ALKEM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 125
Spot
5,154.54
Future
5,145.00
Forward
5,139.59
PCR (OI)
0.71
Puts 1.65 L / Calls 2.33 L
PCR (volume)
0.36
Puts 1,014 / Calls 2,803
Max pain
5,050
strike with least total payout to holders
Highest OI
5,300 CE · 5,000 PE
ΔOI calls +81,250 · puts +7,500
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 58.38 | 0.00 | 1,142.25 | 4,300 | 6.95 | -0.20 | 41.67 | +2,000 | 3,625 | Short buildup | ||||||
| Neutral | — | — | 52.72 | 0.00 | 1,049.15 | 4,400 | 9.80 | 0.00 | 21.30 | — | 10,000 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 4,450 | 11.95 | 0.00 | 21.38 | — | 5,500 | Neutral | |||
| Neutral | — | — | 47.15 | 0.00 | 958.20 | 4,500 | 13.40 | 0.00 | 21.32 | — | 6,000 | Neutral | ||||||
| Neutral | — | — | 44.43 | 0.00 | 757.30 | 4,550 | 15.40 | 0.00 | 21.22 | — | 2,875 | Neutral | ||||||
| Neutral | — | — | 41.80 | 0.00 | 869.80 | 4,600 | 17.75 | 0.00 | 21.15 | — | 10,375 | Neutral | ||||||
| Neutral | — | — | 39.28 | 0.00 | 668.00 | 4,650 | 18.25 | -4.00 | 32.68 | +875 | 9,750 | Short buildup | ||||||
| Neutral | — | — | 36.91 | 0.00 | 784.55 | 4,700 | 24.20 | -4.05 | 32.64 | +3,875 | 10,625 | Short buildup | ||||||
| Neutral | — | — | 34.74 | 0.00 | 582.65 | 4,750 | 28.20 | -5.45 | 31.38 | +1,500 | 4,625 | Short buildup | ||||||
| Neutral | 250 | — | 32.80 | 0.00 | 279.60 | 4,800 | 37.80 | -3.95 | 31.68 | −1,125 | 6,375 | Long unwinding | ||||||
| Neutral | 125 | — | 31.11 | 0.00 | 305.60 | 4,850 | 52.25 | 0.00 | 20.64 | — | 1,250 | Neutral | ||||||
| Neutral | 1,125 | — | 29.67 | 0.00 | 340.20 | 4,900 | 57.25 | -3.85 | 30.66 | +1,500 | 15,375 | Short buildup | ||||||
| Neutral | 5,500 | — | 28.47 | 0.00 | 183.50 | 4,950 | 69.15 | -8.10 | 30.01 | +3,250 | 8,250 | Short buildup | ||||||
| Short covering | 13,000 | −500 | 29.67 | +11.70 | 223.70 | 5,000 | 82.75 | -11.05 | 29.28 | +500 | 38,625 | Short buildup | ||||||
| Long buildup | 5,750 | +2,625 | 28.40 | +4.15 | 187.30 | 5,050 | 100.70 | -15.00 | 28.99 | −1,500 | 9,750 | Long unwinding | ||||||
| Long buildup | 26,500 | +3,500 | 28.95 | +8.80 | 162.00 | 5,100 | 119.25 | -16.60 | 28.27 | −4,625 | 11,500 | Long unwinding | ||||||
| Neutral | — | — | 25.54 | 0.00 | 297.35 | 5,150 | 246.00 | 0.00 | 19.03 | — | 1,000 | Neutral | ||||||
| Long buildup | 45,250 | +2,875 | 28.24 | +2.65 | 111.25 | 5,200 | 173.25 | -22.70 | 28.61 | +1,250 | 5,500 | Short buildup | ||||||
| Long buildup | 1,625 | +1,500 | 27.86 | +23.70 | 89.95 | 5,250 | 196.25 | 0.00 | 17.71 | — | — | Neutral | ||||||
| Long buildup | 78,125 | +64,500 | 27.91 | +3.40 | 73.40 | 5,300 | 295.00 | 0.00 | 16.63 | — | 2,375 | Neutral | ||||||
| Neutral | 4,625 | — | 24.25 | 0.00 | 61.05 | 5,350 | 248.10 | 0.00 | 14.87 | — | — | Neutral | ||||||
| Short buildup | 8,750 | +3,125 | 28.25 | -3.05 | 48.35 | 5,400 | 400.00 | 0.00 | 9.94 | — | 125 | Neutral | ||||||
| Neutral | 4,625 | — | 23.88 | 0.00 | 38.45 | 5,450 | 500.00 | 0.00 | — | — | 250 | Neutral | ||||||
| Short buildup | 13,375 | +3,125 | 29.03 | -0.15 | 32.35 | 5,500 | 478.10 | 0.00 | — | — | 375 | Neutral | ||||||
| Neutral | 1,500 | — | 23.62 | 0.00 | 23.45 | 5,550 | 372.20 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 7,000 | +875 | 29.44 | -1.05 | 20.55 | 5,600 | 373.30 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | 375 | — | 23.42 | 0.00 | 18.00 | 5,650 | 548.00 | 0.00 | — | — | 125 | Neutral | ||||||
| Long buildup | 6,750 | +1,000 | 30.55 | +1.40 | 14.10 | 5,700 | 464.60 | 0.00 | — | — | 375 | Neutral | ||||||
| Neutral | 625 | — | 23.28 | 0.00 | 10.60 | 5,750 | · | · | · | · | · | · | · | · | · | |||
| Short buildup | 4,250 | +250 | 31.63 | -1.10 | 9.75 | 5,800 | 474.55 | 0.00 | — | — | 125 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 5,850 | 685.45 | 0.00 | — | — | 375 | Neutral | |||
| Neutral | — | — | 23.11 | 0.00 | 129.35 | 5,900 | 573.70 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | 2,625 | — | 34.48 | +0.30 | 5.45 | 6,000 | · | · | · | · | · | · | · | · | · | |||
| Short buildup | 625 | +125 | 33.94 | -1.30 | 2.90 | 6,100 | 1,067.10 | 0.00 | — | — | 125 | Neutral | ||||||
| Short covering | 500 | −1,750 | 36.44 | +1.55 | 2.80 | 6,200 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 4 near-ATM strikes. Discounting at 4.91% (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.