haylaavo

PNBHOUSING option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 650

Spot
1,059.96
Future
1,061.90
Forward
1,062.24
PCR (OI)
0.56
Puts 24.25 L / Calls 43.02 L
PCR (volume)
0.45
Puts 3,512 / Calls 7,846
Max pain
1,100
strike with least total payout to holders
Highest OI
1,100 CE · 1,060 PE
ΔOI calls +1.12 L · puts −1.10 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
03.0 L5.9 L9209801,0404.3 L5.9 L1,1001,1601,2201,2801,340
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral3,900—39.680.00174.609202.20-0.2538.00+5,20041,600Short buildup
Neutral——38.290.00180.009403.10-0.3036.16+3,2509,750Short buildup
Neutral4,550—37.360.00134.659604.70-0.4035.03+11,70045,500Short buildup
Neutral——36.750.00175.509807.05-0.5533.98+14,30083,850Short buildup
Short buildup15,600+1,30043.71-35.1080.901,00010.45-0.6033.03−11,7002.96 LLong unwinding
Neutral18,850—36.060.0061.001,02015.35-0.6532.35−1,95091,650Long unwinding
Short buildup27,950+7,15031.63-44.1044.001,04021.90-0.7531.69−11,0501.17 LLong unwinding
Short buildup3.54 L+35,10031.21-4.0032.701,06031.10-0.4031.83−48,7504.35 LLong unwinding
Neutral2.20 L—31.81-2.9524.401,08042.10+0.6031.81+1,3001.85 LNeutral
Long unwinding5.95 L−20,80031.92-2.3517.451,10054.55+0.4531.35−71,5003.95 LShort covering
Long unwinding3.69 L−29,25032.22-1.8512.301,12068.40-0.2030.41—2.88 LNeutral
Long unwinding4.19 L−68,25032.74-1.358.651,14084.350.0033.76—2.39 LNeutral
Short buildup5.67 L+47,45033.50-0.956.151,160101.200.0033.36—1.38 LNeutral
Short buildup5.19 L+2.69 L34.35-0.654.401,180113.95-0.95—−1,30018,850Long unwinding
Long unwinding5.59 L−1.37 L35.32-0.453.201,200136.500.0031.78—27,950Neutral
Long unwinding1.44 L−27,95036.31-0.252.351,220100.700.0030.03—5,200Neutral
Short buildup1.37 L+39,00036.72-0.301.601,240143.450.0024.28—3,900Neutral
Short buildup1.42 L+5,85038.54-0.201.351,260·········
Short covering61,100−1,95040.30+0.101.151,280152.500.00——3,250Neutral
Long unwinding98,800−8,45041.04-0.050.851,300·········
Neutral14,300−1,30043.610.000.851,320·········
Neutral20,150—43.38-0.050.551,340·········
Neutral5,200+2,60046.760.000.651,360·········
Neutral5,200—34.230.000.651,400·········

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 6% (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.