IDFCFIRSTB option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 9275
Spot
73.63
Future
73.65
Forward
73.63
PCR (OI)
0.80
Puts 7.64 Cr / Calls 9.53 Cr
PCR (volume)
0.58
Puts 6,559 / Calls 11,294
Max pain
74
strike with least total payout to holders
Highest OI
80 CE · 73 PE
ΔOI calls +25.14 L · puts +84.68 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 | 9,275 | — | 56.09 | 0.00 | 13.36 | 60 | 0.06 | -0.03 | 42.97 | −55,650 | 9.28 L | Long unwinding | ||||||
| Neutral | — | — | 49.38 | 0.00 | 24.10 | 62 | 0.08 | -0.05 | 38.88 | −9,275 | 7.14 L | Long unwinding | ||||||
| Neutral | — | — | 46.43 | 0.00 | 17.20 | 63 | 0.11 | -0.06 | 38.00 | −18,550 | 12.61 L | Long unwinding | ||||||
| Neutral | — | — | 43.39 | 0.00 | 22.23 | 64 | 0.13 | -0.09 | 36.02 | — | 7.42 L | Neutral | ||||||
| Neutral | — | — | 40.96 | 0.00 | 15.35 | 65 | 0.18 | -0.12 | 35.23 | −27,825 | 14.84 L | Long unwinding | ||||||
| Neutral | — | — | 38.93 | 0.00 | 20.40 | 66 | 0.23 | -0.16 | 33.80 | −1.02 L | 15.12 L | Long unwinding | ||||||
| Neutral | — | — | 37.10 | 0.00 | 13.56 | 67 | 0.31 | -0.20 | 32.84 | −55,650 | 12.71 L | Long unwinding | ||||||
| Short covering | 17.62 L | −27,825 | 36.90 | +1.42 | 6.24 | 68 | 0.41 | -0.28 | 31.76 | −4.92 L | 16.60 L | Long unwinding | ||||||
| Neutral | 14.38 L | — | 30.30 | +1.12 | 5.14 | 69 | 0.55 | -0.34 | 30.88 | +55,650 | 17.34 L | Short buildup | ||||||
| Short covering | 74.29 L | −5.47 L | 30.16 | +1.08 | 4.36 | 70 | 0.73 | -0.47 | 29.99 | +2.78 L | 88.58 L | Short buildup | ||||||
| Short covering | 32.00 L | −2.88 L | 29.52 | +1.00 | 3.61 | 71 | 0.97 | -0.58 | 29.26 | +4.17 L | 38.12 L | Short buildup | ||||||
| Long buildup | 69.01 L | +1.21 L | 28.38 | +0.83 | 2.89 | 72 | 1.28 | -0.69 | 28.66 | +6.77 L | 80.60 L | Short buildup | ||||||
| Long buildup | 70.12 L | +5.75 L | 28.16 | +0.71 | 2.30 | 73 | 1.67 | -0.81 | 28.19 | +77.35 L | 1.46 Cr | Short buildup | ||||||
| Short covering | 46.47 L | −1.67 L | 28.10 | +0.61 | 1.80 | 74 | 2.15 | -0.91 | 27.90 | +92,750 | 37.38 L | Short buildup | ||||||
| Long buildup | 1.36 Cr | +43.50 L | 27.90 | +0.47 | 1.37 | 75 | 2.73 | -1.11 | 27.90 | +5.57 L | 54.72 L | Short buildup | ||||||
| Long buildup | 28.85 L | +2.41 L | 27.91 | +0.36 | 1.03 | 76 | 3.25 | -1.33 | 25.76 | −37,100 | 14.10 L | Long unwinding | ||||||
| Neutral | 28.85 L | −18,550 | 27.95 | +0.25 | 0.76 | 77 | 5.00 | 0.00 | 27.74 | — | 4.54 L | Neutral | ||||||
| Short covering | 54.07 L | −55,650 | 28.60 | +0.19 | 0.58 | 78 | 5.90 | 0.00 | 27.23 | — | 11.13 L | Neutral | ||||||
| Long buildup | 20.41 L | +3.52 L | 28.98 | +0.14 | 0.43 | 79 | 7.30 | 0.00 | 26.20 | — | 1.67 L | Neutral | ||||||
| Short covering | 1.50 Cr | −18.46 L | 29.46 | +0.09 | 0.32 | 80 | 6.65 | -1.30 | 29.17 | −1.02 L | 49.34 L | Long unwinding | ||||||
| Neutral | 18.46 L | +9,275 | 30.04 | +0.07 | 0.24 | 81 | 7.50 | -0.15 | 27.30 | −83,475 | 3.25 L | Long unwinding | ||||||
| Long buildup | 19.66 L | +83,475 | 30.61 | +0.04 | 0.18 | 82 | 8.10 | -0.10 | — | +9,275 | 5.29 L | Short buildup | ||||||
| Long buildup | 15.12 L | +37,100 | 31.42 | +0.02 | 0.14 | 83 | 9.50 | -1.75 | 32.81 | −92,750 | 15.21 L | Long unwinding | ||||||
| Neutral | 16.88 L | −9,275 | 32.24 | +0.02 | 0.11 | 84 | 10.00 | -2.05 | — | +9,275 | 19.20 L | Neutral | ||||||
| Neutral | 61.77 L | −46,375 | 34.53 | +0.03 | 0.11 | 85 | 11.08 | -2.07 | — | −27,825 | 10.76 L | Long unwinding | ||||||
| Short covering | 4.36 L | −55,650 | 35.44 | +0.02 | 0.09 | 86 | 12.65 | +0.35 | 46.59 | −9,275 | 2.50 L | Short covering | ||||||
| Neutral | 1.95 L | — | 36.81 | +0.02 | 0.08 | 87 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 5.10 L | +37,100 | 38.01 | +0.02 | 0.07 | 88 | 15.95 | 0.00 | — | — | 1.85 L | Neutral | ||||||
| Neutral | 18,550 | — | 30.89 | 0.00 | 0.05 | 89 | 16.80 | 0.00 | — | — | 9,275 | Neutral | ||||||
| Neutral | 48.69 L | −2.60 L | 39.83 | 0.00 | 0.05 | 90 | 16.00 | -1.60 | — | −2.50 L | 64.74 L | Long unwinding | ||||||
| Neutral | 46,375 | — | 34.06 | 0.00 | 0.08 | 91 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1.95 L | — | 35.60 | 0.00 | 0.05 | 92 | 19.75 | 0.00 | — | — | 9,275 | Neutral | ||||||
| Neutral | 1.02 L | — | 38.62 | 0.00 | 0.03 | 94 | 22.00 | 0.00 | — | — | 2.04 L | Neutral | ||||||
| Neutral | 3.06 L | +64,925 | 48.87 | 0.00 | 0.04 | 96 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 11.96 L | −37,100 | 50.77 | 0.00 | 0.02 | 100 | · | · | · | · | · | · | · | · | · | |||
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 6.72% (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.