ABCAPITAL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 3100
Spot
378.30
Future
378.55
Forward
378.25
PCR (OI)
1.02
Puts 1.06 Cr / Calls 1.04 Cr
PCR (volume)
0.54
Puts 12,155 / Calls 22,481
Max pain
370
strike with least total payout to holders
Highest OI
380 CE · 350 PE
ΔOI calls +9.52 L · puts +20.24 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 1,550 | +1,550 | — | 0.00 | 69.00 | 300 | 0.05 | -0.05 | 37.70 | −35,650 | 11.19 L | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 305 | 0.10 | -0.10 | 38.28 | — | 52,700 | Neutral | |||
| Neutral | — | — | 55.08 | 0.00 | 107.65 | 310 | 0.15 | -0.15 | 37.68 | −44,950 | 3.07 L | Long unwinding | ||||||
| Neutral | — | — | 51.87 | 0.00 | 68.65 | 315 | 0.15 | -0.25 | 35.01 | — | 1.53 L | Neutral | ||||||
| Neutral | 34,100 | — | 48.89 | 0.00 | 54.60 | 320 | 0.25 | -0.35 | 34.94 | −37,200 | 3.36 L | Long unwinding | ||||||
| Neutral | — | — | 46.24 | 0.00 | 60.15 | 325 | 0.30 | -0.50 | 33.13 | −20,150 | 1.05 L | Long unwinding | ||||||
| Neutral | 29,450 | — | 43.82 | 0.00 | 46.50 | 330 | 0.55 | -0.65 | 33.87 | +10,850 | 3.58 L | Short buildup | ||||||
| Neutral | 9,300 | — | 41.78 | 0.00 | 25.00 | 335 | 0.70 | -0.90 | 32.40 | +27,900 | 1.84 L | Short buildup | ||||||
| Short covering | 93,000 | −34,100 | 33.28 | +3.40 | 39.35 | 340 | 1.00 | -1.35 | 31.76 | +2.67 L | 9.30 L | Short buildup | ||||||
| Short covering | 82,150 | −12,400 | 36.80 | +9.20 | 35.60 | 345 | 1.35 | -1.90 | 30.74 | +35,650 | 3.10 L | Short buildup | ||||||
| Short covering | 4.50 L | −91,450 | 29.00 | +7.30 | 29.85 | 350 | 1.80 | -2.45 | 29.64 | +1.05 L | 16.00 L | Short buildup | ||||||
| Short covering | 1.47 L | −18,600 | 29.51 | +6.90 | 25.80 | 355 | 2.50 | -3.00 | 29.01 | +51,150 | 3.53 L | Short buildup | ||||||
| Short covering | 7.75 L | −4.98 L | 26.99 | +6.10 | 21.25 | 360 | 3.30 | -3.80 | 27.93 | −63,550 | 10.11 L | Long unwinding | ||||||
| Long buildup | 3.58 L | +4,650 | 28.00 | +5.70 | 17.90 | 365 | 4.50 | -4.60 | 27.38 | +1.04 L | 4.37 L | Short buildup | ||||||
| Long buildup | 11.25 L | +2.00 L | 27.58 | +4.80 | 14.50 | 370 | 6.00 | -5.55 | 26.76 | +3.56 L | 9.02 L | Short buildup | ||||||
| Neutral | 5.16 L | −1,550 | 26.56 | +3.70 | 11.25 | 375 | 8.00 | -6.45 | 26.52 | +5.46 L | 7.25 L | Short buildup | ||||||
| Long buildup | 18.03 L | +2.39 L | 26.26 | +3.00 | 8.65 | 380 | 10.40 | -7.25 | 26.26 | +5.94 L | 9.10 L | Short buildup | ||||||
| Long buildup | 6.45 L | +3.49 L | 25.78 | +2.00 | 6.40 | 385 | 13.20 | -7.70 | 25.96 | +51,150 | 1.44 L | Short buildup | ||||||
| Short covering | 5.18 L | −2.15 L | 25.56 | +1.40 | 4.65 | 390 | 16.40 | -9.20 | 25.64 | +54,250 | 1.88 L | Short buildup | ||||||
| Long buildup | 8.77 L | +6.91 L | 25.26 | +0.85 | 3.25 | 395 | 20.45 | 0.00 | 29.90 | — | 10,850 | Neutral | ||||||
| Long buildup | 15.24 L | +2.40 L | 25.62 | +0.55 | 2.35 | 400 | 23.70 | -9.30 | 24.17 | +21,700 | 2.74 L | Short buildup | ||||||
| Long buildup | 2.25 L | +49,600 | 25.34 | +0.25 | 1.55 | 405 | 33.40 | +1.25 | 44.96 | +1,550 | 44,950 | Long buildup | ||||||
| Long buildup | 4.31 L | +54,250 | 26.41 | +0.25 | 1.20 | 410 | 41.00 | 0.00 | 27.33 | — | 1.64 L | Neutral | ||||||
| Long buildup | 99,200 | +1,550 | 26.44 | +0.10 | 0.80 | 415 | 59.50 | 0.00 | 25.41 | — | 9,300 | Neutral | ||||||
| Neutral | 4.40 L | −3,100 | 27.24 | -0.05 | 0.60 | 420 | 34.35 | 0.00 | 20.93 | — | — | Neutral | ||||||
| Neutral | 7,750 | — | 33.63 | 0.00 | 0.80 | 425 | 52.15 | 0.00 | — | — | — | Neutral | ||||||
| Short covering | 1.30 L | −4,650 | 29.58 | +0.05 | 0.40 | 430 | 46.45 | 0.00 | — | — | 3,100 | Neutral | ||||||
| Neutral | 58,900 | — | 33.52 | 0.00 | 0.25 | 440 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 6,200 | — | 32.40 | 0.00 | 0.10 | 480 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 4.54% (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.