VBL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1275
Spot
397.14
Future
401.00
Forward
401.00
PCR (OI)
—
Puts 1,275 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
400
strike with least total payout to holders
Highest OI
— CE · 400 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 34.69 | 0.00 | 85.10 | 340 | 3.85 | 0.00 | 30.85 | — | — | Neutral | ||||||
| Neutral | — | — | 33.95 | 0.00 | 76.75 | 350 | 5.35 | 0.00 | 30.79 | — | — | Neutral | ||||||
| Neutral | — | — | 33.42 | 0.00 | 68.80 | 360 | 7.25 | 0.00 | 30.75 | — | — | Neutral | ||||||
| Neutral | — | — | 33.03 | 0.00 | 61.35 | 370 | 9.60 | 0.00 | 30.70 | — | — | Neutral | ||||||
| Neutral | — | — | 32.74 | 0.00 | 54.30 | 380 | 12.40 | 0.00 | 30.64 | — | — | Neutral | ||||||
| Neutral | — | — | 32.52 | 0.00 | 47.75 | 390 | 15.70 | 0.00 | 30.56 | — | — | Neutral | ||||||
| Neutral | — | — | 32.35 | 0.00 | 41.75 | 400 | 21.60 | 0.00 | 30.47 | — | 1,275 | Neutral | ||||||
| Neutral | — | — | 32.22 | 0.00 | 36.25 | 410 | 23.95 | 0.00 | 30.37 | — | — | Neutral | ||||||
| Neutral | — | — | 32.10 | 0.00 | 31.30 | 420 | 28.80 | 0.00 | 30.24 | — | — | Neutral | ||||||
| Neutral | — | — | 32.01 | 0.00 | 26.85 | 430 | 34.20 | 0.00 | 30.07 | — | — | Neutral | ||||||
| Neutral | — | — | 31.95 | 0.00 | 22.90 | 440 | 40.10 | 0.00 | 29.88 | — | — | Neutral | ||||||
| Neutral | — | — | 31.87 | 0.00 | 19.45 | 450 | 46.50 | 0.00 | 29.65 | — | — | Neutral | ||||||
| Neutral | — | — | 31.83 | 0.00 | 16.40 | 460 | 53.30 | 0.00 | 29.34 | — | — | Neutral | ||||||
| Neutral | — | — | 31.74 | 0.00 | 11.50 | 480 | 68.10 | 0.00 | 28.43 | — | — | 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 6.62% (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.