haylaavo

360ONE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 500

Spot
1,011.00
Future
1,015.90
Forward
1,015.90
PCR (OI)
1.44
Puts 49,500 / Calls 34,500
PCR (volume)
—
Puts — / Calls —
Max pain
1,040
strike with least total payout to holders
Highest OI
1,040 CE · 1,040 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
023,00046,0008409009409801,02030,50046,0001,0601,1001,160
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——36.670.00212.6084011.100.0031.40——Neutral
Neutral——35.130.00180.2088018.100.0031.29——Neutral
Neutral——34.600.00108.7590026.000.0031.22——Neutral
Neutral——34.180.00150.5092027.850.0031.14——Neutral
Neutral——33.850.0083.6094040.400.0031.05——Neutral
Neutral500—33.600.0072.0096025.500.0030.94—500Neutral
Neutral——33.400.0062.6098058.950.0030.81——Neutral
Neutral2,000—33.230.0063.701,00056.550.0030.65——Neutral
Neutral——33.100.0045.651,02081.600.0030.46——Neutral
Neutral30,500—32.990.0045.551,04066.500.0030.23—46,000Neutral
Neutral——32.890.0032.501,060108.000.0029.95——Neutral
Neutral——32.810.0063.201,08098.150.0029.60——Neutral
Neutral500—32.750.0019.951,100137.700.0029.14——Neutral
Neutral500—32.690.0017.651,120123.500.0028.57——Neutral
Neutral500—32.600.0011.001,160151.500.0026.68——Neutral
Neutral——32.520.0028.651,200196.000.0021.51—3,000Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.