haylaavo

MAHABANK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 6500

Spot
78.99
Future
79.77
Forward
79.77
PCR (OI)
3.00
Puts 1.17 L / Calls 39,000
PCR (volume)
—
Puts 17 / Calls —
Max pain
94
strike with least total payout to holders
Highest OI
80 CE · 94 PE
ΔOI calls +— · puts +1.10 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
045,50091,0006873767919,5008285889291,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——35.650.0014.14681.980.0036.18——Neutral
Neutral——35.810.0012.71702.530.0036.28——Neutral
Neutral——35.800.0011.37721.700.0036.35—6,500Neutral
Neutral——35.790.0010.21732.420.0036.31——Neutral
Neutral——35.850.0010.13743.880.0036.36——Neutral
Neutral——35.870.008.91753.100.0036.36——Neutral
Neutral——35.840.008.98764.700.0036.33——Neutral
Neutral——35.860.007.72773.880.0036.43——Neutral
Neutral——35.910.007.92785.620.0036.40——Neutral
Neutral——35.920.006.64794.790.0036.42——Neutral
Neutral19,500—35.880.004.50806.630.0036.47——Neutral
Neutral——35.890.005.68815.800.0036.49——Neutral
Neutral——35.950.006.09827.730.0036.57——Neutral
Neutral——35.910.004.82836.920.0036.55——Neutral
Neutral——35.940.005.30848.910.0036.60——Neutral
Neutral——35.960.004.06858.140.0036.66——Neutral
Neutral13,000—36.000.001.978610.180.0036.74——Neutral
Neutral——35.990.003.40879.460.0036.77——Neutral
Neutral6,500—36.010.002.208811.530.0036.85——Neutral
Neutral——36.000.002.838910.870.0036.90——Neutral
Neutral——35.970.003.439012.950.0037.05——Neutral
Neutral——36.040.002.949213.00-1.4434.94+19,50019,500Short buildup
Neutral——36.010.002.529414.56-1.4232.04+91,00091,000Short buildup

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.