INDUSINDBK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 700
Spot
838.49
Future
845.55
Forward
845.55
PCR (OI)
0.50
Puts 25,900 / Calls 51,800
PCR (volume)
0.81
Puts 46 / Calls 57
Max pain
850
strike with least total payout to holders
Highest OI
850 CE · 800 PE
ΔOI calls +18,900 · puts +15,400
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 34.22 | 0.00 | 196.45 | 700 | 8.20 | 0.00 | 32.70 | — | — | Neutral | ||||||
| Neutral | — | — | 33.79 | 0.00 | 179.65 | 720 | 11.10 | 0.00 | 32.69 | — | — | Neutral | ||||||
| Neutral | — | — | 33.52 | 0.00 | 163.50 | 740 | 14.65 | 0.00 | 32.68 | — | — | Neutral | ||||||
| Neutral | — | — | 33.43 | 0.00 | 109.15 | 750 | 17.70 | 0.00 | 32.68 | — | — | Neutral | ||||||
| Neutral | — | — | 33.33 | 0.00 | 148.10 | 760 | 19.00 | 0.00 | 32.68 | — | — | Neutral | ||||||
| Neutral | — | — | 33.27 | 0.00 | 95.05 | 770 | 23.40 | 0.00 | 32.67 | — | — | Neutral | ||||||
| Neutral | — | — | 33.21 | 0.00 | 133.55 | 780 | 24.15 | 0.00 | 32.67 | — | — | Neutral | ||||||
| Neutral | — | — | 33.17 | 0.00 | 82.10 | 790 | 12.20 | -18.05 | 25.54 | +7,700 | 7,700 | Short buildup | ||||||
| Neutral | — | — | 33.13 | 0.00 | 119.80 | 800 | 14.60 | +0.60 | 25.14 | +7,700 | 8,400 | Long buildup | ||||||
| Neutral | — | — | 33.09 | 0.00 | 70.35 | 810 | 38.30 | 0.00 | 32.65 | — | — | Neutral | ||||||
| Neutral | — | — | 33.06 | 0.00 | 107.00 | 820 | 36.95 | 0.00 | 32.65 | — | — | Neutral | ||||||
| Neutral | — | — | 33.04 | 0.00 | 59.80 | 830 | 47.50 | 0.00 | 32.64 | — | — | Neutral | ||||||
| Neutral | 700 | — | 33.02 | 0.00 | 40.45 | 840 | 24.80 | 0.00 | 32.63 | — | 1,400 | Neutral | ||||||
| Short buildup | 25,200 | +7,700 | 25.26 | -2.35 | 31.25 | 850 | 57.90 | 0.00 | 32.62 | — | — | Neutral | ||||||
| Short buildup | 2,800 | +2,800 | 27.52 | -54.25 | 29.90 | 860 | 40.80 | +3.90 | 24.92 | −700 | 7,700 | Short covering | ||||||
| Neutral | — | — | 32.97 | 0.00 | 42.15 | 870 | 69.40 | 0.00 | 32.60 | — | — | Neutral | ||||||
| Neutral | — | — | 32.95 | 0.00 | 74.10 | 880 | 63.20 | 0.00 | 32.59 | — | — | Neutral | ||||||
| Neutral | — | — | 32.94 | 0.00 | 34.95 | 890 | 82.00 | 0.00 | 32.58 | — | — | Neutral | ||||||
| Short buildup | 9,800 | +8,400 | 25.35 | -10.95 | 14.05 | 900 | 73.80 | 0.00 | 32.56 | — | — | Neutral | ||||||
| Neutral | — | — | 32.92 | 0.00 | 28.75 | 910 | 73.75 | -21.85 | 23.60 | +700 | 700 | Short buildup | ||||||
| Neutral | 2,100 | — | 32.91 | 0.00 | 17.85 | 920 | 85.25 | 0.00 | 32.53 | — | — | Neutral | ||||||
| Neutral | — | — | 32.90 | 0.00 | 23.55 | 930 | 110.15 | 0.00 | 32.52 | — | — | Neutral | ||||||
| Neutral | — | — | 32.90 | 0.00 | 49.30 | 940 | 97.55 | 0.00 | 32.49 | — | — | Neutral | ||||||
| Neutral | 2,800 | — | 32.89 | 0.00 | 8.45 | 950 | 125.55 | 0.00 | 32.48 | — | — | Neutral | ||||||
| Neutral | 5,600 | — | 32.89 | 0.00 | 8.00 | 960 | 110.65 | 0.00 | 32.45 | — | — | Neutral | ||||||
| Neutral | — | — | 32.88 | 0.00 | 15.40 | 970 | 141.55 | 0.00 | 32.42 | — | — | Neutral | ||||||
| Neutral | 700 | — | 32.88 | 0.00 | 11.70 | 980 | 124.45 | 0.00 | 32.39 | — | — | Neutral | ||||||
| Neutral | 2,100 | — | 32.87 | 0.00 | 3.00 | 1,000 | 139.00 | 0.00 | 32.32 | — | — | 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 6.44% (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.