CANBK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 6750
Spot
119.13
Future
120.79
Forward
120.79
PCR (OI)
0.00
Puts — / Calls 13,500
PCR (volume)
—
Puts — / Calls —
Max pain
96
strike with least total payout to holders
Highest OI
120 CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 30.35 | 0.00 | 24.48 | 96 | 0.99 | 0.00 | 30.06 | — | — | Neutral | ||||||
| Neutral | — | — | 30.15 | 0.00 | 21.14 | 100 | 1.59 | 0.00 | 30.13 | — | — | Neutral | ||||||
| Neutral | — | — | 30.03 | 0.00 | 18.03 | 104 | 2.41 | 0.00 | 30.14 | — | — | Neutral | ||||||
| Neutral | — | — | 29.99 | 0.00 | 16.57 | 106 | 2.93 | 0.00 | 30.18 | — | — | Neutral | ||||||
| Neutral | — | — | 30.01 | 0.00 | 15.18 | 108 | 3.50 | 0.00 | 30.20 | — | — | Neutral | ||||||
| Neutral | — | — | 29.98 | 0.00 | 13.86 | 110 | 4.15 | 0.00 | 30.17 | — | — | Neutral | ||||||
| Neutral | — | — | 29.98 | 0.00 | 12.61 | 112 | 4.87 | 0.00 | 30.22 | — | — | Neutral | ||||||
| Neutral | — | — | 29.95 | 0.00 | 11.44 | 114 | 5.67 | 0.00 | 30.24 | — | — | Neutral | ||||||
| Neutral | — | — | 29.96 | 0.00 | 10.35 | 116 | 6.55 | 0.00 | 30.25 | — | — | Neutral | ||||||
| Neutral | — | — | 29.97 | 0.00 | 9.33 | 118 | 7.50 | 0.00 | 30.26 | — | — | Neutral | ||||||
| Neutral | 13,500 | — | 29.96 | 0.00 | 9.50 | 120 | 8.52 | 0.00 | 30.26 | — | — | Neutral | ||||||
| Neutral | — | — | 29.95 | 0.00 | 7.51 | 122 | 9.62 | 0.00 | 30.30 | — | — | Neutral | ||||||
| Neutral | — | — | 29.99 | 0.00 | 6.71 | 124 | 10.78 | 0.00 | 30.36 | — | — | Neutral | ||||||
| Neutral | — | — | 29.97 | 0.00 | 5.97 | 126 | 12.02 | 0.00 | 30.40 | — | — | Neutral | ||||||
| Neutral | — | — | 29.98 | 0.00 | 5.30 | 128 | 13.32 | 0.00 | 30.44 | — | — | Neutral | ||||||
| Neutral | — | — | 29.97 | 0.00 | 4.69 | 130 | 14.68 | 0.00 | 30.46 | — | — | Neutral | ||||||
| Neutral | — | — | 30.00 | 0.00 | 4.14 | 132 | 16.10 | 0.00 | 30.53 | — | — | Neutral | ||||||
| Neutral | — | — | 29.96 | 0.00 | 3.21 | 136 | 19.10 | 0.00 | 30.71 | — | — | Neutral | ||||||
| Neutral | — | — | 30.01 | 0.00 | 2.45 | 140 | 22.28 | 0.00 | 30.94 | — | — | 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 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.