BSE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 200
Spot
3,490.00
Future
3,493.80
Forward
3,495.61
PCR (OI)
0.75
Puts 46.52 L / Calls 61.82 L
PCR (volume)
0.46
Puts 17,221 / Calls 37,456
Max pain
3,400
strike with least total payout to holders
Highest OI
3,500 CE · 3,400 PE
ΔOI calls +5.80 L · puts +24,400
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 2,400 | 2.00 | -0.15 | 69.51 | — | 31,400 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 2,500 | 2.90 | -0.50 | 66.11 | +3,000 | 8,800 | Short buildup | |||
| Long buildup | 2,400 | +600 | 89.93 | +6.45 | 917.65 | 2,600 | 3.75 | -0.15 | 61.66 | +1,600 | 69,200 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 2,700 | 4.45 | -0.55 | 56.37 | +3,200 | 66,400 | Short buildup | |||
| · | · | · | · | · | · | · | · | · | 2,750 | 5.30 | -0.70 | 54.56 | +200 | 13,800 | Short buildup | |||
| Neutral | 800 | — | 54.58 | 0.00 | 440.00 | 2,800 | 6.40 | -0.30 | 52.89 | −4,800 | 83,400 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 2,850 | 7.55 | -0.30 | 50.97 | +1,400 | 44,600 | Short buildup | |||
| Neutral | 400 | — | 50.18 | 0.00 | 495.00 | 2,900 | 9.40 | -0.40 | 49.60 | +2,800 | 82,800 | Short buildup | ||||||
| Neutral | 3,800 | — | 48.55 | 0.00 | 491.45 | 2,950 | 11.40 | -0.80 | 47.96 | +11,000 | 71,600 | Short buildup | ||||||
| Neutral | 59,000 | −400 | 44.83 | -12.85 | 506.00 | 3,000 | 14.80 | -0.40 | 47.11 | −24,600 | 4.30 L | Long unwinding | ||||||
| Neutral | 1,400 | — | 46.23 | 0.00 | 394.80 | 3,050 | 18.30 | -0.60 | 45.73 | −2,400 | 56,000 | Long unwinding | ||||||
| Neutral | 1.71 L | — | 48.46 | -9.70 | 424.00 | 3,100 | 23.25 | -0.70 | 44.75 | −2,800 | 3.10 L | Neutral | ||||||
| Neutral | 24,800 | — | 50.65 | -8.55 | 388.00 | 3,150 | 29.60 | -0.10 | 43.89 | −2,600 | 1.06 L | Long unwinding | ||||||
| Long unwinding | 2.30 L | −8,000 | 43.02 | -16.90 | 331.95 | 3,200 | 36.85 | -0.80 | 42.78 | +8,600 | 4.03 L | Short buildup | ||||||
| Neutral | 41,000 | −400 | 41.17 | -10.65 | 289.15 | 3,250 | 46.45 | -0.70 | 42.00 | +2,200 | 1.27 L | Short buildup | ||||||
| Neutral | 3.79 L | −1,800 | 41.05 | -12.85 | 252.50 | 3,300 | 58.20 | -1.20 | 41.28 | −8,400 | 4.87 L | Long unwinding | ||||||
| Long unwinding | 1.11 L | −2,600 | 41.04 | -11.05 | 218.75 | 3,350 | 73.55 | +1.20 | 41.01 | +1,000 | 1.72 L | Neutral | ||||||
| Neutral | 4.28 L | +2,600 | 40.51 | -12.05 | 186.15 | 3,400 | 90.95 | +2.00 | 40.53 | +15,800 | 6.87 L | Long buildup | ||||||
| Short buildup | 1.28 L | +13,400 | 40.08 | -8.10 | 156.65 | 3,450 | 111.20 | +2.00 | 40.08 | +7,000 | 1.93 L | Long buildup | ||||||
| Short buildup | 7.99 L | +1.58 L | 39.78 | -9.35 | 130.45 | 3,500 | 134.85 | +4.15 | 39.78 | −5,600 | 5.45 L | Short covering | ||||||
| Short buildup | 6.76 L | +75,600 | 39.74 | -9.75 | 108.10 | 3,550 | 162.20 | +6.05 | 39.71 | +14,400 | 1.22 L | Long buildup | ||||||
| Short buildup | 7.84 L | +68,600 | 39.73 | -6.20 | 88.70 | 3,600 | 192.60 | +7.35 | 39.69 | −1,000 | 1.47 L | Neutral | ||||||
| Short buildup | 1.46 L | +16,800 | 39.78 | -6.55 | 72.20 | 3,650 | 223.60 | +5.00 | 38.98 | +3,000 | 25,600 | Long buildup | ||||||
| Short buildup | 5.41 L | +32,400 | 39.88 | -3.65 | 58.35 | 3,700 | 262.55 | +12.65 | 40.06 | −400 | 88,200 | Neutral | ||||||
| Neutral | 98,800 | +200 | 40.10 | -2.10 | 47.05 | 3,750 | 303.00 | +15.15 | 41.02 | +800 | 6,600 | Long buildup | ||||||
| Short buildup | 5.98 L | +1.82 L | 40.39 | -1.40 | 37.85 | 3,800 | 336.00 | +2.00 | 38.18 | +1,200 | 1.43 L | Neutral | ||||||
| Short buildup | 24,200 | +24,200 | 40.80 | -42.05 | 30.55 | 3,850 | 688.45 | 0.00 | 39.94 | — | — | Neutral | ||||||
| Short buildup | 2.32 L | +15,400 | 41.04 | -0.80 | 24.25 | 3,900 | 397.80 | -10.45 | — | −200 | 1.30 L | Neutral | ||||||
| Long buildup | 4.55 L | +18,800 | 42.14 | +0.35 | 15.95 | 4,000 | 505.00 | 0.00 | 38.23 | — | 200 | Neutral | ||||||
| Neutral | 2.46 L | −15,600 | 48.71 | 0.00 | 4.20 | 4,400 | · | · | · | · | · | · | · | · | · | |||
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 6.05% (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.