PNB option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 8000
Spot
123.06
Future
124.18
Forward
124.60
PCR (OI)
1.70
Puts 11.84 L / Calls 6.96 L
PCR (volume)
0.45
Puts 21 / Calls 47
Max pain
125
strike with least total payout to holders
Highest OI
130 CE · 120 PE
ΔOI calls +2.32 L · puts +1.68 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 92 | 0.40 | 0.00 | 27.77 | — | 1.60 L | Neutral | |||
| Neutral | — | — | — | 0.00 | 14.09 | 102 | 2.85 | 0.00 | 28.50 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 12.73 | 104 | 3.46 | 0.00 | 28.67 | — | — | Neutral | ||||||
| Neutral | — | — | 18.60 | 0.00 | 11.46 | 106 | 4.16 | 0.00 | 28.59 | — | — | Neutral | ||||||
| Neutral | — | — | 22.66 | 0.00 | 10.27 | 108 | 4.94 | 0.00 | 28.65 | — | — | Neutral | ||||||
| Neutral | — | — | 23.53 | 0.00 | 15.27 | 109 | 1.81 | 0.00 | 28.64 | — | — | Neutral | ||||||
| Neutral | — | — | 24.20 | 0.00 | 9.16 | 110 | 5.80 | 0.00 | 28.66 | — | — | Neutral | ||||||
| Neutral | — | — | 24.61 | 0.00 | 13.77 | 111 | 2.30 | 0.00 | 28.70 | — | — | Neutral | ||||||
| Neutral | — | — | 25.05 | 0.00 | 8.14 | 112 | 6.75 | 0.00 | 28.73 | — | — | Neutral | ||||||
| Neutral | — | — | 25.38 | 0.00 | 12.34 | 113 | 2.85 | 0.00 | 28.75 | — | — | Neutral | ||||||
| Neutral | — | — | 25.72 | 0.00 | 7.21 | 114 | 1.99 | -1.61 | 31.10 | +8,000 | 16,000 | Short buildup | ||||||
| Neutral | — | — | 25.90 | 0.00 | 11.01 | 115 | 1.65 | 0.00 | 28.79 | — | 24,000 | Neutral | ||||||
| Neutral | — | — | 26.15 | 0.00 | 6.35 | 116 | 8.90 | 0.00 | 28.86 | — | — | Neutral | ||||||
| Neutral | 48,000 | — | 26.26 | 0.00 | 9.76 | 117 | 1.99 | +0.10 | 25.75 | +8,000 | 40,000 | Long buildup | ||||||
| Neutral | — | — | 26.44 | 0.00 | 5.58 | 118 | 4.04 | 0.00 | 28.89 | — | 8,000 | Neutral | ||||||
| Neutral | — | — | 26.55 | 0.00 | 8.63 | 119 | 5.07 | 0.00 | 28.96 | — | — | Neutral | ||||||
| Neutral | 40,000 | — | 26.71 | 0.00 | 7.25 | 120 | 2.78 | -0.13 | 24.69 | +64,000 | 6.96 L | Short buildup | ||||||
| Neutral | — | — | 26.81 | 0.00 | 7.57 | 121 | 5.99 | 0.00 | 29.03 | — | — | Neutral | ||||||
| Neutral | 16,000 | — | 26.90 | 0.00 | 5.27 | 122 | 3.30 | -9.41 | 23.23 | +16,000 | 16,000 | Short buildup | ||||||
| Neutral | — | — | 26.94 | 0.00 | 6.61 | 123 | 5.45 | 0.00 | 29.13 | — | 16,000 | Neutral | ||||||
| Neutral | 16,000 | — | 27.02 | 0.00 | 4.00 | 124 | 14.12 | 0.00 | 29.19 | — | — | Neutral | ||||||
| Long buildup | 56,000 | +16,000 | 23.41 | +0.21 | 4.36 | 125 | 4.76 | 0.00 | 23.41 | +24,000 | 80,000 | Neutral | ||||||
| Neutral | — | — | 27.15 | 0.00 | 3.19 | 126 | 15.59 | 0.00 | 29.31 | — | — | Neutral | ||||||
| Neutral | — | — | 27.19 | 0.00 | 4.96 | 127 | 9.31 | 0.00 | 29.42 | — | — | Neutral | ||||||
| Neutral | 8,000 | — | 27.25 | 0.00 | 3.58 | 128 | 17.13 | 0.00 | 29.50 | — | — | Neutral | ||||||
| Neutral | — | — | 27.32 | 0.00 | 4.26 | 129 | 10.59 | 0.00 | 29.55 | — | — | Neutral | ||||||
| Long buildup | 3.60 L | +1.36 L | 23.77 | +0.01 | 2.52 | 130 | 7.68 | -0.32 | 22.71 | +24,000 | 64,000 | Short buildup | ||||||
| Neutral | — | — | 27.36 | 0.00 | 3.64 | 131 | 11.95 | 0.00 | 29.75 | — | — | Neutral | ||||||
| Neutral | 16,000 | — | 27.40 | 0.00 | 1.94 | 132 | 10.00 | 0.00 | 29.86 | — | 16,000 | Neutral | ||||||
| Neutral | — | — | 27.43 | 0.00 | 3.10 | 133 | 13.38 | 0.00 | 29.96 | — | — | Neutral | ||||||
| Neutral | 48,000 | +8,000 | 25.03 | 0.00 | 1.70 | 134 | 11.16 | +0.16 | 26.00 | +24,000 | 48,000 | Long buildup | ||||||
| Neutral | — | — | 27.52 | 0.00 | 2.63 | 135 | 14.89 | 0.00 | 30.25 | — | — | Neutral | ||||||
| Neutral | — | — | 27.54 | 0.00 | 1.46 | 136 | 23.72 | 0.00 | 30.38 | — | — | Neutral | ||||||
| Neutral | 8,000 | — | 27.54 | 0.00 | 0.78 | 138 | 25.47 | 0.00 | 30.74 | — | — | Neutral | ||||||
| Short buildup | 72,000 | +72,000 | 24.86 | -0.31 | 0.74 | 140 | 27.24 | 0.00 | 31.15 | — | — | Neutral | ||||||
| Neutral | 8,000 | — | 27.63 | 0.00 | 0.62 | 142 | 29.05 | 0.00 | 31.61 | — | — | 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 3 near-ATM strikes. Discounting at 6.47% (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.