INDUSINDBK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 700
Spot
838.49
Future
840.20
Forward
840.44
PCR (OI)
0.98
Puts 56.38 L / Calls 57.25 L
PCR (volume)
0.61
Puts 7,018 / Calls 11,426
Max pain
850
strike with least total payout to holders
Highest OI
900 CE · 850 PE
ΔOI calls +9.39 L · puts +5.45 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 | — | — | 42.16 | 0.00 | 316.15 | 700 | 1.00 | -0.05 | 41.59 | +16,800 | 32,200 | Short buildup | ||||||
| Neutral | — | — | 38.65 | 0.00 | 308.20 | 720 | 1.30 | +0.30 | 38.00 | +3,500 | 42,700 | Long buildup | ||||||
| Neutral | — | — | 36.37 | 0.00 | 289.50 | 740 | 1.70 | -0.20 | 34.30 | +8,400 | 67,200 | Short buildup | ||||||
| Neutral | — | — | 35.58 | 0.00 | 143.40 | 750 | 2.05 | -0.40 | 32.78 | +51,100 | 1.50 L | Short buildup | ||||||
| Neutral | — | — | 34.99 | 0.00 | 271.20 | 760 | 2.65 | -0.40 | 31.79 | +11,900 | 56,000 | Short buildup | ||||||
| Neutral | — | — | 34.55 | 0.00 | 127.15 | 770 | 3.35 | -0.45 | 30.60 | −2,800 | 1.17 L | Long unwinding | ||||||
| Neutral | — | — | 34.20 | 0.00 | 253.20 | 780 | 4.35 | -0.70 | 29.66 | +9,100 | 58,100 | Short buildup | ||||||
| Neutral | — | — | 33.95 | 0.00 | 111.80 | 790 | 5.70 | -0.60 | 28.85 | +28,000 | 64,400 | Short buildup | ||||||
| Short buildup | 46,200 | +10,500 | 27.19 | -4.00 | 47.20 | 800 | 7.50 | -0.60 | 28.18 | +4,200 | 2.63 L | Short buildup | ||||||
| Short buildup | 45,500 | +30,800 | 26.99 | -4.10 | 39.75 | 810 | 10.00 | -0.65 | 27.85 | +1.57 L | 3.54 L | Short buildup | ||||||
| Short buildup | 1.42 L | +16,100 | 26.90 | -3.85 | 33.00 | 820 | 13.00 | -0.40 | 27.39 | −46,900 | 3.33 L | Long unwinding | ||||||
| Short buildup | 1.80 L | +1.01 L | 27.13 | -3.50 | 27.20 | 830 | 16.80 | -0.45 | 27.13 | +73,500 | 2.04 L | Short buildup | ||||||
| Short buildup | 7.86 L | +2.42 L | 26.82 | -3.55 | 21.70 | 840 | 21.45 | +0.20 | 27.05 | +1.43 L | 8.26 L | Long buildup | ||||||
| Short buildup | 10.37 L | +1.23 L | 26.85 | -3.05 | 17.20 | 850 | 26.70 | +0.35 | 26.81 | +16,100 | 11.93 L | Long buildup | ||||||
| Neutral | 5.92 L | +4,900 | 26.93 | -2.60 | 13.45 | 860 | 32.90 | +1.15 | 26.88 | +17,500 | 5.55 L | Long buildup | ||||||
| Short buildup | 2.25 L | +28,000 | 26.93 | -2.25 | 10.30 | 870 | 39.90 | +1.85 | 27.14 | +700 | 1.53 L | Neutral | ||||||
| Short buildup | 2.74 L | +6,300 | 27.10 | -1.75 | 7.85 | 880 | 47.10 | +1.10 | 26.84 | −4,200 | 1.71 L | Short covering | ||||||
| Long unwinding | 1.34 L | −1,400 | 27.25 | -1.30 | 5.90 | 890 | 40.20 | 0.00 | 31.82 | — | 8,400 | Neutral | ||||||
| Short buildup | 11.45 L | +3.07 L | 27.76 | -0.90 | 4.55 | 900 | 70.90 | +8.40 | 39.94 | +51,800 | 4.35 L | Long buildup | ||||||
| Short buildup | 92,400 | +7,000 | 28.02 | -0.70 | 3.40 | 910 | 59.00 | 0.00 | 31.42 | — | 2,100 | Neutral | ||||||
| Short buildup | 1.17 L | +26,600 | 28.52 | -0.50 | 2.60 | 920 | 88.00 | +10.05 | 41.71 | +1,400 | 57,400 | Long buildup | ||||||
| Short buildup | 86,800 | +37,800 | 28.88 | -0.40 | 1.95 | 930 | 81.05 | 0.00 | 30.76 | — | 4,200 | Neutral | ||||||
| Neutral | 1.67 L | — | 29.00 | -0.45 | 1.40 | 940 | 98.90 | 0.00 | 30.22 | — | 79,800 | Neutral | ||||||
| Neutral | 84,000 | — | 29.42 | -0.35 | 1.05 | 950 | 111.00 | +2.10 | 32.98 | +2,800 | 79,800 | Long buildup | ||||||
| Neutral | 1.83 L | +700 | 29.92 | -0.55 | 0.80 | 960 | 117.70 | 0.00 | 28.27 | — | 12,600 | Neutral | ||||||
| Long unwinding | 21,700 | −1,400 | 30.72 | -0.40 | 0.65 | 970 | 130.00 | 0.00 | 26.02 | — | 1,400 | Neutral | ||||||
| Neutral | 25,900 | — | 32.92 | 0.00 | 0.80 | 980 | 126.35 | 0.00 | — | — | 5,600 | Neutral | ||||||
| Neutral | 2.45 L | +1,400 | 32.91 | -0.10 | 0.35 | 1,000 | 161.00 | +11.00 | 44.12 | +1,400 | 2.39 L | Neutral | ||||||
| Neutral | 33,600 | — | 33.01 | 0.00 | 0.55 | 1,010 | 156.00 | 0.00 | — | — | 4,200 | Neutral | ||||||
| Neutral | 8,400 | — | 32.94 | 0.00 | 0.60 | 1,020 | 156.35 | 0.00 | — | — | 4,900 | Neutral | ||||||
| Neutral | 30,100 | — | 32.99 | 0.00 | 0.50 | 1,040 | 195.00 | 0.00 | — | — | 65,800 | Neutral | ||||||
| Neutral | 23,800 | — | 34.02 | 0.00 | 0.10 | 1,100 | · | · | · | · | · | · | · | · | · | |||
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 6.44% (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.