haylaavo

UNIONBANK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 4425

Spot
186.00
Future
186.26
Forward
186.28
PCR (OI)
0.84
Puts 1.42 Cr / Calls 1.68 Cr
PCR (volume)
0.68
Puts 3,299 / Calls 4,823
Max pain
185
strike with least total payout to holders
Highest OI
190 CE · 175 PE
ΔOI calls +21.46 L · puts +7.26 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
016.2 L32.5 L145157.5165172.523.5 L180187.532.5 L195202.5
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral4,425—59.530.0039.601450.120.0036.92—4,425Neutral
Neutral17,700—53.000.0035.001500.180.0046.34−4,4256.81 LNeutral
Neutral13,275—47.010.0028.891550.20-0.0141.03−8,8502.30 LLong unwinding
·········157.500.340.0033.42—1.19 LNeutral
Neutral——42.300.0033.391600.31-0.0238.02−1.24 L6.46 LLong unwinding
·········162.500.37-0.0636.14−53,10061,950Long unwinding
Neutral——39.040.0029.741650.48-0.0434.89−22,1254.38 LLong unwinding
Neutral——37.850.0014.00167.500.62-0.0733.59+39,8251.55 LShort buildup
Neutral88,500—36.950.0017.321700.83-0.0632.63−30,97512.43 LLong unwinding
Neutral8,850—36.300.0015.09172.501.07-0.0831.32+44,2501.95 LShort buildup
Short covering11.55 L−66,37530.62+0.2312.681751.46-0.0630.69+70,80023.54 LShort buildup
Neutral53,100—35.480.0012.10177.501.95-0.0829.96−44,2509.25 LLong unwinding
Neutral16.77 L−13,27529.02+0.118.791802.58-0.0929.28+1.81 L17.61 LShort buildup
Short covering4.73 L−26,55028.68+0.197.14182.503.39-0.1328.74+1.24 L5.62 LShort buildup
Short covering22.88 L−3.32 L28.38+0.165.681854.39-0.1728.26+4,42519.60 LNeutral
Long buildup19.20 L+9.73 L28.06+0.124.41187.505.63-0.1828.06+4.12 L9.38 LShort buildup
Long buildup32.48 L+4.73 L28.17+0.133.411907.14-0.1528.29+1.42 L13.10 LShort buildup
Long buildup4.38 L+1.55 L27.90+0.072.53192.508.20+0.1924.53−8,85017,700Short covering
Long buildup16.02 L+5.62 L28.01+0.051.8819510.420.0032.19—2.39 LNeutral
Long buildup4.20 L+1.11 L28.02+0.031.36197.5012.38-19.5326.72+4,4254,425Short buildup
Long buildup22.79 L+1.64 L28.47+0.041.0120014.050.0031.58—3.36 LNeutral
Long buildup2.21 L+13,27528.74+0.030.73202.5036.300.0031.09——Neutral
Long buildup4.07 L+1.42 L29.11+0.020.5320525.300.0030.45—4,425Neutral
Short covering5.09 L−8,85030.18+0.010.2921028.010.0027.89——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 7.11% (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.