INDIANB option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1000
Spot
865.22
Future
870.00
Forward
870.00
PCR (OI)
2.00
Puts 2,000 / Calls 1,000
PCR (volume)
2.00
Puts 2 / Calls 1
Max pain
800
strike with least total payout to holders
Highest OI
960 CE · 780 PE
ΔOI calls +1,000 · puts +2,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 39.17 | 0.00 | 145.50 | 720 | 14.40 | 0.00 | 30.73 | — | — | Neutral | ||||||
| Neutral | — | — | 36.73 | 0.00 | 116.10 | 760 | 24.40 | 0.00 | 30.57 | — | — | Neutral | ||||||
| Neutral | — | — | 35.88 | 0.00 | 102.80 | 780 | 12.70 | -18.05 | 27.90 | +1,000 | 1,000 | Short buildup | ||||||
| Neutral | — | — | 35.22 | 0.00 | 90.50 | 800 | 16.35 | -21.80 | 26.79 | +1,000 | 1,000 | Short buildup | ||||||
| Neutral | — | — | 34.69 | 0.00 | 79.25 | 820 | 46.55 | 0.00 | 30.20 | — | — | Neutral | ||||||
| Neutral | — | — | 34.28 | 0.00 | 68.95 | 840 | 56.00 | 0.00 | 30.05 | — | — | Neutral | ||||||
| Neutral | — | — | 33.95 | 0.00 | 59.70 | 860 | 66.40 | 0.00 | 29.85 | — | — | Neutral | ||||||
| Neutral | — | — | 33.68 | 0.00 | 51.40 | 880 | 77.80 | 0.00 | 29.63 | — | — | Neutral | ||||||
| Neutral | — | — | 33.46 | 0.00 | 44.00 | 900 | 90.10 | 0.00 | 29.36 | — | — | Neutral | ||||||
| Neutral | — | — | 33.28 | 0.00 | 37.50 | 920 | 103.30 | 0.00 | 29.03 | — | — | Neutral | ||||||
| Neutral | — | — | 33.13 | 0.00 | 31.80 | 940 | 117.25 | 0.00 | 28.63 | — | — | Neutral | ||||||
| Short buildup | 1,000 | +1,000 | 25.47 | -13.75 | 13.10 | 960 | 132.05 | 0.00 | 28.13 | — | — | Neutral | ||||||
| Neutral | — | — | 32.80 | 0.00 | 18.85 | 1,000 | 163.40 | 0.00 | 26.64 | — | — | 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.