haylaavo

SBIN option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 750

Spot
987.00
Future
1,001.40
Forward
1,001.40
PCR (OI)
0.29
Puts 9,750 / Calls 33,000
PCR (volume)
0.67
Puts 14 / Calls 21
Max pain
980
strike with least total payout to holders
Highest OI
980 CE · 1,000 PE
ΔOI calls +3,000 · puts +9,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
015,75031,50080086090094031,5009807,5001,0201,0601,120
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.00162.458005.000.0023.31——Neutral
Neutral——20.930.00128.6084010.550.0023.33——Neutral
Neutral——21.690.00112.9586014.600.0023.36——Neutral
Neutral——22.110.0098.3588019.650.0023.37——Neutral
Neutral——22.380.0084.8090025.800.0023.39——Neutral
Neutral——22.560.0072.4592033.150.0023.41——Neutral
Neutral——22.680.0061.3594018.30-23.4522.83+750750Short buildup
Neutral——22.770.0051.4596027.00-2.2524.05+7501,500Short buildup
Long buildup31,500+3,00020.68+11.1050.1098062.500.0023.50——Neutral
Neutral1,500—22.890.0030.001,00045.00-29.6024.21+7,5007,500Short buildup
Neutral——22.930.0028.651,02087.800.0023.60——Neutral
Neutral——22.960.0023.151,040102.000.0023.67——Neutral
Neutral——22.990.0018.601,060117.100.0023.75——Neutral
Neutral——23.010.0014.751,080132.950.0023.86——Neutral
Neutral——23.040.009.051,120166.650.0024.16——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 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.