haylaavo

PNB option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 8000

Spot
123.06
Future
124.90
Forward
124.90
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.51104112118124130136
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——26.380.0020.421041.540.0028.37——Neutral
Neutral——26.990.0017.301082.370.0028.40——Neutral
Neutral——27.140.0015.851102.880.0028.43——Neutral
Neutral——27.310.0014.461123.460.0028.43——Neutral
Neutral——27.430.0013.151144.120.0028.44——Neutral
Neutral——27.510.0011.911164.850.0028.48——Neutral
Neutral——27.570.0010.751185.660.0028.47——Neutral
Neutral——27.650.009.681206.550.0028.50——Neutral
Neutral——27.690.008.671227.520.0028.55——Neutral
Neutral——27.750.007.751248.560.0028.59——Neutral
Neutral——27.790.006.901269.680.0028.62——Neutral
Neutral——27.810.006.1212810.870.0028.69——Neutral
Neutral——27.840.005.4113012.130.0028.73——Neutral
Neutral——27.850.004.7713213.460.0028.81——Neutral
Neutral——27.860.004.1913414.850.0028.87——Neutral
Neutral——27.910.003.6713616.300.0028.97——Neutral
Neutral——27.920.002.7914019.360.0029.19——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 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.