haylaavo

ALKEM option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 125

Spot
5,154.54
Future
5,221.00
Forward
5,221.00
PCR (OI)
—
Puts 2,250 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
5,000
strike with least total payout to holders
Highest OI
— CE · 4,900 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
0687.51,3754,2004,6004,8001,3755,0005,2005,4005,6006,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——22.340.00958.904,20016.100.0022.13——Neutral
Neutral——22.360.00781.204,40035.300.0022.12——Neutral
Neutral——22.330.00617.654,60068.650.0022.11——Neutral
Neutral——22.300.00542.754,70082.000.0022.10—500Neutral
Neutral——22.290.00472.604,800104.000.0022.09—125Neutral
Neutral——22.270.00408.204,900138.000.0022.08—1,375Neutral
Neutral——22.260.00349.505,000157.000.0022.07—250Neutral
Neutral——22.250.00296.655,100239.900.0022.05——Neutral
Neutral——22.240.00249.555,200291.300.0022.03——Neutral
Neutral——22.240.00208.155,300348.300.0022.00——Neutral
Neutral——22.230.00172.105,400410.700.0021.97——Neutral
Neutral——22.230.00141.055,500478.150.0021.93——Neutral
Neutral——22.220.00114.855,600550.400.0021.87——Neutral
Neutral——22.220.0074.005,800706.450.0021.70——Neutral
——22.21—46.256,000875.60—21.37——

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 4.91% (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.