KOTAKBANK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2000
Spot
458.35
Future
461.60
Forward
462.88
PCR (OI)
2.37
Puts 26.56 L / Calls 11.22 L
PCR (volume)
0.73
Puts 197 / Calls 271
Max pain
450
strike with least total payout to holders
Highest OI
500 CE · 450 PE
ΔOI calls +3.28 L · puts +1.26 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 360 | 3.00 | 0.00 | 22.90 | — | 2,000 | Neutral | |||
| Neutral | — | — | — | 0.00 | 40.00 | 380 | 8.45 | 0.00 | 22.66 | — | — | Neutral | ||||||
| Neutral | — | — | 17.10 | 0.00 | 33.35 | 390 | 0.90 | -0.15 | 26.27 | — | 38,000 | Neutral | ||||||
| Neutral | 2,000 | — | 20.39 | 0.00 | 65.75 | 400 | 1.35 | 0.00 | 22.63 | — | 42,000 | Neutral | ||||||
| Neutral | — | — | 20.89 | 0.00 | 46.60 | 405 | 4.70 | 0.00 | 22.63 | — | — | Neutral | ||||||
| Neutral | — | — | 21.24 | 0.00 | 22.25 | 410 | 1.50 | -0.30 | 22.43 | — | 6.22 L | Neutral | ||||||
| Neutral | — | — | 21.50 | 0.00 | 39.00 | 415 | 7.00 | 0.00 | 22.65 | — | — | Neutral | ||||||
| Short buildup | 24,000 | +22,000 | 23.37 | -0.70 | 45.50 | 420 | 2.55 | -0.05 | 22.10 | +24,000 | 4.92 L | Short buildup | ||||||
| Neutral | — | — | 21.82 | 0.00 | 32.10 | 425 | 10.00 | 0.00 | 22.67 | — | — | Neutral | ||||||
| Neutral | — | — | 21.93 | 0.00 | 14.00 | 430 | 3.85 | -0.20 | 21.18 | +12,000 | 2.10 L | Short buildup | ||||||
| Neutral | — | — | 22.01 | 0.00 | 26.00 | 435 | 5.00 | 0.00 | 22.69 | — | 1.44 L | Neutral | ||||||
| Neutral | 26,000 | — | 22.08 | 0.00 | 28.00 | 440 | 4.90 | -0.60 | 18.82 | +8,000 | 2.08 L | Short buildup | ||||||
| Neutral | 4,000 | — | 22.14 | 0.00 | 23.00 | 445 | 7.40 | 0.00 | 22.72 | — | 10,000 | Neutral | ||||||
| Short buildup | 1.48 L | +16,000 | 18.46 | -1.50 | 20.50 | 450 | 8.40 | +0.55 | 19.44 | +82,000 | 6.90 L | Long buildup | ||||||
| Neutral | — | — | 22.22 | 0.00 | 16.15 | 455 | 9.35 | 0.00 | 22.76 | — | 1.68 L | Neutral | ||||||
| Short buildup | 58,000 | +2,000 | 17.18 | -1.95 | 13.85 | 460 | 11.00 | -0.35 | 17.18 | — | 30,000 | Neutral | ||||||
| Neutral | 38,000 | — | 22.27 | 0.00 | 13.20 | 465 | 29.85 | 0.00 | 22.81 | — | — | Neutral | ||||||
| Short buildup | 48,000 | +16,000 | 17.32 | -1.45 | 9.40 | 470 | 61.85 | 0.00 | 22.85 | — | — | Neutral | ||||||
| Neutral | — | — | 22.32 | 0.00 | 9.35 | 475 | 36.70 | 0.00 | 22.88 | — | — | Neutral | ||||||
| Short buildup | 2.36 L | +1.06 L | 17.44 | -1.35 | 6.10 | 480 | 70.45 | 0.00 | 22.92 | — | — | Neutral | ||||||
| Neutral | — | — | 22.34 | 0.00 | 6.95 | 485 | 44.20 | 0.00 | 22.96 | — | — | Neutral | ||||||
| Short buildup | 2.34 L | +92,000 | 17.67 | -0.85 | 3.85 | 490 | 79.40 | 0.00 | 23.03 | — | — | Neutral | ||||||
| Neutral | — | — | 22.37 | 0.00 | 5.05 | 495 | 52.20 | 0.00 | 23.09 | — | — | Neutral | ||||||
| Short buildup | 2.96 L | +74,000 | 18.48 | -0.45 | 2.60 | 500 | 39.00 | 0.00 | 23.18 | — | — | Neutral | ||||||
| Neutral | — | — | 22.40 | 0.00 | 1.30 | 510 | 97.85 | 0.00 | 23.39 | — | — | Neutral | ||||||
| Neutral | 8,000 | — | 22.41 | 0.00 | 1.25 | 520 | 107.30 | 0.00 | 23.67 | — | — | 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 3 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.