INDIANB option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1000
Spot
865.22
Future
864.00
Forward
863.71
PCR (OI)
0.98
Puts 28.32 L / Calls 28.96 L
PCR (volume)
0.39
Puts 1,375 / Calls 3,562
Max pain
850
strike with least total payout to holders
Highest OI
900 CE · 850 PE
ΔOI calls +2.92 L · puts +68,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 680 | 0.30 | 0.00 | 31.02 | — | 1,000 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 700 | 1.20 | 0.00 | 30.99 | — | 6,000 | Neutral | |||
| Neutral | 1,000 | — | 56.71 | 0.00 | 135.00 | 720 | 1.85 | 0.00 | 30.79 | — | 17,000 | Neutral | ||||||
| Neutral | 3,000 | — | 50.86 | 0.00 | 105.70 | 740 | 0.85 | 0.00 | 34.93 | +3,000 | 89,000 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 750 | 1.35 | 0.00 | 30.75 | — | 68,000 | Neutral | |||
| Neutral | 1,000 | — | 45.79 | 0.00 | 86.00 | 760 | 1.55 | -0.05 | 33.56 | +16,000 | 68,000 | Short buildup | ||||||
| Neutral | — | — | 43.63 | 0.00 | 63.75 | 770 | 1.60 | -0.40 | 31.01 | — | 45,000 | Neutral | ||||||
| Neutral | 1,000 | — | 41.72 | 0.00 | 68.00 | 780 | 2.80 | -0.05 | 32.33 | +6,000 | 81,000 | Short buildup | ||||||
| Neutral | — | — | 40.12 | 0.00 | 52.90 | 790 | 3.30 | -0.60 | 30.64 | +5,000 | 36,000 | Short buildup | ||||||
| Neutral | 1.29 L | — | 38.77 | 0.00 | 64.40 | 800 | 4.35 | -0.55 | 29.93 | −9,000 | 2.96 L | Long unwinding | ||||||
| Neutral | 5,000 | — | 37.68 | 0.00 | 44.20 | 810 | 5.75 | +0.30 | 29.32 | −1,000 | 17,000 | Short covering | ||||||
| Neutral | 55,000 | — | 28.64 | +1.50 | 51.05 | 820 | 7.30 | -1.15 | 28.34 | −20,000 | 2.21 L | Long unwinding | ||||||
| Neutral | 4.22 L | −1,000 | 29.21 | -1.70 | 44.10 | 830 | 9.75 | -1.15 | 28.12 | +28,000 | 1.67 L | Short buildup | ||||||
| Long unwinding | 1.36 L | −2,000 | 25.99 | -1.80 | 35.00 | 840 | 12.55 | -1.20 | 27.59 | −11,000 | 3.75 L | Long unwinding | ||||||
| Short buildup | 4.02 L | +5,000 | 27.17 | -0.40 | 29.70 | 850 | 16.00 | -1.65 | 27.13 | +7,000 | 5.25 L | Short buildup | ||||||
| Long buildup | 2.59 L | +1.18 L | 26.77 | +0.20 | 23.90 | 860 | 20.20 | -1.50 | 26.77 | +20,000 | 1.61 L | Short buildup | ||||||
| Long buildup | 2.57 L | +41,000 | 26.54 | +0.25 | 18.95 | 870 | 25.35 | -2.15 | 26.70 | +21,000 | 1.41 L | Short buildup | ||||||
| Long buildup | 2.41 L | +24,000 | 26.24 | +0.10 | 14.65 | 880 | 32.10 | 0.00 | 28.53 | — | 1.67 L | Neutral | ||||||
| Short buildup | 1.02 L | +13,000 | 26.13 | -0.25 | 11.20 | 890 | 34.80 | 0.00 | 28.04 | — | 5,000 | Neutral | ||||||
| Short buildup | 4.75 L | +9,000 | 26.11 | -0.10 | 8.45 | 900 | 43.50 | -0.70 | 24.43 | +8,000 | 3.38 L | Short buildup | ||||||
| Long buildup | 64,000 | +25,000 | 26.25 | +0.25 | 6.35 | 910 | 96.00 | 0.00 | 26.62 | — | — | Neutral | ||||||
| Short buildup | 77,000 | +6,000 | 26.37 | -0.15 | 4.70 | 920 | 79.00 | 0.00 | 25.50 | — | 3,000 | Neutral | ||||||
| Short buildup | 43,000 | +13,000 | 26.19 | -0.60 | 3.30 | 930 | 137.10 | 0.00 | 23.80 | — | — | Neutral | ||||||
| Short buildup | 70,000 | +10,000 | 26.56 | -0.20 | 2.45 | 940 | 83.50 | +3.50 | 37.39 | −5,000 | 5,000 | Short covering | ||||||
| — | — | 32.90 | — | 8.10 | 950 | 154.40 | — | — | — | — | ||||||||
| Short buildup | 1.29 L | +27,000 | 26.25 | -0.40 | 1.10 | 960 | 110.35 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | 24,000 | +4,000 | 29.15 | 0.00 | 0.90 | 980 | 124.15 | 0.00 | — | — | — | Neutral | ||||||
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 5.62% (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.