MAHABANK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 6500

Spot

78.99

Future

79.18

Forward

79.18

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.63

Puts 80.99 L / Calls 1.28 Cr

PCR (volume)

0.57

Puts 944 / Calls 1,651

Max pain

strike with least total payout to holders

Highest OI

80 CE · 80 PE

ΔOI calls +15.93 L · puts +7.93 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Long unwinding	26,000	−19,500	6	50.40	0.96	-0.01	-1.76	15.25	64	0.09	-0.02	-0.01	-0.03	46.91	12	−13,000	58,500	Long unwinding
·	·	·	·	·	·	·	·	·	66	0.13	0.00	-0.01	-0.02	36.10	—	—	2.86 L	Neutral
·	·	·	·	·	·	·	·	·	67	0.14	0.00	-0.01	-0.02	35.69	—	—	91,000	Neutral
Neutral	—	—	—	40.47	0.94	-0.02	0.00	16.18	68	0.22	+0.03	-0.02	-0.06	42.44	66	+84,500	3.31 L	Long buildup
·	·	·	·	·	·	·	·	·	69	1.31	0.00	-0.02	-0.05	36.01	—	—	6,500	Neutral
Neutral	32,500	—	—	38.83	0.91	-0.03	0.00	6.59	70	0.35	+0.06	-0.03	-0.09	40.50	48	+52,000	8.58 L	Long buildup
·	·	·	·	·	·	·	·	·	71	0.51	0.00	-0.03	-0.09	35.77	—	—	1.63 L	Neutral
Neutral	—	—	—	37.88	0.86	-0.04	0.00	13.21	72	0.54	+0.11	-0.04	-0.14	38.35	79	+84,500	4.22 L	Long buildup
Neutral	3.64 L	—	1	38.26	0.82	-0.04	-1.83	6.87	73	0.67	+0.11	-0.04	-0.17	37.31	38	+1.17 L	3.38 L	Long buildup
Neutral	—	—	—	37.25	0.79	-0.05	0.00	11.85	74	0.85	+0.16	-0.05	-0.21	36.67	20	+39,000	2.73 L	Long buildup
Neutral	7.87 L	—	13	38.15	0.74	-0.05	-1.18	5.36	75	1.05	+0.14	-0.05	-0.25	35.72	183	−1.56 L	10.34 L	Short covering
Neutral	4.03 L	—	—	36.93	0.69	-0.06	0.00	6.00	76	1.33	+0.22	-0.06	-0.30	35.37	29	+52,000	2.08 L	Long buildup
Neutral	2.79 L	—	—	36.82	0.64	-0.06	0.00	4.95	77	1.65	+0.40	-0.06	-0.35	34.85	33	−58,500	2.02 L	Short covering
Short buildup	4.68 L	+19,500	11	33.92	0.59	-0.06	-1.34	3.17	78	2.02	+0.32	-0.06	-0.41	34.27	76	+71,500	5.46 L	Long buildup
Short buildup	2.86 L	+91,000	47	33.70	0.53	-0.06	-1.37	2.63	79	2.45	+0.41	-0.06	-0.47	33.70	129	+2.15 L	3.90 L	Long buildup
Short buildup	24.38 L	+2.40 L	395	34.13	0.46	-0.06	-0.78	2.20	80	2.96	+0.51	-0.06	-0.53	33.39	167	+3.06 L	17.75 L	Long buildup
Short buildup	6.43 L	+1.30 L	107	33.62	0.40	-0.06	-0.73	1.76	81	3.55	-0.03	-0.06	-0.59	33.33	15	+6,500	1.04 L	Short buildup
Short buildup	11.51 L	+3.12 L	168	33.53	0.35	-0.06	-0.64	1.41	82	4.26	+1.01	-0.06	-0.65	34.14	34	+13,000	1.04 L	Long buildup
Short buildup	3.58 L	+2.40 L	84	33.99	0.29	-0.05	-0.73	1.15	83	6.50	0.00	-0.05	-0.69	35.47	—	—	6,500	Neutral
Short buildup	4.55 L	+1.69 L	56	33.88	0.25	-0.05	-0.44	0.90	84	7.49	0.00	-0.05	-0.74	35.40	—	—	—	Neutral
Short buildup	18.27 L	+1.82 L	459	34.43	0.21	-0.04	-0.39	0.73	85	5.38	0.00	-0.04	-0.78	35.27	—	—	8.06 L	Neutral
Long unwinding	6.89 L	−19,500	30	34.54	0.17	-0.04	-0.38	0.57	86	10.50	0.00	-0.04	-0.82	35.17	—	—	6,500	Neutral
Short buildup	1.04 L	+13,000	10	34.87	0.14	-0.03	-0.40	0.45	87	9.77	0.00	-0.03	-0.86	34.97	—	—	—	Neutral
Long unwinding	3.64 L	−13,000	65	35.08	0.11	-0.03	-0.19	0.35	88	9.89	0.00	-0.03	-0.89	34.77	—	—	—	Neutral
Short buildup	1.24 L	+13,000	22	35.92	0.09	-0.03	-0.38	0.29	89	11.25	0.00	-0.02	-0.91	34.39	—	—	—	Neutral
Short buildup	18.59 L	+1.63 L	161	35.97	0.07	-0.02	-0.12	0.22	90	12.40	0.00	-0.02	-0.93	33.87	—	—	13,000	Neutral
Neutral	6,500	—	—	36.42	0.05	-0.02	0.00	0.42	92	12.75	+3.16	—	—	—	3	−19,500	—	Short covering
Neutral	—	—	—	36.41	0.03	-0.01	0.00	3.16	94	14.06	0.00	0.00	-0.99	29.38	—	—	—	Neutral
Short buildup	1.56 L	+71,500	16	42.47	0.03	-0.01	-0.03	0.10	96	16.87	+4.17	-0.01	-0.96	44.05	12	—	78,000	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 7.53% (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.