NIFTY 5023,414.30+0.29%NIFTY BANK56,470.65+0.20%Snapshot

Option chain

OFSS

27 Oct 2026 expiry · 21 strikes around the money

11,782.00
Forward estimate · 50 strikes analysed · Market closed · Snapshot
Put-call ratio0.85more calls open
Max pain12,000strike of least writer payout
ATM straddle₹0.00call + put at 10,900
Expected move± ₹0.000.00% by expiry
LiquidityThin61% of legs quoted
PositioningBearish positioning27% confidence

The chain prices a move to roughly ₹10,911.00₹10,911.00 by expiry.

Option chain

Reference strike 11,800
OFSS option chain for 2026-10-27. Calls on the left, puts on the right, strikes down the centre.
CallsPuts
OIVolumeIVLTPStrikeLTPIVVolumeOI
00CE10,800PE00
00CE10,900PE00
0040.70%CE11,000PE40.70%02,800
00CE11,100PE00
00CE11,200PE00
00CE11,300PE00
00CE11,400PE00
300046.20%CE11,500PE46.20%5001,800
0036.70%CE11,600PE36.70%100100
0039.21%CE11,700PE39.21%0200
Spot ₹11,782.00
400034.47%CE11,800PE34.47%0200
0055.73%CE11,900PE55.73%00
2,900035.14%₹420.2512,000MP₹550.0035.14%0600
0012,10000
100057.07%₹661.4012,20057.07%00
0012,30000
0012,40000
1,10020032.77%₹218.3012,500₹1,050.0032.77%0800
200040.35%₹290.0012,60040.35%00
0012,70000
100042.05%₹260.0012,80042.05%00

26 of 42 legs unpricedMP max painS open-interest supportR resistanceShaded cells are in the moneyChoose a premium to trade · CE / PE opens the contract

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