haylaavo

PNBHOUSING option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 650

Spot
1,059.96
Future
1,095.50
Forward
1,095.50
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
00.518801,0001,0801,1601,240
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
————228.2588014.65—37.41——
Neutral——20.760.00167.5096032.650.0038.12——Neutral
Neutral——25.750.00141.001,00045.550.0038.58——Neutral
Neutral——28.050.00117.451,04061.400.0039.14——Neutral
Neutral——29.450.0096.751,08080.100.0039.82——Neutral
Neutral——30.400.0078.901,120101.600.0040.64——Neutral
Neutral——31.080.0063.701,160125.800.0041.63——Neutral
Neutral——31.590.0050.901,200152.400.0042.82——Neutral
Neutral——31.980.0040.401,240181.250.0044.23——Neutral
Neutral——32.290.0031.801,280212.000.0045.88——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% (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.