haylaavo

SBICARD option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 800

Spot
532.91
Future
536.85
Forward
536.85
PCR (OI)
0.56
Puts 64,000 / Calls 1.14 L
PCR (volume)
0.37
Puts 25 / Calls 68
Max pain
550
strike with least total payout to holders
Highest OI
550 CE · 500 PE
ΔOI calls +31,200 · puts +800
Open interest by strike
CallsPuts│ ATM┊ Max pain
022,00044,00042047029,60050053044,000560590640
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——35.870.00167.804200.650.0028.14——Neutral
Neutral——32.620.00148.804401.350.0028.04——Neutral
Neutral——30.750.00130.304602.550.0027.99——Neutral
Neutral——30.160.0069.854706.700.0027.99——Neutral
Neutral——29.730.00112.604807.100.0027.96—4,000Neutral
Neutral——29.430.0054.8549011.500.0027.93——Neutral
Short covering6,400−1,60029.22+2.6546.255009.85-1.5529.39−4,80029,600Long unwinding
Neutral——29.050.0041.8551013.00-5.3029.37+800800Short buildup
Neutral——28.920.0080.4052016.00+2.0028.37+4,80012,000Long buildup
Neutral——28.820.0031.0553027.250.0027.78——Neutral
Neutral1,600—28.740.0026.9554022.000.0027.71—7,200Neutral
Long buildup44,000+5,60027.51+1.3017.4055028.000.0027.64—3,200Neutral
Neutral2,400—28.630.0015.0056036.000.0027.55—4,800Neutral
Neutral——28.590.0015.6057051.400.0027.44——Neutral
Short buildup15,200+3,20028.21-0.108.9058031.000.0027.31—1,600Neutral
Neutral——28.520.0010.6559066.200.0027.13——Neutral
Long buildup21,600+4,80029.05+0.605.7060048.950.0026.89—800Neutral
Short buildup8,000+4,80029.45-0.053.4562056.250.0026.19——Neutral
Short buildup14,400+14,40031.26-17.602.5064069.750.0024.72——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 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.