CANBK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 6750
Spot
119.13
Future
120.18
Forward
120.18
PCR (OI)
0.65
Puts 5.33 L / Calls 8.17 L
PCR (volume)
0.34
Puts 41 / Calls 119
Max pain
126
strike with least total payout to holders
Highest OI
130 CE · 120 PE
ΔOI calls +3.58 L · puts +1.55 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 31.31 | 0.00 | 22.31 | 100 | 1.33 | 0.00 | 30.10 | — | — | Neutral | ||||||
| Neutral | — | — | 31.03 | 0.00 | 20.68 | 102 | 1.67 | 0.00 | 29.96 | — | — | Neutral | ||||||
| Neutral | — | — | 30.78 | 0.00 | 19.10 | 104 | 1.00 | 0.00 | 30.06 | — | 20,250 | Neutral | ||||||
| Neutral | — | — | 30.55 | 0.00 | 17.59 | 106 | 2.53 | 0.00 | 30.07 | — | — | Neutral | ||||||
| Neutral | — | — | 30.53 | 0.00 | 14.48 | 107 | 2.31 | 0.00 | 30.00 | — | — | Neutral | ||||||
| Neutral | — | — | 30.50 | 0.00 | 16.15 | 108 | 3.06 | 0.00 | 30.03 | — | — | Neutral | ||||||
| Neutral | — | — | 30.39 | 0.00 | 13.05 | 109 | 2.86 | 0.00 | 30.04 | — | — | Neutral | ||||||
| Neutral | — | — | 30.35 | 0.00 | 14.77 | 110 | 3.65 | 0.00 | 30.03 | — | — | Neutral | ||||||
| Neutral | — | — | 30.35 | 0.00 | 11.70 | 111 | 3.49 | 0.00 | 30.06 | — | — | Neutral | ||||||
| Neutral | — | — | 30.33 | 0.00 | 13.47 | 112 | 4.32 | 0.00 | 30.05 | — | — | Neutral | ||||||
| Neutral | — | — | 30.27 | 0.00 | 10.44 | 113 | 4.21 | 0.00 | 30.01 | — | — | Neutral | ||||||
| Neutral | — | — | 30.30 | 0.00 | 12.24 | 114 | 5.06 | 0.00 | 30.06 | — | — | Neutral | ||||||
| Neutral | — | — | 30.22 | 0.00 | 9.28 | 115 | 5.02 | 0.00 | 30.06 | — | — | Neutral | ||||||
| Neutral | — | — | 30.23 | 0.00 | 11.09 | 116 | 5.88 | 0.00 | 30.02 | — | — | Neutral | ||||||
| Neutral | — | — | 30.19 | 0.00 | 8.20 | 117 | 5.92 | 0.00 | 30.05 | — | — | Neutral | ||||||
| Neutral | — | — | 30.22 | 0.00 | 10.01 | 118 | 6.78 | 0.00 | 30.03 | — | — | Neutral | ||||||
| Neutral | — | — | 30.20 | 0.00 | 7.21 | 119 | 6.91 | 0.00 | 30.02 | — | — | Neutral | ||||||
| Short covering | 1.89 L | −33,750 | 28.27 | +0.78 | 5.38 | 120 | 4.75 | -0.60 | 25.86 | +27,000 | 1.75 L | Short buildup | ||||||
| Neutral | — | — | 30.16 | 0.00 | 6.31 | 121 | 7.99 | 0.00 | 30.05 | — | — | Neutral | ||||||
| Neutral | — | — | 30.19 | 0.00 | 4.09 | 122 | 8.79 | 0.00 | 30.03 | — | 6,750 | Neutral | ||||||
| Neutral | — | — | 30.18 | 0.00 | 5.50 | 123 | 9.16 | 0.00 | 30.08 | — | — | Neutral | ||||||
| Neutral | 6,750 | — | 30.14 | 0.00 | 3.82 | 124 | 6.50 | 0.00 | 30.04 | — | 6,750 | Neutral | ||||||
| Neutral | — | — | 30.12 | 0.00 | 4.77 | 125 | 8.10 | 0.00 | 30.08 | — | 6,750 | Neutral | ||||||
| Neutral | — | — | 30.13 | 0.00 | 6.45 | 126 | 8.35 | -0.20 | 25.81 | +87,750 | 1.22 L | Short buildup | ||||||
| Neutral | — | — | 30.12 | 0.00 | 4.11 | 127 | 11.73 | 0.00 | 30.10 | — | — | Neutral | ||||||
| Neutral | — | — | 30.10 | 0.00 | 5.73 | 128 | 10.36 | 0.00 | 30.08 | — | 27,000 | Neutral | ||||||
| Neutral | — | — | 30.12 | 0.00 | 3.53 | 129 | 13.12 | 0.00 | 30.11 | — | — | Neutral | ||||||
| Long buildup | 4.25 L | +2.63 L | 26.39 | +0.18 | 1.68 | 130 | 11.25 | -0.25 | 25.42 | +40,500 | 94,500 | Short buildup | ||||||
| Neutral | — | — | 30.10 | 0.00 | 3.02 | 131 | 14.60 | 0.00 | 30.11 | — | — | Neutral | ||||||
| Neutral | — | — | 30.14 | 0.00 | 4.49 | 132 | 15.04 | 0.00 | 30.15 | — | — | Neutral | ||||||
| Neutral | 13,500 | — | 30.13 | 0.00 | 1.00 | 134 | 16.48 | 0.00 | 30.16 | — | — | Neutral | ||||||
| Short buildup | 1.35 L | +1.22 L | 26.68 | -0.11 | 0.79 | 136 | 16.50 | 0.00 | 30.16 | — | 6,750 | Neutral | ||||||
| Neutral | — | — | 30.14 | 0.00 | 3.05 | 138 | 17.85 | 0.00 | 30.22 | — | 67,500 | Neutral | ||||||
| Short buildup | 47,250 | +6,750 | 28.21 | -0.74 | 0.56 | 140 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.