ABCAPITAL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 3100
Spot
378.30
Future
380.25
Forward
380.97
PCR (OI)
1.96
Puts 3.38 L / Calls 1.72 L
PCR (volume)
1.16
Puts 131 / Calls 113
Max pain
370
strike with least total payout to holders
Highest OI
380 CE · 360 PE
ΔOI calls +75,950 · puts +68,200
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 37.54 | 0.00 | 85.95 | 300 | 3.55 | 0.00 | 32.64 | — | — | Neutral | ||||||
| Neutral | — | — | 36.17 | 0.00 | 77.55 | 310 | 5.00 | 0.00 | 32.60 | — | — | Neutral | ||||||
| Neutral | — | — | 35.65 | 0.00 | 48.80 | 315 | 6.85 | 0.00 | 32.55 | — | — | Neutral | ||||||
| Neutral | — | — | 35.23 | 0.00 | 69.55 | 320 | 6.85 | 0.00 | 32.56 | — | — | Neutral | ||||||
| Neutral | — | — | 34.88 | 0.00 | 41.65 | 325 | 9.55 | 0.00 | 32.54 | — | — | Neutral | ||||||
| Neutral | — | — | 34.60 | 0.00 | 62.00 | 330 | 1.80 | -1.20 | 28.09 | — | 3,100 | Neutral | ||||||
| Neutral | — | — | 34.39 | 0.00 | 35.10 | 335 | 12.90 | 0.00 | 32.49 | — | — | Neutral | ||||||
| Neutral | — | — | 34.20 | 0.00 | 54.90 | 340 | 11.90 | 0.00 | 32.49 | — | — | Neutral | ||||||
| Neutral | — | — | 34.03 | 0.00 | 29.30 | 345 | 17.00 | 0.00 | 32.46 | — | — | Neutral | ||||||
| Neutral | 6,200 | — | 33.90 | 0.00 | 25.00 | 350 | 4.65 | -2.75 | 26.90 | −3,100 | 1.13 L | Long unwinding | ||||||
| Neutral | — | — | 33.79 | 0.00 | 24.15 | 355 | 21.75 | 0.00 | 32.40 | — | — | Neutral | ||||||
| Short covering | 24,800 | −1,550 | 20.54 | +3.10 | 25.10 | 360 | 7.00 | -3.55 | 26.22 | +13,950 | 1.47 L | Short buildup | ||||||
| Neutral | — | — | 33.62 | 0.00 | 19.70 | 365 | 27.20 | 0.00 | 32.34 | — | — | Neutral | ||||||
| Neutral | 1,550 | — | 33.56 | 0.00 | 15.90 | 370 | 10.25 | -5.00 | 25.66 | +43,400 | 54,250 | Short buildup | ||||||
| Neutral | — | — | 33.48 | 0.00 | 15.90 | 375 | 33.25 | 0.00 | 32.24 | — | — | Neutral | ||||||
| Long buildup | 43,400 | +18,600 | 25.64 | +2.25 | 15.75 | 380 | 14.00 | -9.50 | 24.31 | +3,100 | 9,300 | Short buildup | ||||||
| Neutral | — | — | 33.40 | 0.00 | 12.70 | 385 | 39.95 | 0.00 | 32.15 | — | — | Neutral | ||||||
| Neutral | 17,050 | — | 33.37 | 0.00 | 10.00 | 390 | 33.60 | 0.00 | 32.08 | — | — | Neutral | ||||||
| Neutral | — | — | 33.32 | 0.00 | 10.05 | 395 | 47.20 | 0.00 | 32.00 | — | — | Neutral | ||||||
| Long buildup | 38,750 | +18,600 | 25.28 | +1.60 | 7.80 | 400 | 26.70 | -12.75 | 25.28 | +10,850 | 10,850 | Short buildup | ||||||
| Neutral | — | — | 33.27 | 0.00 | 7.85 | 405 | 54.90 | 0.00 | 31.84 | — | — | Neutral | ||||||
| Neutral | — | — | 33.25 | 0.00 | 19.85 | 410 | 45.80 | 0.00 | 31.72 | — | — | Neutral | ||||||
| Neutral | — | — | 33.22 | 0.00 | 6.10 | 415 | 63.05 | 0.00 | 31.60 | — | — | Neutral | ||||||
| Short buildup | 1,550 | +1,550 | 26.16 | -12.95 | 3.80 | 420 | 52.60 | 0.00 | 31.46 | — | — | Neutral | ||||||
| Neutral | — | — | 33.18 | 0.00 | 4.70 | 425 | 71.50 | 0.00 | 31.29 | — | — | Neutral | ||||||
| Short buildup | 38,750 | +38,750 | 25.78 | -11.75 | 2.35 | 430 | 59.80 | 0.00 | 31.09 | — | — | 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 3 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.