,800 | 218.50 | -16.50 | 28.80 | +250 | 22,750 | Short buildup | ||||||
| Long buildup | 7,125 | +375 | 26.70 | +8.55 | 46.40 | 4,850 | 286.00 | 0.00 | 19.97 | — | 375 | Neutral | ||||||
| Long buildup | 32,125 | +1,125 | 26.88 | +6.80 | 36.00 | 4,900 | 382.00 | 0.00 | 19.88 | — | 14,750 | Neutral | ||||||
| Long buildup | 13,875 | +1,500 | 27.03 | +5.20 | 27.55 | 4,950 | 320.00 | 0.00 | 19.72 | — | 875 | Neutral | ||||||
| Long buildup | 74,875 | +9,500 | 27.23 | +4.30 | 21.00 | 5,000 | 446.15 | 0.00 | 19.49 | — | 22,500 | Neutral | ||||||
| Long buildup | 8,750 | +3,125 | 27.51 | +1.30 | 16.05 | 5,050 | 400.00 | 0.00 | 19.08 | — | 250 | Neutral | ||||||
| Neutral | 14,750 | −125 | 27.96 | +1.85 | 12.50 | 5,100 | 570.00 | 0.00 | 18.30 | — | 3,500 | Neutral | ||||||
| Neutral | 4,000 | — | 20.28 | 0.00 | 7.50 | 5,150 | 385.00 | 0.00 | 16.09 | — | 250 | Neutral | ||||||
| Short covering | 19,000 | −500 | 28.83 | +1.50 | 7.55 | 5,200 | 540.00 | 0.00 | — | — | 7,250 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 5,250 | 675.00 | 0.00 | — | — | 375 | Neutral | |||
| Neutral | 500 | — | 20.26 | 0.00 | 5.00 | 5,300 | 730.00 | 0.00 | — | — | 1,750 | Neutral | ||||||
| Neutral | 125 | — | 20.31 | 0.00 | 1.75 | 5,350 | 761.00 | 0.00 | — | — | 125 | Neutral | ||||||
| Short buildup | 1,000 | +500 | 32.38 | -0.25 | 4.00 | 5,400 | 820.00 | 0.00 | — | — | 125 | Neutral | ||||||
| Neutral | 125 | — | 20.47 | 0.00 | 3.00 | 5,450 | 855.00 | 0.00 | — | — | 500 | Neutral | ||||||
| Short buildup | 5,250 | +625 | 32.33 | -0.40 | 2.10 | 5,500 | 840.00 | 0.00 | — | — | 3,500 | Neutral | ||||||
| Long buildup | 5,125 | +125 | 33.09 | +0.05 | 1.30 | 5,600 | 1,020.00 | 0.00 | — | — | 7,625 | 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 4.26% (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.