haylaavo

KOTAKBANK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 2000

Spot
458.35
Future
458.80
Forward
458.65
PCR (OI)
0.91
Puts 3.86 Cr / Calls 4.22 Cr
PCR (volume)
0.80
Puts 23,763 / Calls 29,891
Max pain
450
strike with least total payout to holders
Highest OI
470 CE · 450 PE
ΔOI calls +30.22 L · puts +7.28 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
035.9 L71.7 L38540542544548.9 L46571.7 L485510
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral40,000—73.200.0096.303400.050.0040.21—48,000Neutral
Long buildup14,000+6,00071.72+17.80100.803600.100.0041.54+6,00026,000Neutral
Neutral8,000—55.600.0073.003700.15-0.0539.27—1.02 LNeutral
Neutral6,000—52.770.0069.003750.20+0.0538.58−10,00024,000Short covering
Neutral14,000—49.970.0063.253800.200.0036.36−24,0005.20 LNeutral
Neutral6,000—47.090.0058.003850.25-0.0535.28−6,00022,000Long unwinding
Neutral20,000—44.400.0068.653900.35+0.0534.83−6,0006.22 LNeutral
·········3950.350.0032.50−10,0001.50 LNeutral
Neutral3.64 L+2,00058.46+1.5063.654000.450.0031.53−28,00028.32 LNeutral
Neutral1.02 L—36.430.0039.104050.550.0030.25+2,0005.74 LNeutral
Neutral1.96 L—34.080.0051.004100.60-0.0528.28−64,00048.42 LLong unwinding
Neutral98,000—31.890.0044.804150.75-0.0527.04−6,0007.94 LNeutral
Short buildup3.30 L+16,00024.39-2.9039.254200.90-0.1025.51−70,00023.56 LLong unwinding
Short buildup1.36 L+30,00024.16-2.6534.654251.15-0.0524.30−12,0007.08 LLong unwinding
Neutral7.30 L−2,00021.52-3.1029.704301.55-0.0523.42−1.12 L31.98 LLong unwinding
Neutral5.44 L—23.30-2.3525.854352.00-0.0522.21+96,00012.96 LShort buildup
Neutral19.82 L+8,00020.91-2.6021.154402.700.0021.33+78,00044.76 LNeutral
Neutral23.66 L−4,00020.93-2.3517.404453.65+0.0520.51−1.34 L23.84 LShort covering
Short buildup53.32 L+1.04 L19.77-2.3013.554504.95+0.2519.80−14,00048.90 LNeutral
Short buildup45.88 L+2.04 L19.42-1.9510.404556.65+0.4519.15+30,00021.22 LLong buildup
Short buildup57.20 L+6.78 L18.86-1.807.604608.95+0.8018.86+1.86 L31.20 LLong buildup
Short buildup24.54 L+5.08 L18.58-1.505.4046511.75+1.1518.62+3.54 L14.40 LLong buildup
Short buildup71.74 L+15.24 L18.51-1.203.7547014.75+1.1517.68+3.54 L13.82 LLong buildup
Short buildup12.88 L+1.92 L18.73-0.852.6047519.20+1.9519.64+84,0002.00 LLong buildup
Long unwinding25.84 L−5.38 L18.89-0.601.7548023.00+1.7518.78+34,0002.74 LLong buildup
Short buildup8.96 L+1.52 L19.05-0.501.1548575.650.0018.17——Neutral
Neutral15.92 L−10,00019.88-0.300.8549029.350.0015.83—12,000Neutral
Short buildup2.78 L+92,00020.44-0.250.6049585.200.00———Neutral
Long unwinding24.98 L−1.16 L21.24-0.200.4550036.00-3.00——1.46 LNeutral
Short buildup7.50 L+1.06 L22.63-0.100.25510101.950.00———Neutral
Neutral1.24 L+70,00026.020.000.25520111.450.00———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 6.17% (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.