SBIN option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 750
Spot
987.00
Future
996.30
Forward
996.17
PCR (OI)
0.86
Puts 7.31 L / Calls 8.53 L
PCR (volume)
0.70
Puts 826 / Calls 1,184
Max pain
960
strike with least total payout to holders
Highest OI
1,000 CE · 940 PE
ΔOI calls +2.17 L · puts +1.86 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 800 | 2.00 | 0.00 | 23.25 | — | 1,500 | Neutral | |||
| Neutral | — | — | 22.24 | 0.00 | 162.80 | 820 | 6.10 | 0.00 | 23.21 | — | — | Neutral | ||||||
| Neutral | — | — | 22.65 | 0.00 | 145.75 | 840 | 8.75 | 0.00 | 23.25 | — | — | Neutral | ||||||
| Neutral | — | — | 22.83 | 0.00 | 129.45 | 860 | 2.80 | -1.50 | 25.15 | −750 | 18,750 | Long unwinding | ||||||
| Neutral | — | — | 22.90 | 0.00 | 96.50 | 870 | 12.00 | 0.00 | 23.25 | — | — | Neutral | ||||||
| Neutral | — | — | 22.94 | 0.00 | 114.10 | 880 | 3.75 | -2.95 | 23.69 | +20,250 | 38,250 | Short buildup | ||||||
| Neutral | — | — | 22.99 | 0.00 | 81.75 | 890 | 17.05 | 0.00 | 23.25 | — | — | Neutral | ||||||
| Long buildup | 4,500 | +3,000 | 23.27 | +16.10 | 101.10 | 900 | 5.95 | -4.00 | 23.37 | +57,000 | 1.55 L | Short buildup | ||||||
| Neutral | — | — | 23.04 | 0.00 | 68.30 | 910 | 9.75 | -13.60 | 25.68 | +6,750 | 6,750 | Short buildup | ||||||
| Neutral | — | — | 23.06 | 0.00 | 86.40 | 920 | 9.00 | -5.55 | 22.95 | +1,500 | 11,250 | Short buildup | ||||||
| Neutral | — | — | 23.08 | 0.00 | 56.25 | 930 | 31.10 | 0.00 | 23.27 | — | — | Neutral | ||||||
| Neutral | 6,000 | — | 23.09 | 0.00 | 46.50 | 940 | 12.90 | -7.70 | 22.28 | +5,250 | 1.99 L | Short buildup | ||||||
| Neutral | — | — | 23.10 | 0.00 | 45.70 | 950 | 15.65 | -8.55 | 22.19 | +27,000 | 34,500 | Short buildup | ||||||
| Short covering | 1.52 L | −3,750 | 21.72 | +14.75 | 54.10 | 960 | 18.35 | -9.75 | 21.77 | +4,500 | 1.46 L | Short buildup | ||||||
| Neutral | — | — | 23.12 | 0.00 | 36.60 | 970 | 51.00 | 0.00 | 23.29 | — | — | Neutral | ||||||
| Long buildup | 32,250 | +9,750 | 21.58 | +12.65 | 41.90 | 980 | 25.55 | -13.95 | 21.36 | +15,000 | 26,250 | Short buildup | ||||||
| Long buildup | 3,750 | +3,750 | 21.97 | +8.35 | 37.20 | 990 | 63.05 | 0.00 | 23.31 | — | — | Neutral | ||||||
| Long buildup | 3.10 L | +42,750 | 21.45 | +9.70 | 31.55 | 1,000 | 34.85 | -14.45 | 21.13 | +41,250 | 68,250 | Short buildup | ||||||
| Long buildup | 12,750 | +9,000 | 20.98 | +6.45 | 26.45 | 1,010 | 40.15 | -36.25 | 20.98 | +6,000 | 6,000 | Short buildup | ||||||
| Long buildup | 6,750 | +5,250 | 20.95 | +4.50 | 22.50 | 1,020 | 77.55 | 0.00 | 23.33 | — | — | Neutral | ||||||
| Long buildup | 27,750 | +23,250 | 21.07 | +5.75 | 19.20 | 1,030 | 91.00 | 0.00 | 23.35 | — | — | Neutral | ||||||
| Long buildup | 62,250 | +22,500 | 21.28 | +5.65 | 16.45 | 1,040 | 90.70 | 0.00 | 23.36 | — | — | Neutral | ||||||
| Long buildup | 33,000 | +26,250 | 21.31 | +4.80 | 13.80 | 1,050 | 106.55 | 0.00 | 23.39 | — | — | Neutral | ||||||
| Long buildup | 82,500 | +21,750 | 21.12 | +3.85 | 11.25 | 1,060 | 104.75 | 0.00 | 23.41 | — | — | Neutral | ||||||
| Neutral | 6,000 | +6,000 | 21.51 | 0.00 | 9.70 | 1,070 | 123.05 | 0.00 | 23.43 | — | — | Neutral | ||||||
| Long buildup | 52,500 | +6,750 | 21.28 | +2.85 | 7.75 | 1,080 | 119.80 | 0.00 | 23.46 | — | — | Neutral | ||||||
| Short buildup | 27,000 | +27,000 | 21.40 | -11.10 | 5.20 | 1,100 | 106.60 | -21.40 | 19.54 | +2,250 | 19,500 | Short buildup | ||||||
| Long buildup | 33,000 | +14,250 | 21.64 | +0.95 | 3.50 | 1,120 | 151.90 | 0.00 | 23.65 | — | — | Neutral | ||||||
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 6.23% (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.