YESBANK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 31100
Spot
15.57
Future
15.81
Forward
15.81
PCR (OI)
0.14
Puts 3.73 L / Calls 26.75 L
PCR (volume)
0.03
Puts 1 / Calls 37
Max pain
14
strike with least total payout to holders
Highest OI
20 CE · 12 PE
ΔOI calls +6.53 L · puts +31,100
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 6.06 | 10 | 0.01 | 0.00 | 42.11 | — | — | Neutral | ||||||
| Neutral | — | — | 33.40 | 0.00 | 4.19 | 12 | 0.12 | -0.03 | 43.28 | +31,100 | 3.42 L | Short buildup | ||||||
| Neutral | — | — | 34.83 | 0.00 | 2.58 | 14 | 0.41 | 0.00 | 35.66 | — | 31,100 | Neutral | ||||||
| Long buildup | 4.67 L | +2.80 L | 36.19 | +0.19 | 0.99 | 16 | 1.25 | 0.00 | 35.97 | — | — | Neutral | ||||||
| Long buildup | 9.64 L | +2.49 L | 39.53 | +0.10 | 0.46 | 18 | 2.50 | 0.00 | 37.04 | — | — | Neutral | ||||||
| Long buildup | 12.13 L | +93,300 | 42.56 | +0.04 | 0.22 | 20 | 4.09 | 0.00 | 39.12 | — | — | Neutral | ||||||
| Long buildup | 31,100 | +31,100 | 47.80 | +0.02 | 0.14 | 22 | 5.88 | 0.00 | 43.28 | — | — | 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 7.78% (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.