FEDERALBNK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 2500
Spot
337.50
Future
337.50
Forward
337.47
PCR (OI)
0.68
Puts 1.13 Cr / Calls 1.66 Cr
PCR (volume)
0.60
Puts 8,473 / Calls 14,102
Max pain
340
strike with least total payout to holders
Highest OI
350 CE · 350 PE
ΔOI calls +23.05 L · puts +12.88 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 | 22,500 | — | 60.44 | 0.00 | 76.45 | 270 | 0.15 | 0.00 | 42.31 | +15,000 | 32,500 | Neutral | ||||||
| Neutral | 2,500 | — | 52.46 | 0.00 | 63.50 | 280 | 0.25 | +0.05 | 39.10 | −20,000 | 90,000 | Short covering | ||||||
| Neutral | 7,500 | — | 44.76 | 0.00 | 38.00 | 290 | 0.40 | +0.05 | 35.54 | +15,000 | 2.10 L | Long buildup | ||||||
| Neutral | 1.50 L | — | 37.90 | 0.00 | 40.50 | 300 | 0.70 | +0.05 | 32.42 | +1.05 L | 9.65 L | Long buildup | ||||||
| Neutral | — | — | 35.06 | 0.00 | 25.25 | 305 | 0.85 | +0.10 | 30.16 | +42,500 | 1.55 L | Long buildup | ||||||
| Neutral | 1.18 L | — | 32.67 | 0.00 | 37.00 | 310 | 1.15 | +0.05 | 28.62 | +2.27 L | 6.90 L | Long buildup | ||||||
| Short buildup | 47,500 | +15,000 | 24.04 | -10.40 | 23.45 | 315 | 1.65 | +0.20 | 27.57 | +2.27 L | 5.30 L | Long buildup | ||||||
| Long unwinding | 5.08 L | −10,000 | 25.80 | -8.10 | 19.60 | 320 | 2.35 | +0.30 | 26.52 | −15,000 | 8.32 L | Short covering | ||||||
| Short buildup | 92,500 | +40,000 | 24.17 | -8.00 | 15.40 | 325 | 3.30 | +0.40 | 25.43 | +1.48 L | 6.50 L | Long buildup | ||||||
| Short buildup | 5.78 L | +1.43 L | 24.41 | -2.35 | 12.05 | 330 | 4.75 | +0.60 | 24.90 | +47,500 | 11.80 L | Long buildup | ||||||
| Short buildup | 6.78 L | +4.67 L | 24.36 | -2.15 | 9.10 | 335 | 6.60 | +0.85 | 24.24 | +3.42 L | 9.72 L | Long buildup | ||||||
| Short buildup | 18.32 L | +7.25 L | 23.98 | -1.75 | 6.55 | 340 | 9.05 | +1.15 | 23.93 | +1.50 L | 11.93 L | Long buildup | ||||||
| Short buildup | 20.20 L | +4.50 L | 23.92 | -1.40 | 4.60 | 345 | 12.10 | +1.65 | 23.92 | +20,000 | 9.72 L | Long buildup | ||||||
| Short buildup | 36.25 L | +5.03 L | 24.01 | -1.15 | 3.15 | 350 | 15.65 | +2.00 | 24.08 | −5,000 | 15.68 L | Neutral | ||||||
| Long unwinding | 10.35 L | −82,500 | 24.14 | -0.80 | 2.10 | 355 | 20.80 | +3.50 | 29.28 | −17,500 | 3.10 L | Short covering | ||||||
| Short buildup | 25.63 L | +2.33 L | 24.49 | -0.55 | 1.40 | 360 | 23.85 | +2.00 | 24.52 | +5,000 | 6.05 L | Neutral | ||||||
| Long unwinding | 4.88 L | −72,500 | 25.08 | -0.40 | 0.95 | 365 | 18.60 | 0.00 | — | — | 17,500 | Neutral | ||||||
| Long unwinding | 8.25 L | −60,000 | 26.18 | -0.25 | 0.70 | 370 | 21.70 | 0.00 | — | — | 1.75 L | Neutral | ||||||
| Long unwinding | 2.95 L | −72,500 | 26.44 | -0.20 | 0.45 | 375 | 25.60 | 0.00 | — | — | 10,000 | Neutral | ||||||
| Short buildup | 5.80 L | +60,000 | 27.70 | -0.15 | 0.35 | 380 | 35.90 | 0.00 | — | — | 7,500 | Neutral | ||||||
| Long unwinding | 47,500 | −7,500 | 28.45 | -0.10 | 0.25 | 385 | 62.60 | 0.00 | — | — | — | Neutral | ||||||
| Long unwinding | 5.85 L | −7,500 | 29.67 | -0.05 | 0.20 | 390 | 45.65 | 0.00 | — | — | — | Neutral | ||||||
| Long unwinding | 3.95 L | −12,500 | 30.85 | -0.05 | 0.10 | 400 | 60.00 | 0.00 | — | — | 1.27 L | Neutral | ||||||
| Long unwinding | 1.05 L | −5,000 | 30.16 | -0.10 | 0.05 | 405 | · | · | · | · | · | · | · | · | · | |||
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 6.44% (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.