NBCC option chain

IV vs HV, IV percentile & PCR history →

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

Spot

76.15

Future

76.33

Forward

76.27

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.68

Puts 1.47 Cr / Calls 2.18 Cr

PCR (volume)

0.44

Puts 4,504 / Calls 10,342

Max pain

strike with least total payout to holders

Highest OI

70 CE · 70 PE

ΔOI calls +28.14 L · puts +26.59 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
Neutral	—	—	—	62.29	0.97	-0.01	0.00	20.71	58	0.18	0.00	-0.00	-0.00	43.81	—	—	—	Neutral
Neutral	71,500	—	—	56.75	0.96	-0.02	0.00	12.40	60	0.16	-0.13	-0.02	-0.04	57.91	38	+6,500	6.70 L	Neutral
Short covering	13,000	−6,500	1	—	—	—	+3.48	13.65	62	0.19	-0.25	-0.02	-0.05	53.07	46	−13,000	6.70 L	Long unwinding
Neutral	—	—	—	48.83	0.95	-0.02	0.00	16.14	63	0.22	-0.31	-0.02	-0.05	51.29	25	—	2.54 L	Neutral
Neutral	1.43 L	—	1	—	—	—	+3.56	9.51	64	0.26	-0.41	-0.03	-0.06	49.72	30	+6,500	65,000	Short buildup
Short covering	2.60 L	−6,500	3	—	—	—	+3.73	10.79	65	0.31	-0.50	-0.03	-0.08	48.25	360	+6,500	16.05 L	Neutral
Neutral	—	—	—	43.73	0.92	-0.03	0.00	9.60	66	0.41	-0.57	-0.04	-0.10	48.11	18	+26,000	32,500	Short buildup
Neutral	—	—	—	42.84	0.90	-0.03	0.00	12.79	67	0.44	-0.82	-0.04	-0.11	45.27	293	−1.24 L	4.94 L	Long unwinding
Neutral	3.38 L	—	3	—	—	—	+3.24	8.08	68	0.54	-1.03	-0.04	-0.13	44.19	188	−52,000	7.15 L	Long unwinding
Neutral	2.27 L	—	8	39.86	0.86	-0.04	+4.55	7.77	69	0.66	-1.35	-0.04	-0.15	43.09	170	+1.30 L	5.59 L	Short buildup
Neutral	48.55 L	−26,000	333	41.12	0.82	-0.05	+4.33	7.01	70	0.82	-1.59	-0.05	-0.19	42.31	912	+52,000	21.58 L	Short buildup
Short covering	5.33 L	−2.79 L	110	43.68	0.77	-0.06	+4.17	6.38	71	1.01	-1.95	-0.05	-0.22	41.51	112	−32,500	2.92 L	Long unwinding
Short covering	12.29 L	−9.62 L	508	40.54	0.74	-0.06	+3.67	5.48	72	1.23	-2.26	-0.06	-0.26	40.60	591	+2.40 L	12.03 L	Short buildup
Short covering	3.06 L	−3.25 L	405	40.99	0.69	-0.06	+3.38	4.83	73	1.51	-4.12	-0.06	-0.31	40.01	233	+2.34 L	3.38 L	Short buildup
Long buildup	6.17 L	+2.15 L	573	39.76	0.64	-0.06	+2.94	4.12	74	1.86	-4.22	-0.06	-0.36	39.76	321	+3.38 L	4.81 L	Short buildup
Neutral	39.00 L	−19,500	2,492	39.43	0.59	-0.07	+2.58	3.52	75	2.26	-3.58	-0.07	-0.41	39.48	745	+11.05 L	14.69 L	Short buildup
Long buildup	9.88 L	+7.08 L	1,039	39.19	0.53	-0.07	+2.21	2.98	76	2.71	-1.35	-0.07	-0.47	39.13	176	+3.71 L	3.71 L	Short buildup
Long buildup	7.02 L	+4.36 L	609	39.28	0.48	-0.07	+1.90	2.52	77	3.24	-4.66	-0.07	-0.52	39.14	139	+2.79 L	3.12 L	Short buildup
Long buildup	6.04 L	+2.99 L	671	39.18	0.42	-0.07	+1.59	2.10	78	3.84	-4.91	-0.07	-0.57	39.36	18	+71,500	91,000	Short buildup
Neutral	1.56 L	—	176	39.19	0.37	-0.06	+1.33	1.74	79	5.55	0.00	-0.06	-0.64	37.09	—	—	—	Neutral
Neutral	22.55 L	−19,500	1,679	39.52	0.32	-0.06	+1.11	1.45	80	5.16	-3.69	-0.06	-0.68	39.35	45	+78,000	4.88 L	Short buildup
Long buildup	3.44 L	+2.02 L	218	39.65	0.28	-0.06	+0.90	1.19	81	10.59	0.00	-0.05	-0.74	36.70	—	—	52,000	Neutral
Long buildup	3.06 L	+1.69 L	240	40.14	0.24	-0.05	+0.73	0.99	82	11.69	0.00	-0.05	-0.78	36.42	—	—	32,500	Neutral
Short buildup	2.34 L	+2.34 L	110	40.59	0.21	-0.05	-2.85	0.82	83	12.42	0.00	-0.04	-0.82	35.90	—	—	58,500	Neutral
Long buildup	2.02 L	+1.89 L	162	41.30	0.18	-0.05	+0.44	0.69	84	14.10	0.00	-0.03	-0.86	35.65	—	—	6,500	Neutral
Long buildup	18.79 L	+16.90 L	673	41.51	0.15	-0.04	+0.38	0.56	85	9.51	-3.74	-0.05	-0.82	46.89	2	+13,000	1.10 L	Short buildup
Long buildup	1.50 L	+1.17 L	39	44.07	0.10	-0.03	+0.27	0.35	88	18.99	0.00	-0.01	-0.97	31.06	—	—	26,000	Neutral
Long buildup	14.43 L	+1.82 L	286	45.75	0.07	-0.03	+0.15	0.26	90	14.10	-3.55	-0.04	-0.90	51.01	42	−78,000	21.45 L	Long unwinding
Neutral	26,000	+19,500	3	58.93	0.03	-0.02	0.00	0.13	100	·	·	·	·	·	·	·	·	·

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 5.43% (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.