haylaavo

ABCAPITAL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1550

Spot
378.30
Future
384.00
Forward
384.00
PCR (OI)
0.07
Puts 3,100 / Calls 44,950
PCR (volume)
0.00
Puts — / Calls 1
Max pain
360
strike with least total payout to holders
Highest OI
360 CE · 360 PE
ΔOI calls +1,550 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
017,82535,65030033035035,6501,550370390410430
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——27.010.0064.253006.100.0032.97——Neutral
Neutral——30.440.0049.6532011.150.0033.02——Neutral
Neutral——31.100.0043.1033014.450.0033.03——Neutral
Neutral——31.510.0037.2034018.400.0033.05——Neutral
Neutral——31.780.0031.8535022.900.0033.07——Neutral
Neutral35,650—31.980.0024.0036012.900.0033.09—1,550Neutral
Neutral——32.120.0022.8537033.600.0033.12——Neutral
Neutral7,750—32.230.0015.5038025.000.0033.15—1,550Neutral
Neutral——32.310.0015.9539046.400.0033.18——Neutral
Short buildup1,550+1,55020.22-4.808.4040053.500.0033.23——Neutral
Neutral——32.430.0010.9041061.000.0033.28——Neutral
Neutral——32.470.008.9042068.900.0033.33——Neutral
Neutral——32.520.007.2543077.050.0033.39——Neutral

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