INDIANB option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1000
Spot
865.22
Future
868.80
Forward
868.80
PCR (OI)
1.47
Puts 53,000 / Calls 36,000
PCR (volume)
3.20
Puts 16 / Calls 5
Max pain
940
strike with least total payout to holders
Highest OI
960 CE · 840 PE
ΔOI calls +5,000 · puts +11,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 39.43 | 0.00 | 109.85 | 720 | 24.05 | 0.00 | 31.02 | — | — | Neutral | ||||||
| Neutral | — | — | 37.67 | 0.00 | 96.65 | 740 | 12.35 | 0.00 | 30.95 | — | 1,000 | Neutral | ||||||
| Neutral | — | — | 36.35 | 0.00 | 84.55 | 760 | 38.20 | 0.00 | 30.87 | — | — | Neutral | ||||||
| Neutral | — | — | 35.81 | 0.00 | 98.70 | 770 | 20.35 | 0.00 | 30.84 | — | — | Neutral | ||||||
| Neutral | — | — | 35.36 | 0.00 | 73.50 | 780 | 46.85 | 0.00 | 30.79 | — | — | Neutral | ||||||
| Neutral | — | — | 34.97 | 0.00 | 85.25 | 790 | 26.70 | 0.00 | 30.75 | — | — | Neutral | ||||||
| Neutral | — | — | 34.64 | 0.00 | 63.50 | 800 | 9.00 | -2.55 | 24.76 | +1,000 | 2,000 | Short buildup | ||||||
| Neutral | — | — | 34.34 | 0.00 | 73.00 | 810 | 34.25 | 0.00 | 30.64 | — | — | Neutral | ||||||
| Neutral | 2,000 | — | 34.09 | 0.00 | 50.00 | 820 | 67.30 | 0.00 | 30.58 | — | — | Neutral | ||||||
| Neutral | — | — | 33.87 | 0.00 | 62.00 | 830 | 43.00 | 0.00 | 30.51 | — | — | Neutral | ||||||
| Neutral | — | — | 33.69 | 0.00 | 46.60 | 840 | 27.10 | 0.00 | 30.43 | — | 31,000 | Neutral | ||||||
| Neutral | — | — | 33.52 | 0.00 | 52.15 | 850 | 52.95 | 0.00 | 30.35 | — | — | Neutral | ||||||
| Neutral | — | — | 33.38 | 0.00 | 39.55 | 860 | 24.05 | -20.95 | 20.88 | +1,000 | 3,000 | Short buildup | ||||||
| Neutral | — | — | 33.25 | 0.00 | 43.50 | 870 | 64.10 | 0.00 | 30.16 | — | — | Neutral | ||||||
| Neutral | 1,000 | — | 33.13 | 0.00 | 18.10 | 880 | 105.25 | 0.00 | 30.04 | — | — | Neutral | ||||||
| Neutral | — | — | 33.03 | 0.00 | 36.00 | 890 | 76.35 | 0.00 | 29.92 | — | — | Neutral | ||||||
| Neutral | — | — | 32.94 | 0.00 | 28.10 | 900 | 52.00 | 0.00 | 29.78 | — | 1,000 | Neutral | ||||||
| Neutral | — | — | 32.87 | 0.00 | 29.50 | 910 | 89.65 | 0.00 | 29.62 | — | — | Neutral | ||||||
| Neutral | 6,000 | — | 32.79 | 0.00 | 12.00 | 920 | 134.80 | 0.00 | 29.43 | — | — | Neutral | ||||||
| Neutral | — | — | 32.73 | 0.00 | 24.00 | 930 | 103.95 | 0.00 | 29.23 | — | — | Neutral | ||||||
| Short buildup | 5,000 | +5,000 | 24.38 | -9.50 | 10.05 | 940 | 82.55 | +1.05 | 26.24 | +9,000 | 15,000 | Long buildup | ||||||
| — | — | 32.62 | — | 19.45 | 950 | 119.15 | — | 28.72 | — | — | ||||||||
| Neutral | 22,000 | — | 32.57 | 0.00 | 24.10 | 960 | 166.85 | 0.00 | 28.40 | — | — | Neutral | ||||||
| Neutral | — | — | 32.48 | 0.00 | 13.35 | 980 | 183.75 | 0.00 | 27.57 | — | — | 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 5.62% (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.