FEDERALBNK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 2500
Spot
337.50
Future
341.00
Forward
341.00
PCR (OI)
—
Puts 2,500 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
350
strike with least total payout to holders
Highest OI
— CE · 350 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 | — | — | 30.57 | 0.00 | 67.55 | 280 | 1.60 | 0.00 | 25.04 | — | — | Neutral | ||||||
| Neutral | — | — | 27.89 | 0.00 | 50.50 | 300 | 4.25 | 0.00 | 24.98 | — | — | Neutral | ||||||
| Neutral | — | — | 27.18 | 0.00 | 42.75 | 310 | 6.40 | 0.00 | 24.94 | — | — | Neutral | ||||||
| Neutral | — | — | 26.72 | 0.00 | 35.75 | 320 | 9.20 | 0.00 | 24.87 | — | — | Neutral | ||||||
| Neutral | — | — | 26.42 | 0.00 | 29.40 | 330 | 12.75 | 0.00 | 24.78 | — | — | Neutral | ||||||
| Neutral | — | — | 26.20 | 0.00 | 23.90 | 340 | 17.05 | 0.00 | 24.68 | — | — | Neutral | ||||||
| Neutral | — | — | 26.06 | 0.00 | 19.10 | 350 | 17.00 | 0.00 | 24.54 | — | 2,500 | Neutral | ||||||
| Neutral | — | — | 25.95 | 0.00 | 15.05 | 360 | 27.90 | 0.00 | 24.34 | — | — | Neutral | ||||||
| Neutral | — | — | 25.86 | 0.00 | 11.70 | 370 | 34.40 | 0.00 | 24.10 | — | — | Neutral | ||||||
| Neutral | — | — | 25.80 | 0.00 | 9.00 | 380 | 41.55 | 0.00 | 23.73 | — | — | Neutral | ||||||
| Neutral | — | — | 25.72 | 0.00 | 5.10 | 400 | 57.30 | 0.00 | 22.37 | — | — | 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 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.