SBILIFE option chain
Open interest, change in OI, volume, implied volatility and last price for every strike of the nearest expiry, with the put-call ratio, max pain and the OI walls. Free, from NSE's public data, refreshed every few minutes during market hours.
UPDATED 27 Oct 2026, 09:21 IST · NSE TIMESTAMP 27-Oct-2026 09:20:01 · OI IN CONTRACTS
| CALL OI | ΔOI | VOL | IV | CE LTP | STRIKE | PE LTP | IV | VOL | ΔOI | PUT OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | 0 | 283.7 | 0.00 | 1360 | 0.00 | — | 0 | 0 | 0 |
| 0 | 0 | 0 | — | 0.00 | 1400 | 0.00 | 109.3 | 0 | 0 | 30 |
| 0 | 0 | 0 | — | 0.00 | 1440 | 0.00 | 47.5 | 0 | 0 | 6 |
| 0 | 0 | 0 | — | 0.00 | 1480 | 0.00 | 76.2 | 0 | 0 | 72 |
| 0 | 0 | 0 | — | 0.00 | 1500 | 0.00 | 63.8 | 0 | 0 | 110 |
| 0 | 0 | 0 | — | 0.00 | 1520 | 0.10 | 57.2 | 1 | 0 | 43 |
| 0 | 0 | 0 | — | 0.00 | 1540 | 0.00 | 45.6 | 0 | 0 | 33 |
| 0 | 0 | 0 | — | 0.00 | 1560 | 0.00 | 46.4 | 0 | 0 | 61 |
| 2 | 0 | 0 | 36.8 | 0.00 | 1580 | 0.00 | 37.1 | 0 | 0 | 201 |
| 12 | 0 | 0 | 53.4 | 0.00 | 1600 | 2.05 | 35.8 | 24 | -13 | 109 |
| 104 | 0 | 0 | 45.2 | 0.00 | 1620 | 0.00 | 34.6 | 0 | 0 | 127 |
| 293 | +13 | 70 | 43.4 | 9.65 | 1640 | 12.10 | 24.5 | 90 | -16 | 172 |
| 238 | -6 | 52 | 40.9 | 4.25 | 1660 | 27.40 | 58.5 | 8 | -2 | 153 |
| 289 | -8 | 31 | 45.7 | 2.40 | 1680 | 48.50 | — | 25 | -13 | 329 |
| 407 | -5 | 13 | 45.8 | 1.00 | 1700 | 0.00 | — | 0 | 0 | 269 |
| 247 | 0 | 0 | 65.8 | 0.00 | 1720 | 0.00 | 69.7 | 0 | 0 | 144 |
| 392 | 0 | 6 | 47.6 | 0.05 | 1740 | 0.00 | — | 0 | 0 | 115 |
| 447 | -1 | 2 | 51.3 | 0.05 | 1760 | 0.00 | — | 0 | 0 | 244 |
| 661 | 0 | 0 | 60.8 | 0.00 | 1780 | 0.00 | — | 0 | 0 | 101 |
| 601 | 0 | 1 | 70.3 | 0.10 | 1800 | 0.00 | — | 0 | 0 | 96 |
| 34 | 0 | 0 | 74.5 | 0.00 | 1820 | 0.00 | 113.5 | 0 | 0 | 3 |
| 34 | 0 | 0 | 81.2 | 0.00 | 1840 | 0.00 | 170.4 | 0 | 0 | 0 |
| 70 | 0 | 0 | 87.7 | 0.00 | 1860 | 0.00 | — | 0 | 0 | 0 |
| 16 | 0 | 0 | 100.7 | 0.00 | 1880 | 0.00 | — | 0 | 0 | 24 |
| 196 | 0 | 0 | 100.4 | 0.00 | 1900 | 0.00 | — | 0 | 0 | 5 |
| 11 | 0 | 0 | 106.6 | 0.00 | 1920 | 0.00 | — | 0 | 0 | 0 |
| 2 | 0 | 0 | 118.8 | 0.00 | 1960 | 0.00 | — | 0 | 0 | 0 |
Greeks, 2nd & 3rd order, implied distribution and the implied move on the terminal → FII/DII today Expiry dates
How to read it
Calls on the left, puts on the right, strikes down the middle with the at-the-money row highlighted. Bars behind the OI columns scale to the largest position on the chain; the gold-outlined cells are the walls. ΔOI is the change since the previous close: rising call OI above spot is writing (resistance), rising put OI below spot is support, and OI falling on both sides into expiry is unwinding.
PCR, max pain and the walls
PCR above 1 says more puts than calls are outstanding, usually hedges, which can act as support; far below 1 says call-heavy. Max pain is where option sellers as a group collect the most, and expiry-day drifts toward it are common but not guaranteed. The walls are the largest OI strikes above and below spot; the space between them is the range the market is being defended in.
Live Greeks and the implied move
This page is NSE's delayed public data. The Finostat terminal prices the same chain live off the exchange feed with delta, gamma, theta, vega, vanna, charm, vomma, speed, zomma and more on every strike, plus the implied distribution and the straddle-implied move.
Source: NSE option chain (public, delayed). Finostat reformats and computes PCR, max pain and walls; it does not alter the figures. Not investment advice.