haylaavo

ADANIGREEN option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 600

Spot
1,336.95
Future
1,339.90
Forward
1,339.95
PCR (OI)
0.92
Puts 36.41 L / Calls 39.76 L
PCR (volume)
0.57
Puts 6,209 / Calls 10,857
Max pain
1,300
strike with least total payout to holders
Highest OI
1,400 CE · 1,300 PE
ΔOI calls −1.63 L · puts −17,400
Open interest by strike
CallsPuts│ ATM┊ Max pain
04.3 L8.6 L1,0401,1201,2001,2806.9 L1,3608.6 L1,4401,560
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········1,0001.30-0.6060.09−18,6001.79 LLong unwinding
·········1,0203.700.0044.52—3,600Neutral
·········1,0401.70-0.9555.42—60,600Neutral
·········1,0602.20-0.8054.25+1,80047,400Short buildup
Neutral1,800—50.840.00199.951,0802.25-1.5050.81+1,80039,600Short buildup
Short covering3,600−1,200—+14.00229.001,1002.85-1.5549.40+12,0001.80 LShort buildup
Neutral600—48.390.00100.201,1203.40-2.1547.39−18,00030,600Long unwinding
Neutral3,000—47.580.0098.651,1404.05-2.6045.33−11,40088,200Long unwinding
Short covering17,400−1,200—+29.15176.401,1605.00-3.3043.62−14,40071,400Long unwinding
Neutral21,600—46.530.00111.901,1806.25-4.2042.04−13,20058,800Long unwinding
Short covering3.32 L−23,40039.64+34.35146.901,2007.55-6.1040.02−1.11 L5.98 LLong unwinding
Neutral1.02 L−60036.65+30.45127.851,2209.60-7.8038.61−24,0001.04 LLong unwinding
Short covering1.15 L−4,20036.69+30.45111.451,24012.55-9.9537.63−10,8001.58 LLong unwinding
Neutral1.65 L—34.59+26.3094.051,26016.20-12.4536.57+21,0001.99 LShort buildup
Short covering1.33 L−10,80034.55+24.2079.501,28020.75-15.4035.52−24,6001.26 LLong unwinding
Short covering6.05 L−67,20035.05+22.4566.901,30026.65-18.5034.71+70,8006.95 LShort buildup
Short covering2.04 L−46,80033.90+18.3053.701,32034.55-21.1034.50+54,6001.21 LShort buildup
Long buildup2.24 L+86,40033.65+15.5543.001,34043.30-25.3033.84+15,0001.00 LShort buildup
Short covering2.92 L−43,20033.31+12.4033.651,36053.50-30.5033.19+18,00034,200Short buildup
Long buildup2.08 L+22,20033.27+9.6026.101,38066.05-18.1533.27+4,20010,200Short buildup
Short covering8.65 L−1.96 L33.41+7.5020.101,40080.00-33.0033.41−19,8002.44 LLong unwinding
Long buildup94,800+26,40033.64+5.6515.351,420202.750.0043.71—600Neutral
Long buildup1.28 L+60,00033.89+4.0011.601,440215.000.0043.56—600Neutral
Short covering40,800−1,80034.56+3.059.001,460·········
Long buildup1.69 L+47,40034.88+2.256.751,480168.500.0043.17—2.87 LNeutral
Neutral1.46 L−1,20036.34+1.254.101,520179.50-39.40—+6001.49 LNeutral
Short covering1.04 L−8,40037.72+0.602.501,560220.50-74.5032.12+48,60055,800Short buildup

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 4.45% (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.