NBCC option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 6500
Spot
76.15
Future
76.74
Forward
76.74
PCR (OI)
0.17
Puts 45,500 / Calls 2.73 L
PCR (volume)
0.13
Puts 6 / Calls 48
Max pain
68
strike with least total payout to holders
Highest OI
80 CE · 70 PE
ΔOI calls +97,500 · puts +13,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 42.06 | 0.00 | 21.41 | 58 | 0.37 | 0.00 | 37.99 | — | 6,500 | Neutral | ||||||
| Neutral | — | — | 40.88 | 0.00 | 19.67 | 60 | 0.78 | 0.00 | 38.22 | — | — | Neutral | ||||||
| Neutral | — | — | 40.29 | 0.00 | 17.98 | 62 | 1.06 | 0.00 | 38.02 | — | — | Neutral | ||||||
| Neutral | — | — | 39.87 | 0.00 | 10.00 | 63 | 1.82 | 0.00 | 38.07 | — | — | Neutral | ||||||
| Neutral | — | — | 39.73 | 0.00 | 16.37 | 64 | 1.42 | 0.00 | 38.12 | — | — | Neutral | ||||||
| Neutral | — | — | 39.58 | 0.00 | 8.63 | 65 | 2.43 | 0.00 | 38.13 | — | — | Neutral | ||||||
| Neutral | — | — | 39.41 | 0.00 | 14.83 | 66 | 0.85 | -1.00 | 37.63 | +6,500 | 6,500 | Short buildup | ||||||
| Neutral | — | — | 39.32 | 0.00 | 7.39 | 67 | 3.16 | 0.00 | 38.10 | — | — | Neutral | ||||||
| Long buildup | 65,000 | +52,000 | 27.88 | +3.21 | 9.21 | 68 | 1.14 | -1.23 | 36.27 | +6,500 | 6,500 | Short buildup | ||||||
| Neutral | — | — | 39.02 | 0.00 | 6.27 | 69 | 4.02 | 0.00 | 38.06 | — | — | Neutral | ||||||
| Neutral | 13,000 | — | 39.00 | 0.00 | 3.90 | 70 | 1.47 | -1.03 | 34.43 | — | 13,000 | Neutral | ||||||
| Neutral | — | — | 38.96 | 0.00 | 5.27 | 71 | 5.00 | 0.00 | 37.99 | — | — | Neutral | ||||||
| Neutral | 6,500 | — | 38.90 | 0.00 | 2.75 | 72 | 3.67 | 0.00 | 37.96 | — | — | Neutral | ||||||
| Neutral | — | — | 38.81 | 0.00 | 4.40 | 73 | 6.11 | 0.00 | 37.98 | — | — | Neutral | ||||||
| Neutral | 19,500 | — | 38.77 | 0.00 | 2.86 | 74 | 4.67 | 0.00 | 37.96 | — | 6,500 | Neutral | ||||||
| Neutral | — | — | 38.71 | 0.00 | 3.64 | 75 | 7.33 | 0.00 | 37.90 | — | — | Neutral | ||||||
| Neutral | — | — | 38.69 | 0.00 | 8.46 | 76 | 5.34 | 0.00 | 37.88 | — | — | Neutral | ||||||
| Neutral | — | — | 38.72 | 0.00 | 2.99 | 77 | 8.65 | 0.00 | 37.90 | — | — | Neutral | ||||||
| Neutral | — | — | 38.64 | 0.00 | 7.47 | 78 | 6.32 | 0.00 | 37.89 | — | — | Neutral | ||||||
| Neutral | — | — | 38.61 | 0.00 | 2.43 | 79 | 10.08 | 0.00 | 37.85 | — | — | Neutral | ||||||
| Long buildup | 1.63 L | +45,500 | 34.48 | +1.70 | 2.80 | 80 | 7.38 | 0.00 | 37.79 | — | — | Neutral | ||||||
| — | — | 38.63 | — | 1.97 | 81 | 11.60 | — | 37.72 | — | — | ||||||||
| Neutral | — | — | 38.59 | 0.00 | 5.74 | 82 | 8.53 | 0.00 | 37.74 | — | — | Neutral | ||||||
| — | — | 38.58 | — | 1.58 | 83 | 13.19 | — | 37.69 | — | — | ||||||||
| Neutral | — | — | 38.51 | 0.00 | 5.01 | 84 | 9.77 | 0.00 | 37.56 | — | — | Neutral | ||||||
| Neutral | 6,500 | — | 38.52 | 0.00 | 0.70 | 86 | 16.00 | 0.00 | 37.45 | — | 6,500 | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.