BSE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 200
Spot
3,490.00
Future
3,514.70
Forward
3,520.28
PCR (OI)
1.20
Puts 1.22 L / Calls 1.01 L
PCR (volume)
0.47
Puts 189 / Calls 406
Max pain
3,500
strike with least total payout to holders
Highest OI
3,500 CE · 3,200 PE
ΔOI calls +42,000 · puts +20,400
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 42.55 | 0.00 | 451.60 | 3,000 | 207.65 | 0.00 | 42.10 | — | — | Neutral | ||||||
| Neutral | 200 | — | 42.45 | 0.00 | 221.05 | 3,100 | 252.40 | 0.00 | 42.10 | — | — | Neutral | ||||||
| Neutral | — | — | 42.42 | 0.00 | 468.50 | 3,150 | 143.25 | 0.00 | 42.09 | — | — | Neutral | ||||||
| Neutral | 600 | — | 42.39 | 0.00 | 400.00 | 3,200 | 69.15 | -0.45 | 35.57 | +4,400 | 68,000 | Short buildup | ||||||
| Neutral | — | — | 42.37 | 0.00 | 407.80 | 3,250 | 181.45 | 0.00 | 42.09 | — | — | Neutral | ||||||
| Neutral | 1,400 | — | 42.35 | 0.00 | 326.35 | 3,300 | 99.60 | +6.10 | 35.53 | +2,000 | 10,200 | Long buildup | ||||||
| Neutral | — | — | 42.33 | 0.00 | 352.65 | 3,350 | 225.30 | 0.00 | 42.08 | — | — | Neutral | ||||||
| Long buildup | 9,000 | +3,400 | 35.10 | +2.00 | 255.00 | 3,400 | 135.85 | +1.15 | 35.10 | +6,000 | 17,800 | Long buildup | ||||||
| Neutral | — | — | 42.30 | 0.00 | 303.10 | 3,450 | 274.60 | 0.00 | 42.07 | — | — | Neutral | ||||||
| Short buildup | 29,000 | +17,600 | 34.47 | -8.15 | 199.05 | 3,500 | 184.35 | +9.35 | 35.46 | +6,600 | 13,400 | Long buildup | ||||||
| Neutral | — | — | 42.28 | 0.00 | 258.90 | 3,550 | 329.35 | 0.00 | 42.06 | — | — | Neutral | ||||||
| Neutral | 6,800 | — | 34.91 | -13.00 | 157.00 | 3,600 | 220.00 | 0.00 | 42.06 | — | 1,200 | Neutral | ||||||
| Neutral | — | — | 42.26 | 0.00 | 219.90 | 3,650 | 389.25 | 0.00 | 42.05 | — | — | Neutral | ||||||
| Short buildup | 27,800 | +3,800 | 34.81 | -11.30 | 119.75 | 3,700 | 290.00 | 0.00 | 42.05 | — | 400 | Neutral | ||||||
| Short buildup | 1,400 | +1,400 | 32.21 | -94.70 | 91.00 | 3,750 | 453.95 | 0.00 | 42.04 | — | — | Neutral | ||||||
| Short buildup | 1,200 | +1,200 | 35.71 | -52.45 | 94.55 | 3,800 | 340.00 | 0.00 | 42.04 | — | 2,800 | Neutral | ||||||
| Neutral | — | — | 42.24 | 0.00 | 155.95 | 3,850 | 523.15 | 0.00 | 42.03 | — | — | Neutral | ||||||
| Neutral | — | — | 42.23 | 0.00 | 125.90 | 3,900 | 435.00 | 0.00 | 32.98 | +200 | 2,600 | Neutral | ||||||
| Short buildup | 23,600 | +14,600 | 35.21 | -4.40 | 50.15 | 4,000 | 494.50 | -35.50 | 25.90 | +1,200 | 5,200 | Short buildup | ||||||
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 6.05% (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.