HDFCBANK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 750
Spot
700.00
Future
710.65
Forward
710.65
PCR (OI)
1.17
Puts 1.98 L / Calls 1.70 L
PCR (volume)
2.48
Puts 365 / Calls 147
Max pain
700
strike with least total payout to holders
Highest OI
700 CE · 700 PE
ΔOI calls +44,250 · puts +95,250
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 | 130.50 | 560 | 1.65 | 0.00 | 21.64 | — | — | Neutral | ||||||
| Neutral | — | — | 15.74 | 0.00 | 95.05 | 600 | 3.50 | -0.50 | 26.54 | +10,500 | 29,250 | Short buildup | ||||||
| Neutral | — | — | 19.07 | 0.00 | 78.95 | 620 | 9.15 | 0.00 | 21.74 | — | — | Neutral | ||||||
| Neutral | — | — | 20.05 | 0.00 | 64.25 | 640 | 8.00 | -0.80 | 24.53 | +33,000 | 45,750 | Short buildup | ||||||
| Neutral | — | — | 20.52 | 0.00 | 51.25 | 660 | 11.50 | -0.80 | 23.30 | +12,000 | 17,250 | Short buildup | ||||||
| Neutral | 750 | — | 20.79 | 0.00 | 42.00 | 680 | 17.10 | -2.95 | 22.73 | −23,250 | 39,750 | Long unwinding | ||||||
| Long buildup | 68,250 | +4,500 | 23.42 | +4.85 | 36.70 | 700 | 25.50 | -3.85 | 22.89 | +63,000 | 65,250 | Short buildup | ||||||
| Long buildup | 34,500 | +4,500 | 22.52 | +2.60 | 26.00 | 720 | 40.00 | 0.00 | 22.05 | — | 750 | Neutral | ||||||
| Long buildup | 30,750 | +6,750 | 22.93 | +3.25 | 19.00 | 740 | 65.20 | 0.00 | 22.19 | — | — | Neutral | ||||||
| Long buildup | 8,250 | +6,750 | 24.21 | +2.70 | 14.70 | 760 | 80.15 | 0.00 | 22.39 | — | — | Neutral | ||||||
| — | — | 21.25 | — | 8.50 | 780 | 96.25 | — | 22.66 | — | — | ||||||||
| Long buildup | 27,000 | +21,750 | 25.34 | +1.50 | 7.90 | 800 | 113.35 | 0.00 | 23.05 | — | — | 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 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.