haylaavo

IDFCFIRSTB option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 9275

Spot
73.63
Future
74.50
Forward
74.50
PCR (OI)
0.00
Puts — / Calls 9,275
PCR (volume)
—
Puts — / Calls —
Max pain
60
strike with least total payout to holders
Highest OI
78 CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
04,637.59,275606670749,2757882
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——33.460.0013.16600.870.0030.61——Neutral
Neutral——32.200.0010.08641.730.0030.52——Neutral
Neutral——31.840.008.70662.320.0030.46——Neutral
Neutral——31.570.007.44683.030.0030.49——Neutral
Neutral——31.350.006.31703.870.0030.39——Neutral
Neutral——31.240.005.31724.840.0030.43——Neutral
Neutral——31.190.004.43745.920.0030.34——Neutral
Neutral——31.120.003.66767.120.0030.36——Neutral
Neutral9,275—31.020.002.30788.440.0030.32——Neutral
Neutral——31.020.002.44809.840.0030.20——Neutral
Neutral——30.910.001.978211.350.0030.20——Neutral
Neutral——30.880.001.588412.920.0030.09——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 6.72% (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.