haylaavo

RBLBANK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 3175

Spot
352.22
Future
355.30
Forward
355.30
PCR (OI)
1.21
Puts 73,025 / Calls 60,325
PCR (volume)
3.25
Puts 13 / Calls 4
Max pain
380
strike with least total payout to holders
Highest OI
380 CE · 420 PE
ΔOI calls +9,525 · puts +41,275
Open interest by strike
CallsPuts│ ATM┊ Max pain
014,287.528,57529031533034536037512,70039041028,575
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——33.600.00117.552901.300.0034.83——Neutral
Neutral——34.180.00108.353002.750.0034.83—3,175Neutral
Neutral——34.460.0099.403102.850.0034.80——Neutral
Neutral——34.560.0045.903158.950.0034.79——Neutral
Neutral——34.630.0090.703204.050.0034.79——Neutral
Neutral——34.670.0039.1532512.050.0034.77——Neutral
Neutral——34.730.0082.353307.00+1.0030.99+3,1759,525Long buildup
Neutral——34.750.0033.0533515.900.0034.75——Neutral
Neutral——34.780.0074.403407.850.0034.72——Neutral
Neutral——34.800.0027.6534520.350.0034.71——Neutral
Neutral3,175—34.820.0016.5035012.30-0.2026.73+3,17519,050Short buildup
Neutral——34.830.0022.9035525.500.0034.67——Neutral
Neutral3,175—25.07-2.7011.8536017.75-1.2527.26+6,3509,525Short buildup
Short buildup3,175+3,17525.33-8.7510.0036531.250.0034.60——Neutral
Neutral9,525—34.860.009.0037015.650.0034.56——Neutral
Neutral——34.870.0015.2537537.600.0034.52——Neutral
Neutral12,700—34.870.006.4038019.350.0034.48——Neutral
Neutral——34.890.0012.2538544.550.0034.40——Neutral
Neutral3,175—34.880.004.7039023.550.0034.33——Neutral
Neutral——34.880.009.8039551.950.0034.25——Neutral
Neutral6,350—34.900.0010.8040023.800.0034.16—3,175Neutral
Neutral3,175—34.900.0012.0041033.450.0033.89——Neutral
Short buildup9,525+3,17520.88-6.450.2542065.00+25.9024.14+28,57528,575Long buildup
Short buildup6,350+3,17536.12-6.200.80460·········

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.