haylaavo

UNIONBANK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 4425

Spot
186.00
Future
187.57
Forward
187.57
PCR (OI)
1.54
Puts 1.64 L / Calls 1.06 L
PCR (volume)
—
Puts 16 / Calls —
Max pain
180
strike with least total payout to holders
Highest OI
200 CE · 170 PE
ΔOI calls +— · puts +61,950
Open interest by strike
CallsPuts│ ATM┊ Max pain
028,762.557,52516057,525170177.5185192.530,975200210
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——34.810.0017.651601.11-8.1932.26+4,4254,425Short buildup
Neutral——34.510.0015.031653.060.0033.59—4,425Neutral
Neutral——34.350.0023.47167.504.560.0033.62——Neutral
Neutral8,850—34.270.0010.501702.22-1.1829.15+35,40057,525Short buildup
Neutral——34.220.0020.08172.506.120.0033.58——Neutral
Neutral13,275—34.130.0013.901753.23+0.0428.14—44,250Neutral
Neutral——34.070.0017.02177.508.000.0033.61——Neutral
Neutral26,550—34.030.0010.501804.50-0.2526.78+4,42526,550Short buildup
Neutral——34.000.0014.29182.5010.210.0033.58——Neutral
Neutral——33.960.007.371856.110.0033.59—4,425Neutral
Neutral——33.940.0011.88187.5012.750.0033.59——Neutral
Neutral13,275—33.920.007.611908.96-0.0926.17+17,70022,125Short buildup
Neutral——33.910.009.78192.5015.590.0033.58——Neutral
Neutral4,425—33.900.006.0019531.120.0033.56——Neutral
Neutral——33.860.007.98197.5018.740.0033.57——Neutral
Neutral30,975—33.870.003.5020035.120.0033.56——Neutral
Neutral——33.850.006.45202.5022.150.0033.55——Neutral
Neutral——33.850.003.2820539.270.0033.53——Neutral
Neutral8,850—33.840.002.0021043.560.0033.55——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 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.