SBILIFE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 375

Spot

1,660.50

Future

1,659.50

Forward

1,657.50

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.72

Puts 9.90 L / Calls 13.78 L

PCR (volume)

0.60

Puts 3,182 / Calls 5,263

Max pain

1,660

strike with least total payout to holders

Highest OI

1,800 CE · 1,640 PE

ΔOI calls +64,125 · puts −13,875

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	53.84	0.91	-0.73	0.00	377.95	1,400	0.85	+0.10	-0.14	-0.02	33.90	40	+1,875	2,625	Long buildup
Neutral	—	—	—	46.95	0.90	-0.71	0.00	340.20	1,440	1.25	-0.25	-0.18	-0.03	30.83	14	+1,500	6,000	Short buildup
Neutral	—	—	—	40.34	0.89	-0.68	0.00	303.40	1,480	2.50	-0.35	-0.29	-0.05	29.36	28	−3,000	20,250	Long unwinding
Neutral	—	—	—	37.26	0.87	-0.68	0.00	252.90	1,500	3.25	+0.40	-0.34	-0.07	28.13	105	+6,375	51,750	Long buildup
Neutral	—	—	—	34.43	0.86	-0.68	0.00	267.85	1,520	4.30	+0.25	-0.40	-0.09	27.00	149	+12,375	78,375	Long buildup
Neutral	375	—	—	31.94	0.84	-0.70	0.00	141.00	1,540	5.90	+0.55	-0.47	-0.11	26.12	177	−7,500	52,500	Short covering
Neutral	1,875	—	—	29.83	0.81	-0.74	0.00	99.90	1,560	8.00	+1.45	-0.55	-0.15	25.18	126	+3,000	29,625	Long buildup
Neutral	1,125	—	—	28.12	0.77	-0.78	0.00	80.25	1,580	11.55	+1.55	-0.66	-0.20	24.92	187	+6,750	34,500	Long buildup
Short buildup	27,000	+3,000	19	26.67	0.72	-0.83	-4.20	76.15	1,600	15.40	+1.45	-0.73	-0.26	24.00	466	−33,000	1.05 L	Short covering
Short buildup	27,750	+2,625	10	23.27	0.67	-0.78	-9.05	58.00	1,620	21.35	+2.75	-0.81	-0.33	23.74	212	+8,625	77,250	Long buildup
Short buildup	1.37 L	+13,125	352	24.07	0.58	-0.87	-7.00	47.15	1,640	28.70	+3.35	-0.85	-0.41	23.40	921	−9,750	1.85 L	Short covering
Short buildup	2.20 L	+27,375	928	23.53	0.50	-0.88	-6.15	35.95	1,660	37.40	+4.35	-0.85	-0.50	22.87	603	+750	1.77 L	Neutral
Short buildup	1.78 L	+45,750	931	22.64	0.41	-0.83	-6.20	25.90	1,680	48.30	+5.20	-0.82	-0.59	22.64	138	+1,125	94,500	Long buildup
Short buildup	2.20 L	+24,000	1,107	23.29	0.33	-0.80	-4.00	19.85	1,700	66.00	+11.20	-0.89	-0.64	25.92	3	−750	31,125	Short covering
Long unwinding	40,500	−5,250	279	23.15	0.26	-0.71	-3.50	14.10	1,720	104.80	0.00	-0.38	-0.82	16.25	—	—	2,625	Neutral
Short buildup	72,000	+21,750	533	23.40	0.20	-0.62	-2.30	10.15	1,740	90.75	-0.25	-0.53	-0.81	21.99	3	+750	3,375	Short buildup
Short buildup	67,125	+10,875	152	23.66	0.15	-0.52	-1.80	7.20	1,760	132.00	0.00	—	—	—	—	—	4,500	Neutral
Long unwinding	28,875	−1,125	134	23.67	0.11	-0.42	-1.75	4.85	1,780	86.30	0.00	—	—	—	—	—	—	Neutral
Long unwinding	2.37 L	−75,750	560	24.29	0.08	-0.35	-1.10	3.55	1,800	129.00	0.00	—	—	—	—	—	25,125	Neutral
Long unwinding	64,125	−750	35	24.48	0.06	-0.27	-1.15	2.40	1,820	180.00	0.00	—	—	—	—	—	1,125	Neutral
Neutral	8,625	—	—	22.56	0.03	-0.14	0.00	2.90	1,840	121.65	0.00	—	—	—	—	—	—	Neutral
Long unwinding	22,500	−2,250	27	25.39	0.03	-0.17	-1.15	1.20	1,860	·	·	·	·	·	·	·	·	·
Neutral	—	—	—	22.46	0.01	-0.06	0.00	50.45	1,880	227.00	0.00	—	—	—	—	—	4,875	Neutral
Long unwinding	6,000	−375	1	27.66	0.02	-0.13	-0.60	0.85	1,900	239.35	+5.10	—	—	—	4	−750	750	Short covering
Long unwinding	10,500	−375	1	29.17	0.02	-0.13	-0.50	0.80	1,920	175.75	0.00	—	—	—	—	—	—	Neutral
Short buildup	4,500	+1,500	194	31.65	0.02	-0.11	-0.05	0.65	1,960	·	·	·	·	·	·	·	·	·
Neutral	2,625	—	—	23.27	0.00	-0.00	0.00	0.35	2,000	342.00	+5.30	-0.09	-0.98	37.08	6	−2,250	1,875	Short covering

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 7.67% (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.