360ONE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 500
Spot
1,011.00
Future
1,015.15
Forward
1,015.25
PCR (OI)
0.76
Puts 10.55 L / Calls 13.84 L
PCR (volume)
0.74
Puts 1,671 / Calls 2,266
Max pain
1,000
strike with least total payout to holders
Highest OI
1,020 CE · 940 PE
ΔOI calls +46,000 · puts −20,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 800 | 1.00 | 0.00 | 32.25 | — | 500 | Neutral | |||
| Neutral | — | — | — | 0.00 | 384.25 | 840 | 1.35 | +0.65 | 43.68 | +500 | 11,000 | Long buildup | ||||||
| · | · | · | · | · | · | · | · | · | 860 | 2.50 | 0.00 | 32.12 | — | 11,000 | Neutral | |||
| Neutral | — | — | — | 0.00 | 346.45 | 880 | 2.30 | -1.50 | 38.55 | −7,500 | 13,500 | Long unwinding | ||||||
| Neutral | 3,000 | — | 26.25 | 0.00 | 89.00 | 900 | 3.45 | -1.65 | 37.11 | −1,000 | 28,500 | Long unwinding | ||||||
| Neutral | 500 | — | 29.05 | 0.00 | 76.10 | 920 | 4.85 | -3.15 | 35.11 | +8,000 | 30,500 | Short buildup | ||||||
| Neutral | 3,000 | — | 30.16 | 0.00 | 62.80 | 940 | 7.25 | -4.65 | 33.81 | −42,500 | 4.96 L | Long unwinding | ||||||
| Neutral | — | — | 30.74 | 0.00 | 274.10 | 960 | 10.35 | -6.70 | 32.07 | +6,500 | 40,500 | Short buildup | ||||||
| Short buildup | 50,500 | +1,500 | 27.65 | -11.85 | 47.65 | 980 | 15.30 | -8.95 | 31.08 | −4,000 | 1.08 L | Long unwinding | ||||||
| Long buildup | 3.35 L | +34,500 | 29.93 | +11.35 | 37.10 | 1,000 | 21.75 | -11.90 | 29.82 | +25,000 | 1.76 L | Short buildup | ||||||
| Short covering | 5.07 L | −22,000 | 28.99 | +8.30 | 25.90 | 1,020 | 30.25 | -15.10 | 28.58 | +7,000 | 57,500 | Short buildup | ||||||
| Neutral | 87,000 | −500 | 28.60 | +5.75 | 17.45 | 1,040 | 42.30 | -14.90 | 28.72 | −12,000 | 48,000 | Long unwinding | ||||||
| Short covering | 93,000 | −5,000 | 28.55 | +3.55 | 11.40 | 1,060 | 58.70 | 0.00 | 32.52 | — | 3,000 | Neutral | ||||||
| Long buildup | 59,500 | +2,000 | 28.61 | +1.90 | 7.20 | 1,080 | 90.00 | 0.00 | 32.64 | — | 3,000 | Neutral | ||||||
| Long buildup | 1.24 L | +14,500 | 29.31 | +1.20 | 4.70 | 1,100 | 88.00 | 0.00 | 32.82 | — | 17,500 | Neutral | ||||||
| Long buildup | 16,000 | +6,500 | 30.15 | +0.75 | 3.10 | 1,120 | 114.00 | 0.00 | 33.03 | — | 4,000 | Neutral | ||||||
| Neutral | 26,000 | — | 31.17 | +0.35 | 2.10 | 1,140 | 159.85 | 0.00 | 33.33 | — | 2,000 | Neutral | ||||||
| Short buildup | 26,500 | +2,000 | 31.82 | -0.20 | 1.35 | 1,160 | 126.00 | 0.00 | 33.73 | — | 3,000 | Neutral | ||||||
| Long buildup | 46,000 | +12,500 | 36.26 | +0.05 | 1.00 | 1,200 | 78.60 | 0.00 | 34.89 | — | — | Neutral | ||||||
| Neutral | 7,000 | — | 31.89 | 0.00 | 0.75 | 1,240 | 237.00 | 0.00 | 36.35 | — | 1,500 | 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 0.75% (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.