VBL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1275
Spot
397.14
Future
399.25
Forward
399.25
PCR (OI)
0.74
Puts 1.57 L / Calls 2.10 L
PCR (volume)
0.45
Puts 69 / Calls 152
Max pain
400
strike with least total payout to holders
Highest OI
450 CE · 400 PE
ΔOI calls +56,100 · puts +68,850
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| — | — | 38.13 | — | 106.70 | 330 | 1.85 | — | 30.85 | — | — | ||||||||
| Neutral | — | — | 37.21 | 0.00 | 86.30 | 335 | 1.70 | 0.00 | 30.79 | — | — | Neutral | ||||||
| Neutral | — | — | 36.38 | 0.00 | 97.70 | 340 | 2.50 | -0.35 | 33.02 | +14,025 | 20,400 | Short buildup | ||||||
| Neutral | — | — | 35.67 | 0.00 | 77.35 | 345 | 2.60 | 0.00 | 30.74 | — | — | Neutral | ||||||
| Neutral | — | — | 35.09 | 0.00 | 88.95 | 350 | 3.85 | 0.00 | 30.71 | — | — | Neutral | ||||||
| Neutral | — | — | 34.60 | 0.00 | 68.75 | 355 | 3.90 | 0.00 | 30.69 | — | — | Neutral | ||||||
| Neutral | — | — | 34.20 | 0.00 | 80.60 | 360 | 5.35 | -0.60 | 31.61 | +17,850 | 21,675 | Short buildup | ||||||
| Neutral | — | — | 33.86 | 0.00 | 60.55 | 365 | 5.60 | 0.00 | 30.62 | — | — | Neutral | ||||||
| Neutral | — | — | 33.56 | 0.00 | 72.55 | 370 | 7.15 | 0.00 | 30.56 | — | — | Neutral | ||||||
| Neutral | — | — | 33.31 | 0.00 | 52.85 | 375 | 7.80 | 0.00 | 30.52 | — | — | Neutral | ||||||
| Neutral | — | — | 33.12 | 0.00 | 64.95 | 380 | 10.00 | -2.00 | 29.53 | +1,275 | 3,825 | Short buildup | ||||||
| Neutral | — | — | 32.94 | 0.00 | 45.70 | 385 | 10.55 | 0.00 | 30.42 | — | — | Neutral | ||||||
| Neutral | — | — | 32.79 | 0.00 | 31.45 | 390 | 14.70 | +2.60 | 30.76 | +5,100 | 5,100 | Long buildup | ||||||
| Neutral | — | — | 32.65 | 0.00 | 39.15 | 395 | 13.85 | 0.00 | 30.28 | — | — | Neutral | ||||||
| Long buildup | 62,475 | +17,850 | 30.04 | +3.65 | 18.35 | 400 | 19.40 | -0.60 | 30.53 | +21,675 | 84,150 | Short buildup | ||||||
| Neutral | — | — | 32.44 | 0.00 | 33.20 | 405 | 17.80 | 0.00 | 30.11 | — | — | Neutral | ||||||
| Short buildup | 2,550 | +1,275 | 30.68 | -3.40 | 14.50 | 410 | 19.00 | 0.00 | 30.01 | — | — | Neutral | ||||||
| Neutral | — | — | 32.28 | 0.00 | 27.90 | 415 | 22.40 | 0.00 | 29.89 | — | — | Neutral | ||||||
| Long buildup | 39,525 | +6,375 | 29.37 | +1.90 | 10.25 | 420 | 28.90 | -7.10 | 26.08 | +8,925 | 20,400 | Short buildup | ||||||
| Neutral | — | — | 32.14 | 0.00 | 23.20 | 425 | 27.60 | 0.00 | 29.63 | — | — | Neutral | ||||||
| Neutral | — | — | 32.10 | 0.00 | 34.20 | 430 | 40.00 | 0.00 | 29.46 | — | — | Neutral | ||||||
| Neutral | — | — | 32.05 | 0.00 | 19.15 | 435 | 33.45 | 0.00 | 29.26 | — | — | Neutral | ||||||
| Neutral | 2,550 | — | 32.01 | 0.00 | 10.80 | 440 | 33.10 | 0.00 | 29.04 | — | — | Neutral | ||||||
| Neutral | 5,100 | — | 31.97 | 0.00 | 5.00 | 445 | 39.80 | 0.00 | 28.76 | — | — | Neutral | ||||||
| Long buildup | 70,125 | +21,675 | 30.71 | +0.45 | 4.35 | 450 | 38.80 | 0.00 | 28.44 | — | — | Neutral | ||||||
| Neutral | — | — | 31.89 | 0.00 | 12.65 | 455 | 46.70 | 0.00 | 28.08 | — | — | Neutral | ||||||
| Short buildup | 14,025 | +8,925 | 32.60 | -1.35 | 3.75 | 460 | 28.15 | 0.00 | 27.58 | — | 1,275 | Neutral | ||||||
| Neutral | — | — | 31.84 | 0.00 | 18.45 | 470 | 51.55 | 0.00 | 26.24 | — | — | Neutral | ||||||
| Neutral | 14,025 | — | 31.72 | 0.00 | 1.30 | 500 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 6.62% (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.