BRITANNIA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 125
Spot
4,635.02
Future
4,670.00
Forward
4,670.00
PCR (OI)
3.59
Puts 7,625 / Calls 2,125
PCR (volume)
—
Puts 9 / Calls —
Max pain
4,700
strike with least total payout to holders
Highest OI
4,800 CE · 4,600 PE
ΔOI calls +— · puts +375
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 25.55 | 0.00 | 997.75 | 3,900 | 5.65 | 0.00 | 20.12 | — | — | Neutral | ||||||
| Neutral | — | — | 23.88 | 0.00 | 903.30 | 4,000 | 9.70 | 0.00 | 20.10 | — | — | Neutral | ||||||
| Neutral | — | — | 23.23 | 0.00 | 574.55 | 4,050 | 20.70 | 0.00 | 20.09 | — | — | Neutral | ||||||
| Neutral | — | — | 22.69 | 0.00 | 810.95 | 4,100 | 15.90 | 0.00 | 20.08 | — | — | Neutral | ||||||
| Neutral | — | — | 22.25 | 0.00 | 488.95 | 4,150 | 34.00 | 0.00 | 20.07 | — | — | Neutral | ||||||
| Neutral | — | — | 21.91 | 0.00 | 721.45 | 4,200 | 27.50 | 0.00 | 20.05 | — | 375 | Neutral | ||||||
| Neutral | — | — | 21.64 | 0.00 | 409.10 | 4,250 | 53.10 | 0.00 | 20.03 | — | — | Neutral | ||||||
| Neutral | — | — | 21.42 | 0.00 | 635.65 | 4,300 | 37.65 | 0.00 | 20.02 | — | — | Neutral | ||||||
| Neutral | — | — | 21.25 | 0.00 | 336.10 | 4,350 | 78.95 | 0.00 | 19.99 | — | — | Neutral | ||||||
| Neutral | — | — | 21.11 | 0.00 | 554.20 | 4,400 | 95.00 | 0.00 | 19.97 | — | 875 | Neutral | ||||||
| Neutral | — | — | 20.99 | 0.00 | 270.90 | 4,450 | 112.70 | 0.00 | 19.95 | — | — | Neutral | ||||||
| Neutral | — | — | 20.90 | 0.00 | 478.10 | 4,500 | 90.00 | -40.00 | 22.36 | +250 | 1,125 | Short buildup | ||||||
| Neutral | — | — | 20.83 | 0.00 | 214.10 | 4,550 | 154.80 | 0.00 | 19.88 | — | — | Neutral | ||||||
| Neutral | 750 | — | 20.77 | 0.00 | 218.50 | 4,600 | 165.00 | 0.00 | 19.84 | — | 2,500 | Neutral | ||||||
| Neutral | — | — | 20.71 | 0.00 | 165.75 | 4,650 | 205.40 | 0.00 | 19.79 | — | — | Neutral | ||||||
| Neutral | 250 | — | 20.67 | 0.00 | 115.80 | 4,700 | 215.00 | 0.00 | 19.74 | — | 2,125 | Neutral | ||||||
| Neutral | — | — | 20.64 | 0.00 | 125.75 | 4,750 | 264.30 | 0.00 | 19.67 | — | — | Neutral | ||||||
| Neutral | 875 | — | 20.60 | 0.00 | 92.15 | 4,800 | 250.00 | -50.00 | 24.02 | +125 | 625 | Short buildup | ||||||
| Neutral | — | — | 20.58 | 0.00 | 93.40 | 4,850 | 330.90 | 0.00 | 19.50 | — | — | Neutral | ||||||
| Neutral | — | — | 20.55 | 0.00 | 235.15 | 4,900 | 228.35 | 0.00 | 19.38 | — | — | Neutral | ||||||
| Neutral | — | — | 20.53 | 0.00 | 68.25 | 4,950 | 404.60 | 0.00 | 19.24 | — | — | Neutral | ||||||
| Neutral | 125 | — | 20.51 | 0.00 | 45.00 | 5,000 | 282.80 | 0.00 | 19.06 | — | — | Neutral | ||||||
| Neutral | — | — | 20.50 | 0.00 | 48.55 | 5,050 | 483.85 | 0.00 | 18.83 | — | — | Neutral | ||||||
| Neutral | — | — | 20.48 | 0.00 | 153.35 | 5,100 | 343.65 | 0.00 | 18.53 | — | — | Neutral | ||||||
| Neutral | — | — | 20.47 | 0.00 | 33.95 | 5,150 | 568.15 | 0.00 | 18.13 | — | — | Neutral | ||||||
| Neutral | 125 | — | 20.46 | 0.00 | 71.05 | 5,200 | 410.45 | 0.00 | 17.57 | — | — | Neutral | ||||||
| Neutral | — | — | 20.44 | 0.00 | 95.55 | 5,300 | 482.90 | 0.00 | 15.11 | — | — | Neutral | ||||||
| Neutral | — | — | 20.42 | 0.00 | 73.90 | 5,400 | 559.80 | 0.00 | — | — | — | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.