HDFCBANK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 650
Spot
700.00
Future
702.10
Forward
701.52
PCR (OI)
0.68
Puts 7.12 Cr / Calls 10.41 Cr
PCR (volume)
0.43
Puts 78,066 / Calls 1.80 L
Max pain
700
strike with least total payout to holders
Highest OI
700 CE · 700 PE
ΔOI calls −13.37 L · puts +7.34 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 | 1,300 | — | 42.82 | 0.00 | 109.00 | 580 | 0.35 | 0.00 | 37.43 | +34,450 | 5.45 L | Neutral | ||||||
| Long buildup | 2.26 L | +18,850 | — | +8.80 | 101.15 | 600 | 0.50 | -0.10 | 33.40 | +1.08 L | 17.49 L | Short buildup | ||||||
| Neutral | 5,200 | — | 33.31 | 0.00 | 81.55 | 610 | 0.60 | -0.15 | 31.33 | +12,350 | 7.37 L | Short buildup | ||||||
| Short covering | 1.30 L | −1,950 | 31.78 | +9.50 | 82.35 | 620 | 0.85 | -0.20 | 30.14 | −1.58 L | 11.52 L | Long unwinding | ||||||
| Neutral | 1.56 L | −650 | — | +0.30 | 64.20 | 630 | 1.15 | -0.30 | 28.66 | −79,300 | 13.79 L | Long unwinding | ||||||
| Long buildup | 1.79 L | +3,250 | 27.68 | +8.45 | 63.00 | 640 | 1.55 | -0.55 | 27.10 | +59,800 | 14.64 L | Short buildup | ||||||
| Short covering | 8.97 L | −42,900 | 23.75 | +7.55 | 52.95 | 650 | 2.15 | -0.95 | 25.69 | +2.94 L | 80.20 L | Short buildup | ||||||
| Short covering | 6.45 L | −10,400 | 24.47 | +7.40 | 44.45 | 660 | 3.05 | -1.30 | 24.41 | −21,450 | 42.78 L | Neutral | ||||||
| Long buildup | 15.96 L | +42,250 | 23.25 | +7.00 | 35.80 | 670 | 4.35 | -1.95 | 23.17 | +1.92 L | 36.20 L | Short buildup | ||||||
| Short covering | 45.88 L | −4.02 L | 21.70 | +6.00 | 27.50 | 680 | 6.35 | -2.65 | 22.23 | +1.90 L | 69.94 L | Short buildup | ||||||
| Short covering | 78.05 L | −11.83 L | 21.13 | +5.10 | 20.50 | 690 | 9.25 | -3.60 | 21.50 | −74,750 | 71.85 L | Long unwinding | ||||||
| Short covering | 1.83 Cr | −4.79 L | 20.85 | +3.95 | 14.70 | 700 | 13.00 | -5.05 | 20.57 | −3.52 L | 1.06 Cr | Long unwinding | ||||||
| Short covering | 1.40 Cr | −1.61 L | 20.45 | +2.70 | 9.95 | 710 | 18.40 | -5.95 | 20.45 | +5.56 L | 63.96 L | Short buildup | ||||||
| Short covering | 1.41 Cr | −2.71 L | 20.95 | +1.90 | 6.85 | 720 | 25.05 | -7.25 | 20.59 | +1.07 L | 41.41 L | Short buildup | ||||||
| Long buildup | 60.15 L | +4.85 L | 21.61 | +1.35 | 4.70 | 730 | 32.95 | -7.35 | 21.35 | −92,300 | 18.80 L | Long unwinding | ||||||
| Short covering | 43.19 L | −3.10 L | 22.40 | +0.90 | 3.25 | 740 | 41.10 | -8.90 | 21.18 | −40,300 | 15.19 L | Long unwinding | ||||||
| Long buildup | 94.67 L | +2.38 L | 23.34 | +0.60 | 2.30 | 750 | 50.55 | -8.15 | 23.15 | +31,850 | 35.23 L | Neutral | ||||||
| Long buildup | 31.27 L | +2.01 L | 24.49 | +0.45 | 1.70 | 760 | 59.50 | -5.80 | 22.62 | −6,500 | 7.29 L | Neutral | ||||||
| Long buildup | 29.37 L | +85,800 | 25.52 | +0.30 | 1.25 | 770 | 74.50 | 0.00 | — | — | 3.55 L | Neutral | ||||||
| Long buildup | 19.02 L | +48,100 | 26.36 | +0.20 | 0.90 | 780 | 78.55 | -8.90 | 22.19 | −3,250 | 3.91 L | Neutral | ||||||
| Long buildup | 6.44 L | +2.33 L | 27.87 | +0.20 | 0.75 | 790 | 115.00 | 0.00 | — | — | 30,550 | Neutral | ||||||
| Long buildup | 99.41 L | +3.18 L | 29.48 | +0.15 | 0.65 | 800 | 97.85 | -8.35 | — | −15,600 | 26.71 L | Neutral | ||||||
| Long buildup | 14.02 L | +40,950 | 31.43 | +0.05 | 0.40 | 820 | 117.10 | -8.90 | — | −8,450 | 18.32 L | Neutral | ||||||
| Neutral | 17.20 L | −1.89 L | 34.05 | 0.00 | 0.30 | 840 | · | · | · | · | · | · | · | · | · | |||
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 5.98% (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.