NBCC option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 6500
Spot
76.15
Future
77.19
Forward
77.19
PCR (OI)
—
Puts 13,000 / Calls —
PCR (volume)
—
Puts 2 / Calls —
Max pain
68
strike with least total payout to holders
Highest OI
— CE · 68 PE
ΔOI calls +— · 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 | — | — | 36.68 | 0.00 | 16.26 | 56 | 0.90 | 0.00 | 38.15 | — | — | Neutral | ||||||
| Neutral | — | — | 37.54 | 0.00 | 13.10 | 60 | 1.67 | 0.00 | 38.28 | — | — | Neutral | ||||||
| Neutral | — | — | 37.76 | 0.00 | 11.66 | 62 | 2.20 | 0.00 | 38.26 | — | — | Neutral | ||||||
| Neutral | — | — | 37.83 | 0.00 | 10.31 | 64 | 2.82 | 0.00 | 38.30 | — | — | Neutral | ||||||
| Neutral | — | — | 37.92 | 0.00 | 9.07 | 66 | 3.55 | 0.00 | 38.36 | — | — | Neutral | ||||||
| Neutral | — | — | 38.00 | 0.00 | 7.93 | 68 | 1.54 | -2.84 | 34.81 | +13,000 | 13,000 | Short buildup | ||||||
| Neutral | — | — | 38.10 | 0.00 | 6.90 | 70 | 5.32 | 0.00 | 38.36 | — | — | Neutral | ||||||
| Neutral | — | — | 38.10 | 0.00 | 5.97 | 72 | 6.36 | 0.00 | 38.30 | — | — | Neutral | ||||||
| Neutral | — | — | 38.13 | 0.00 | 5.14 | 74 | 7.50 | 0.00 | 38.35 | — | — | Neutral | ||||||
| Neutral | — | — | 38.13 | 0.00 | 4.41 | 76 | 8.73 | 0.00 | 38.31 | — | — | Neutral | ||||||
| Neutral | — | — | 38.18 | 0.00 | 3.76 | 78 | 10.05 | 0.00 | 38.31 | — | — | Neutral | ||||||
| Neutral | — | — | 38.16 | 0.00 | 3.19 | 80 | 11.45 | 0.00 | 38.33 | — | — | Neutral | ||||||
| — | — | 38.19 | — | 2.70 | 82 | 12.93 | — | 38.32 | — | — | ||||||||
| Neutral | — | — | 38.17 | 0.00 | 2.27 | 84 | 14.48 | 0.00 | 38.35 | — | — | 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.