RBLBANK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 3175
Spot
352.22
Future
354.30
Forward
354.34
PCR (OI)
0.48
Puts 1.06 Cr / Calls 2.18 Cr
PCR (volume)
0.31
Puts 903 / Calls 2,895
Max pain
360
strike with least total payout to holders
Highest OI
370 CE · 370 PE
ΔOI calls +2.35 L · puts +2.03 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 100.40 | 290 | 0.25 | -0.10 | 41.22 | −3,175 | 85,725 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 295 | 0.40 | -0.10 | 41.27 | +6,350 | 15,875 | Short buildup | |||
| Neutral | — | — | — | 0.00 | 91.55 | 300 | 0.40 | -0.25 | 38.07 | −9,525 | 1.78 L | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 305 | 0.55 | 0.00 | 35.35 | — | 19,050 | Neutral | |||
| Neutral | — | — | — | 0.00 | 83.00 | 310 | 0.65 | -0.20 | 34.92 | +3,175 | 4.83 L | Neutral | ||||||
| Neutral | — | — | 21.40 | 0.00 | 91.10 | 315 | 0.75 | -0.45 | 32.55 | −15,875 | 2.29 L | Long unwinding | ||||||
| Neutral | 31,750 | — | 27.81 | 0.00 | 37.00 | 320 | 1.05 | -0.60 | 31.58 | −50,800 | 4.70 L | Long unwinding | ||||||
| Neutral | 3,175 | — | 29.96 | 0.00 | 25.50 | 325 | 1.45 | -0.65 | 30.54 | −12,700 | 2.00 L | Long unwinding | ||||||
| Neutral | 1.02 L | — | 31.18 | 0.00 | 32.80 | 330 | 2.05 | -0.90 | 29.80 | +53,975 | 5.21 L | Short buildup | ||||||
| Neutral | 66,675 | — | 31.94 | 0.00 | 22.60 | 335 | 2.70 | -1.20 | 28.41 | −19,050 | 3.59 L | Long unwinding | ||||||
| Long buildup | 4.86 L | +31,750 | 28.20 | +1.00 | 18.20 | 340 | 3.85 | -1.30 | 28.08 | +69,850 | 13.05 L | Short buildup | ||||||
| Neutral | 1.24 L | — | 27.37 | +0.70 | 14.55 | 345 | 5.25 | -1.60 | 27.45 | — | 5.14 L | Neutral | ||||||
| Neutral | 25.88 L | +22,225 | 26.66 | +0.65 | 11.30 | 350 | 7.00 | -1.95 | 26.76 | +1.97 L | 11.75 L | Short buildup | ||||||
| Long buildup | 5.81 L | +98,425 | 26.35 | +0.40 | 8.60 | 355 | 9.15 | -2.15 | 26.03 | +31,750 | 4.16 L | Short buildup | ||||||
| Long buildup | 32.07 L | +31,750 | 26.21 | +0.30 | 6.40 | 360 | 12.05 | -2.15 | 26.21 | −25,400 | 7.59 L | Long unwinding | ||||||
| Short covering | 7.59 L | −15,875 | 25.83 | +0.05 | 4.55 | 365 | 15.15 | -2.60 | 25.70 | — | 2.22 L | Neutral | ||||||
| Short covering | 32.42 L | −88,900 | 26.16 | +0.05 | 3.30 | 370 | 18.05 | -3.20 | 22.81 | — | 13.11 L | Neutral | ||||||
| Short buildup | 5.65 L | +38,100 | 26.46 | -0.05 | 2.35 | 375 | 25.00 | 0.00 | 37.26 | — | 50,800 | Neutral | ||||||
| Short buildup | 19.65 L | +1.02 L | 27.03 | -0.10 | 1.70 | 380 | 27.60 | -2.10 | 28.43 | — | 7.62 L | Neutral | ||||||
| Neutral | 3.40 L | −28,575 | 28.36 | 0.00 | 1.35 | 385 | 27.65 | 0.00 | 38.18 | — | 47,625 | Neutral | ||||||
| Neutral | 20.42 L | +9,525 | 29.06 | -0.05 | 1.00 | 390 | 38.65 | 0.00 | 38.78 | — | 4.29 L | Neutral | ||||||
| Short buildup | 2.32 L | +15,875 | 29.82 | -0.05 | 0.75 | 395 | 49.00 | 0.00 | 39.53 | — | 9,525 | Neutral | ||||||
| Short buildup | 24.77 L | +1.37 L | 31.47 | -0.05 | 0.65 | 400 | 47.40 | 0.00 | 40.39 | — | 5.75 L | Neutral | ||||||
| Neutral | 66,675 | — | 34.38 | 0.00 | 0.70 | 405 | 30.00 | 0.00 | 41.43 | — | 3,175 | Neutral | ||||||
| Long unwinding | 4.51 L | −25,400 | 33.22 | -0.05 | 0.40 | 410 | 57.50 | 0.00 | 42.62 | — | 88,900 | Neutral | ||||||
| Neutral | 85,725 | — | 34.64 | 0.00 | 0.35 | 415 | 65.00 | 0.00 | 43.92 | — | 12,700 | Neutral | ||||||
| Long unwinding | 11.68 L | −63,500 | 34.86 | -0.05 | 0.25 | 420 | 65.25 | +6.25 | — | −9,525 | 1.56 L | Short covering | ||||||
| Neutral | 38,100 | — | 37.93 | 0.00 | 0.30 | 425 | 76.70 | 0.00 | 47.03 | — | 9,525 | Neutral | ||||||
| Neutral | 2.32 L | — | 38.85 | +0.05 | 0.25 | 430 | 75.75 | +1.15 | 37.99 | −15,875 | 44,450 | Short covering | ||||||
| Neutral | 3.40 L | — | 34.87 | 0.00 | 0.20 | 440 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 4.10 L | −28,575 | 41.14 | 0.00 | 0.10 | 450 | 94.00 | +6.00 | — | +3,175 | 41,275 | Long buildup | ||||||
| Neutral | 1.75 L | — | 46.65 | 0.00 | 0.15 | 460 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 47,625 | — | 50.61 | +0.05 | 0.10 | 480 | 127.50 | 0.00 | 66.94 | — | 63,500 | 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 5 near-ATM strikes. Discounting at 2.86% (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.