HDFCBANK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 650
Spot
700.00
Future
706.25
Forward
706.69
PCR (OI)
0.55
Puts 33.71 L / Calls 61.26 L
PCR (volume)
0.45
Puts 4,017 / Calls 8,942
Max pain
700
strike with least total payout to holders
Highest OI
800 CE · 700 PE
ΔOI calls +5.90 L · puts +10.11 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 | — | — | — | 0.00 | 152.25 | 580 | 1.20 | 0.00 | 28.77 | −650 | 18,200 | Neutral | ||||||
| Long buildup | 11,050 | +10,400 | 16.90 | +18.80 | 105.80 | 600 | 1.90 | -0.40 | 27.11 | +7,150 | 2.68 L | Short buildup | ||||||
| Neutral | — | — | 19.95 | 0.00 | 81.35 | 610 | 4.55 | 0.00 | 21.57 | — | — | Neutral | ||||||
| Long buildup | 5,200 | +3,900 | 25.61 | +14.95 | 88.95 | 620 | 2.85 | -0.55 | 25.13 | +37,700 | 73,450 | Short buildup | ||||||
| Neutral | — | — | 20.75 | 0.00 | 65.15 | 630 | 8.15 | 0.00 | 21.58 | — | — | Neutral | ||||||
| Neutral | 7,150 | — | 20.93 | 0.00 | 59.00 | 640 | 4.55 | -1.00 | 23.54 | +4,550 | 2.76 L | Short buildup | ||||||
| Short covering | — | −1,300 | 21.10 | +10.80 | 60.80 | 650 | 5.95 | -1.60 | 23.07 | +7,150 | 52,000 | Short buildup | ||||||
| Long buildup | 27,950 | +5,200 | 22.13 | +5.20 | 53.60 | 660 | 7.65 | -2.05 | 22.52 | +29,250 | 1.72 L | Short buildup | ||||||
| Neutral | — | — | 21.22 | 0.00 | 38.25 | 670 | 10.00 | -2.60 | 22.25 | +2.81 L | 3.22 L | Short buildup | ||||||
| Short covering | 4.08 L | −15,600 | 21.66 | +5.25 | 39.00 | 680 | 12.75 | -3.30 | 21.86 | +24,700 | 4.31 L | Short buildup | ||||||
| Long buildup | 2.12 L | +13,000 | 21.56 | +4.70 | 32.70 | 690 | 16.20 | -4.30 | 21.60 | +28,600 | 44,200 | Short buildup | ||||||
| Long buildup | 11.50 L | +23,400 | 21.34 | +3.80 | 26.90 | 700 | 20.25 | -5.00 | 21.32 | +4.65 L | 11.13 L | Short buildup | ||||||
| Long buildup | 83,850 | +58,500 | 21.70 | +4.40 | 22.40 | 710 | 41.90 | 0.00 | 21.70 | — | — | Neutral | ||||||
| Long buildup | 5.60 L | +1.82 L | 21.52 | +3.10 | 17.95 | 720 | 30.90 | -5.55 | 21.30 | +69,550 | 3.31 L | Short buildup | ||||||
| Short covering | 57,850 | −31,200 | 21.69 | +2.80 | 14.50 | 730 | 55.45 | 0.00 | 21.76 | — | — | Neutral | ||||||
| Long buildup | 4.65 L | +94,900 | 21.90 | +2.30 | 11.65 | 740 | 44.65 | -6.10 | 21.90 | +16,900 | 47,450 | Short buildup | ||||||
| Long buildup | 2.78 L | +98,800 | 22.28 | +1.85 | 9.45 | 750 | 52.00 | -4.20 | 21.88 | −9,100 | 14,300 | Long unwinding | ||||||
| Long buildup | 6.64 L | +2.79 L | 22.61 | +1.50 | 7.60 | 760 | 60.50 | -8.65 | 22.71 | +9,750 | 26,000 | Short buildup | ||||||
| Short covering | 1.48 L | −11,050 | 23.44 | +1.00 | 5.00 | 780 | 77.65 | +12.50 | 23.47 | +7,150 | 7,150 | Long buildup | ||||||
| Short covering | 14.05 L | −1.34 L | 24.27 | +0.55 | 3.30 | 800 | 94.55 | -7.80 | 21.69 | +25,350 | 1.63 L | Short buildup | ||||||
| Long buildup | 6.43 L | +13,000 | 26.35 | +0.30 | 1.60 | 840 | 130.45 | -13.55 | — | +6,500 | 13,000 | Short buildup | ||||||
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.