haylaavo

PNBHOUSING option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 650

Spot
1,059.96
Future
1,068.20
Forward
1,068.20
PCR (OI)
1.24
Puts 13,650 / Calls 11,050
PCR (volume)
0.00
Puts — / Calls 11
Max pain
1,120
strike with least total payout to holders
Highest OI
1,200 CE · 1,000 PE
ΔOI calls +7,150 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
03,9007,8009209807,8001,0401,1001,1607,1501,2201,320
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——36.440.00212.059205.500.0034.88—650Neutral
——36.19—168.7094018.50—34.87——
Neutral——36.000.00182.109608.000.0034.85—4,550Neutral
Neutral——35.860.00139.2598028.650.0034.83——Neutral
Neutral——35.740.00154.601,00016.050.0034.82—7,800Neutral
Neutral——35.650.00112.951,02041.900.0034.79——Neutral
Neutral——35.580.00130.001,04056.550.0034.76——Neutral
Neutral——35.520.0090.101,06058.650.0034.73——Neutral
Neutral——35.480.00108.151,08045.000.0034.69——Neutral
Neutral——35.430.0070.701,10078.800.0034.65——Neutral
Neutral——35.400.0089.101,12085.150.0034.60—650Neutral
Neutral——35.370.0054.551,140102.200.0034.54——Neutral
Neutral——35.340.0072.701,160117.500.0034.47——Neutral
Neutral650—35.330.0022.101,180128.650.0034.39——Neutral
Short buildup7,150+7,15031.38-45.8013.001,200143.000.0034.29——Neutral
Neutral——35.300.0031.051,220157.850.0034.17——Neutral
Neutral650—35.280.0014.001,240170.750.0034.02——Neutral
Neutral1,300—35.250.0012.001,280200.600.0033.63——Neutral
Neutral1,300—35.240.003.451,320·········

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% (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.