YESBANK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 31100
Spot
15.57
Future
15.70
Forward
15.70
PCR (OI)
0.52
Puts 1.54 Cr / Calls 2.95 Cr
PCR (volume)
0.31
Puts 139 / Calls 452
Max pain
16
strike with least total payout to holders
Highest OI
18 CE · 14 PE
ΔOI calls +54.74 L · puts +12.13 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 10 | 0.04 | 0.00 | 62.30 | +31,100 | 5.60 L | Neutral | |||
| Neutral | — | — | 41.87 | 0.00 | 8.89 | 12 | 0.10 | 0.00 | 49.14 | — | 1.24 L | Neutral | ||||||
| Neutral | — | — | 38.13 | 0.00 | 3.18 | 13 | 0.15 | -0.01 | 42.04 | +4.67 L | 13.37 L | Short buildup | ||||||
| Neutral | — | — | 36.40 | 0.00 | 6.93 | 14 | 0.29 | -0.05 | 38.44 | +3.11 L | 70.91 L | Short buildup | ||||||
| Long buildup | 6.53 L | +4.35 L | 37.92 | +0.22 | 1.29 | 15 | 0.58 | -0.10 | 36.90 | +4.04 L | 13.68 L | Short buildup | ||||||
| Long buildup | 13.06 L | +2.80 L | 36.60 | +0.16 | 0.76 | 16 | 1.05 | -0.22 | 36.15 | — | 29.55 L | Neutral | ||||||
| Short buildup | 7.78 L | +7.78 L | 37.76 | -0.29 | 0.45 | 17 | 1.75 | +0.09 | 38.26 | +31,100 | 31,100 | Long buildup | ||||||
| Long buildup | 85.53 L | +16.79 L | 39.47 | +0.07 | 0.27 | 18 | 2.82 | 0.00 | 34.91 | — | 7.15 L | Neutral | ||||||
| Neutral | 31,100 | — | 35.95 | 0.00 | 0.13 | 19 | 3.17 | 0.00 | 35.50 | — | — | Neutral | ||||||
| Long buildup | 69.04 L | +8.40 L | 43.73 | +0.02 | 0.11 | 20 | 4.44 | +1.44 | 50.32 | −31,100 | 2.80 L | Short covering | ||||||
| Long buildup | 54.74 L | +1.87 L | 49.29 | +0.02 | 0.06 | 22 | 6.50 | 0.00 | 37.88 | — | 1.24 L | Neutral | ||||||
| Neutral | 39.50 L | +9.02 L | 52.60 | 0.00 | 0.03 | 24 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 16.17 L | +3.42 L | 57.22 | 0.00 | 0.02 | 26 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1.87 L | +31,100 | 58.90 | 0.00 | 0.01 | 28 | 12.52 | 0.00 | 65.65 | — | 8.09 L | 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 4 near-ATM strikes. Discounting at 7.78% (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.