haylaavo

RBLBANK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1275

Spot
352.22
Future
355.50
Forward
355.50
PCR (OI)
—
Puts 5,100 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
350
strike with least total payout to holders
Highest OI
— CE · 340 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
01,2752,5502803103302,550350370390420
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——38.250.0077.002804.150.0034.42——Neutral
Neutral——37.040.0061.203008.000.0034.31——Neutral
Neutral——36.650.0054.0031010.650.0034.24——Neutral
Neutral——36.370.0047.3032013.800.0034.16——Neutral
Neutral——36.150.0041.2033017.550.0034.06——Neutral
Neutral——35.970.0035.6034011.450.0033.94—2,550Neutral
Neutral——35.840.0030.6035016.000.0033.81—2,550Neutral
Neutral——35.740.0026.1536032.050.0033.62——Neutral
Neutral——35.650.0022.2037037.950.0033.42——Neutral
Neutral——35.580.0018.7538044.300.0033.16——Neutral
Neutral——35.520.0015.7539051.150.0032.82——Neutral
Neutral——35.480.0013.1540058.400.0032.40——Neutral
Neutral——35.400.009.0542074.000.0031.08——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 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.