UNIONBANK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 4425

Spot

186.00

Future

188.40

Forward

188.40

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

—

Puts — / Calls —

PCR (volume)

—

Puts — / Calls —

Max pain

—

strike with least total payout to holders

Highest OI

— CE · — PE

ΔOI calls +— · puts +—

Open interest by strike

CallsPuts│ ATM

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	35.22	0.91	-0.02	0.00	39.10	150	2.18	0.00	-0.02	-0.07	33.64	—	—	—	Neutral
Neutral	—	—	—	34.51	0.84	-0.04	0.00	31.19	160	4.12	0.00	-0.04	-0.14	33.65	—	—	—	Neutral
Neutral	—	—	—	34.31	0.80	-0.04	0.00	27.60	165	5.45	0.00	-0.05	-0.18	33.68	—	—	—	Neutral
Neutral	—	—	—	34.17	0.75	-0.05	0.00	24.24	170	7.02	0.00	-0.05	-0.23	33.66	—	—	—	Neutral
Neutral	—	—	—	34.05	0.69	-0.06	0.00	21.17	175	8.87	0.00	-0.06	-0.29	33.67	—	—	—	Neutral
Neutral	—	—	—	33.98	0.63	-0.06	0.00	18.36	180	10.99	0.00	-0.06	-0.35	33.66	—	—	—	Neutral
Neutral	—	—	—	33.93	0.57	-0.07	0.00	15.83	185	13.38	0.00	-0.07	-0.42	33.68	—	—	—	Neutral
Neutral	—	—	—	33.89	0.50	-0.07	0.00	13.57	190	16.03	0.00	-0.07	-0.48	33.69	—	—	—	Neutral
Neutral	—	—	—	33.85	0.44	-0.07	0.00	11.55	195	18.94	0.00	-0.07	-0.54	33.70	—	—	—	Neutral
Neutral	—	—	—	33.84	0.38	-0.07	0.00	9.79	200	22.10	0.00	-0.06	-0.60	33.72	—	—	—	Neutral
Neutral	—	—	—	33.82	0.33	-0.06	0.00	8.24	205	25.48	0.00	-0.06	-0.66	33.73	—	—	—	Neutral
Neutral	—	—	—	33.82	0.27	-0.06	0.00	6.91	210	29.07	0.00	-0.05	-0.71	33.75	—	—	—	Neutral
Neutral	—	—	—	33.79	0.19	-0.05	0.00	4.78	220	36.78	0.00	-0.04	-0.80	33.88	—	—	—	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.