haylaavo

SBICARD option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 800

Spot
532.91
Future
533.75
Forward
533.75
PCR (OI)
0.68
Puts 50.31 L / Calls 73.60 L
PCR (volume)
0.60
Puts 2,950 / Calls 4,914
Max pain
540
strike with least total payout to holders
Highest OI
600 CE · 530 PE
ΔOI calls +2.27 L · puts +2.66 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
06.6 L13.2 L4204805207.8 L56013.2 L600640740
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral2,400—55.970.00122.204200.100.0032.30——Neutral
Neutral——46.880.00217.704400.350.0028.12—1.24 LNeutral
Neutral——38.870.00192.054600.65-0.3535.14−2,4001.69 LLong unwinding
Neutral——35.730.00116.404701.05-0.5534.07+27,2001.28 LShort buildup
Neutral800—33.350.0061.004801.70-0.7533.18−16,8001.82 LLong unwinding
Neutral——31.740.0097.954902.70-1.0532.34−6,4001.50 LLong unwinding
Long buildup1.22 L+2,40026.26+2.4536.155004.05-1.6031.15+40,0004.29 LShort buildup
Neutral33,600—29.980.0026.605106.35-2.0530.90+14,4003.47 LShort buildup
Long buildup3.04 L+34,40030.42+2.6523.105209.40-2.4030.42+48,0005.14 LShort buildup
Neutral6.93 L−1,60029.89+2.0517.1053013.30-2.9529.76+1.86 L7.84 LShort buildup
Long buildup10.30 L+1.06 L29.72+1.6012.3054018.55-3.2529.75−11,2004.82 LLong unwinding
Long buildup10.34 L+58,40029.94+1.258.7055024.80-4.1529.73−4,8004.60 LLong unwinding
Long buildup6.98 L+10,40029.84+0.755.8556032.30-4.2530.52−3,2002.40 LLong unwinding
Short covering3.64 L−12,80030.36+0.554.0057037.80-7.2522.75—1.67 LNeutral
Short covering5.46 L−16,00030.89+0.352.7058040.000.0024.57—88,800Neutral
Long buildup2.46 L+35,20031.42+0.201.8059059.600.0021.76—29,600Neutral
Long buildup13.16 L+32,80032.59+0.101.3060065.60-6.65——2.89 LNeutral
Long buildup1.61 L+2,40033.38+0.050.9061083.000.00——11,200Neutral
Short covering96,000−8,80035.32+0.050.7562086.70-1.2535.20−4,00028,800Long unwinding
Neutral35,200−4,00035.730.000.50630104.450.00——17,600Neutral
Neutral2.14 L−80037.86+0.050.45640107.100.00——88,000Neutral
Long unwinding1.64 L−11,20039.64-0.050.25660130.000.00——34,400Neutral
Neutral51,200—31.980.000.20680145.00-3.00—−8002.70 LNeutral
Neutral2.49 L—35.450.000.25700·········
Neutral800—42.020.000.50740·········

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 5.87% (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.