CANBK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 6750

Spot

119.13

Future

119.33

Forward

119.49

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.95

Puts 6.18 Cr / Calls 6.49 Cr

PCR (volume)

0.71

Puts 8,526 / Calls 12,046

Max pain

120

strike with least total payout to holders

Highest OI

120 CE · 120 PE

ΔOI calls +39.55 L · puts +29.77 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	47,250	—	—	35.95	0.98	-0.01	0.00	17.97	100	0.17	-0.01	-0.02	-0.03	42.02	16	−74,250	9.45 L	Long unwinding
·	·	·	·	·	·	·	·	·	101	0.23	0.00	-0.01	-0.01	30.58	—	—	1.35 L	Neutral
Neutral	—	—	—	33.97	0.97	-0.01	0.00	19.23	102	0.23	0.00	-0.01	-0.01	30.14	—	—	4.18 L	Neutral
Neutral	6,750	—	—	33.09	0.97	-0.01	0.00	14.12	103	0.25	0.00	-0.01	-0.02	30.26	—	—	5.60 L	Neutral
Neutral	6,750	—	—	32.54	0.96	-0.01	0.00	19.00	104	0.24	-0.07	-0.03	-0.05	36.72	46	−6,750	13.63 L	Neutral
·	·	·	·	·	·	·	·	·	105	0.30	-0.08	-0.03	-0.06	36.46	117	−54,000	39.28 L	Long unwinding
Neutral	—	—	—	31.45	0.94	-0.02	0.00	15.89	106	0.34	-0.06	-0.03	-0.07	35.39	32	+27,000	5.60 L	Short buildup
Neutral	6,750	—	—	31.12	0.93	-0.02	0.00	13.68	107	0.39	-0.10	-0.04	-0.08	34.41	49	+1.28 L	3.24 L	Short buildup
Neutral	—	—	—	30.94	0.92	-0.03	0.00	14.33	108	0.46	-0.13	-0.04	-0.10	33.67	172	−74,250	7.02 L	Long unwinding
Neutral	—	—	—	30.80	0.90	-0.03	0.00	13.58	109	0.54	-0.15	-0.04	-0.11	32.89	126	−47,250	7.16 L	Long unwinding
Long buildup	7.02 L	+47,250	20	30.63	0.87	-0.04	+0.25	10.00	110	0.64	-0.18	-0.05	-0.13	32.21	199	−47,250	51.37 L	Neutral
Neutral	13,500	—	—	30.54	0.85	-0.05	0.00	8.57	111	0.76	-0.18	-0.05	-0.16	31.57	84	+1.55 L	9.59 L	Short buildup
Neutral	4.46 L	—	—	30.47	0.82	-0.05	0.00	8.04	112	0.90	-0.24	-0.06	-0.18	30.91	237	−27,000	15.05 L	Long unwinding
Neutral	13,500	—	—	30.37	0.79	-0.06	0.00	7.58	113	1.06	-0.26	-0.06	-0.21	30.21	188	+3.98 L	10.94 L	Short buildup
Long buildup	9.52 L	+74,250	14	30.65	0.75	-0.06	+0.82	6.82	114	1.26	-0.34	-0.06	-0.24	29.66	223	+67,500	7.09 L	Short buildup
Long buildup	19.10 L	+33,750	103	28.72	0.72	-0.06	+0.66	5.93	115	1.50	-0.40	-0.07	-0.28	29.19	632	−2.70 L	56.16 L	Long unwinding
Short covering	7.49 L	−47,250	25	29.64	0.67	-0.07	+0.74	5.35	116	1.78	-0.44	-0.07	-0.32	28.75	680	+13,500	12.55 L	Short buildup
Short covering	17.55 L	−40,500	125	28.09	0.63	-0.07	+0.53	4.56	117	2.08	-0.52	-0.07	-0.36	28.12	1,358	+67,500	25.45 L	Short buildup
Short covering	39.89 L	−60,750	541	27.94	0.59	-0.07	+0.48	3.96	118	2.47	-0.58	-0.07	-0.41	27.91	1,368	+4.39 L	35.30 L	Short buildup
Long buildup	29.02 L	+1.62 L	1,122	27.97	0.54	-0.07	+0.46	3.43	119	2.92	-0.58	-0.07	-0.46	27.81	1,348	+3.71 L	28.35 L	Short buildup
Long buildup	1.74 Cr	+24.70 L	4,466	27.57	0.49	-0.07	+0.37	2.90	120	3.42	-0.71	-0.07	-0.51	27.71	1,216	+16.27 L	83.16 L	Short buildup
Long buildup	13.57 L	+1.35 L	1,227	27.44	0.44	-0.07	+0.34	2.45	121	3.95	-0.45	-0.07	-0.56	27.44	142	+1.15 L	7.09 L	Short buildup
Long buildup	28.48 L	+3.31 L	726	27.22	0.39	-0.07	+0.27	2.04	122	4.57	+0.35	-0.07	-0.61	27.53	190	+1.15 L	15.12 L	Long buildup
Neutral	16.54 L	−6,750	549	27.30	0.34	-0.07	+0.23	1.71	123	5.12	-0.63	-0.06	-0.66	26.51	57	+6,750	7.56 L	Neutral
Long buildup	13.77 L	+2.29 L	536	27.44	0.30	-0.06	+0.21	1.43	124	5.39	-0.64	-0.05	-0.75	21.90	5	+27,000	3.38 L	Short buildup
Long buildup	76.55 L	+6.01 L	1,183	27.17	0.25	-0.06	+0.14	1.15	125	6.60	-0.92	-0.06	-0.75	26.81	36	−13,500	22.27 L	Neutral
Long buildup	15.39 L	+47,250	239	27.47	0.22	-0.06	+0.14	0.96	126	7.39	0.00	-0.06	-0.76	29.90	—	—	2.02 L	Neutral
Long buildup	7.42 L	+74,250	91	27.40	0.19	-0.05	+0.09	0.77	127	8.41	0.00	-0.06	-0.79	29.86	—	—	87,750	Neutral
Long buildup	11.47 L	+60,750	67	27.45	0.16	-0.04	+0.07	0.62	128	9.05	0.00	-0.05	-0.82	29.82	—	—	3.38 L	Neutral
Long buildup	6.14 L	+60,750	55	27.57	0.13	-0.04	+0.05	0.50	129	11.74	0.00	-0.05	-0.85	29.82	—	—	—	Neutral
Neutral	65.14 L	+6,750	496	28.05	0.11	-0.04	+0.04	0.42	130	11.00	-0.80	-0.04	-0.87	30.10	5	+33,750	30.78 L	Short buildup
Short covering	8.44 L	−1.15 L	172	28.03	0.09	-0.03	+0.03	0.33	131	13.20	0.00	-0.03	-0.89	29.68	—	—	—	Neutral
Neutral	7.02 L	+27,000	36	28.34	0.08	-0.03	0.00	0.27	132	10.35	0.00	-0.03	-0.91	29.63	—	—	27,000	Neutral
Short covering	4.59 L	−33,750	35	28.90	0.07	-0.03	+0.01	0.23	133	15.88	0.00	-0.02	-0.93	29.69	—	—	27,000	Neutral
Neutral	2.77 L	—	4	29.87	0.06	-0.02	+0.01	0.21	134	15.50	0.00	-0.02	-0.94	29.68	—	—	—	Neutral
Neutral	9.99 L	−87,750	88	29.35	0.05	-0.02	0.00	0.15	135	17.13	0.00	-0.02	-0.95	29.63	—	—	29.36 L	Neutral
Neutral	2.43 L	—	—	29.96	0.04	-0.02	0.00	0.16	136	16.95	0.00	-0.01	-0.96	29.18	—	—	—	Neutral
Neutral	1.96 L	—	—	29.93	0.03	-0.01	0.00	0.17	137	·	·	·	·	·	·	·	·	·
Neutral	54,000	—	—	30.13	0.03	-0.01	0.00	0.16	138	18.25	0.00	-0.01	-0.98	28.84	—	—	40,500	Neutral
Neutral	44.01 L	−13,500	125	31.23	0.02	-0.01	0.00	0.06	140	21.50	0.00	-0.00	-0.99	28.24	—	—	59.20 L	Neutral
Neutral	3.31 L	—	1	33.58	0.02	-0.01	+0.01	0.06	142	22.31	0.00	0.00	-0.99	28.56	—	—	4.05 L	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 7.2% (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.