FEDERALBNK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2500
Spot
337.50
Future
339.65
Forward
339.22
PCR (OI)
2.21
Puts 6.30 L / Calls 2.85 L
PCR (volume)
2.64
Puts 206 / Calls 78
Max pain
350
strike with least total payout to holders
Highest OI
350 CE · 340 PE
ΔOI calls +80,000 · puts +3.75 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 | — | — | 32.26 | 0.00 | 40.40 | 290 | 5.95 | 0.00 | 24.89 | — | — | Neutral | ||||||
| Neutral | — | — | 30.00 | 0.00 | 33.40 | 300 | 1.80 | +0.05 | 25.86 | +15,000 | 72,500 | Long buildup | ||||||
| Neutral | — | — | 29.20 | 0.00 | 43.35 | 305 | 3.45 | 0.00 | 24.75 | — | — | Neutral | ||||||
| Neutral | 7,500 | — | 28.56 | 0.00 | 42.10 | 310 | 1.65 | 0.00 | 24.68 | — | 12,500 | Neutral | ||||||
| Neutral | — | — | 28.03 | 0.00 | 35.60 | 315 | 5.60 | 0.00 | 24.63 | — | — | Neutral | ||||||
| Neutral | — | — | 27.62 | 0.00 | 21.70 | 320 | 4.55 | +0.25 | 22.72 | +85,000 | 1.07 L | Long buildup | ||||||
| Neutral | — | — | 27.30 | 0.00 | 28.60 | 325 | 5.30 | 0.00 | 24.48 | — | 22,500 | Neutral | ||||||
| Short buildup | 10,000 | +2,500 | 22.77 | -2.25 | 17.00 | 330 | 7.30 | +2.70 | 21.61 | +22,500 | 30,000 | Long buildup | ||||||
| Neutral | — | — | 26.82 | 0.00 | 22.50 | 335 | 12.25 | 0.00 | 24.30 | — | — | Neutral | ||||||
| Short buildup | 22,500 | +2,500 | 19.59 | -2.95 | 10.00 | 340 | 11.35 | +0.80 | 20.68 | +2.10 L | 3.27 L | Long buildup | ||||||
| Short buildup | 15,000 | +15,000 | 22.66 | -7.85 | 9.45 | 345 | 16.95 | 0.00 | 24.03 | — | — | Neutral | ||||||
| Short buildup | 1.05 L | +30,000 | 22.20 | -6.15 | 7.35 | 350 | 17.10 | +0.40 | 20.36 | +7,500 | 22,500 | Long buildup | ||||||
| Neutral | — | — | 26.30 | 0.00 | 13.00 | 355 | 22.55 | 0.00 | 23.64 | — | — | Neutral | ||||||
| Short buildup | 72,500 | +22,500 | 21.74 | -1.20 | 4.30 | 360 | 42.10 | 0.00 | 23.35 | — | — | Neutral | ||||||
| Neutral | — | — | 26.14 | 0.00 | 9.60 | 365 | 29.05 | 0.00 | 23.03 | — | — | Neutral | ||||||
| Long unwinding | 25,000 | −5,000 | 21.72 | -0.95 | 2.45 | 370 | 50.00 | 0.00 | 22.59 | — | — | Neutral | ||||||
| Short buildup | 12,500 | +12,500 | 19.77 | -5.60 | 1.30 | 375 | 37.45 | +1.20 | 22.46 | +35,000 | 35,000 | Long buildup | ||||||
| Neutral | — | — | 25.97 | 0.00 | 4.10 | 380 | 58.30 | 0.00 | 21.21 | — | — | Neutral | ||||||
| Neutral | — | — | 25.93 | 0.00 | 4.90 | 385 | 44.10 | 0.00 | 19.94 | — | — | Neutral | ||||||
| Neutral | — | — | 25.93 | 0.00 | 2.95 | 390 | 67.05 | 0.00 | 17.55 | — | — | Neutral | ||||||
| Neutral | 15,000 | — | 25.86 | 0.00 | 1.15 | 400 | 76.05 | 0.00 | — | — | — | 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 4 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.