AMBER option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 100
Spot
6,223.39
Future
6,253.50
Forward
6,248.17
PCR (OI)
0.76
Puts 3.06 L / Calls 4.04 L
PCR (volume)
0.32
Puts 4,393 / Calls 13,589
Max pain
6,100
strike with least total payout to holders
Highest OI
6,000 CE · 6,000 PE
ΔOI calls −8,700 · puts +27,900
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| — | — | — | — | 2,728.85 | 4,800 | 25.50 | — | 42.81 | — | — | ||||||||
| Neutral | 100 | — | — | +120.00 | 1,070.00 | 5,000 | 13.00 | -12.00 | 54.36 | +1,500 | 1,700 | Short buildup | ||||||
| Neutral | — | — | — | 0.00 | 1,597.15 | 5,100 | 16.00 | -14.80 | 52.50 | −300 | 1,600 | Long unwinding | ||||||
| Neutral | — | — | 33.88 | 0.00 | 2,363.95 | 5,200 | 19.25 | -22.00 | 50.37 | +2,100 | 18,600 | Short buildup | ||||||
| Neutral | — | — | 37.84 | 0.00 | 1,423.25 | 5,300 | 69.65 | 0.00 | 42.86 | — | — | Neutral | ||||||
| Neutral | — | — | 39.52 | 0.00 | 2,188.60 | 5,400 | 30.40 | -40.90 | 47.11 | −200 | 6,200 | Long unwinding | ||||||
| Neutral | 1,000 | — | 40.45 | 0.00 | 537.00 | 5,500 | 39.65 | -53.15 | 46.01 | −800 | 24,200 | Long unwinding | ||||||
| Neutral | 100 | — | 41.04 | 0.00 | 738.80 | 5,600 | 49.20 | -68.00 | 44.27 | +1,200 | 9,200 | Short buildup | ||||||
| Short covering | 200 | −100 | — | +102.60 | 457.60 | 5,700 | 64.40 | -86.55 | 43.41 | +1,800 | 37,800 | Short buildup | ||||||
| Neutral | 400 | — | 41.71 | 0.00 | 295.25 | 5,800 | 82.15 | -110.80 | 42.27 | +1,200 | 3,700 | Short buildup | ||||||
| Short covering | 13,800 | −2,900 | 41.45 | +217.20 | 453.45 | 5,900 | 105.00 | -131.30 | 41.33 | +1,300 | 22,400 | Short buildup | ||||||
| Short covering | 1.12 L | −9,400 | 39.97 | +188.30 | 378.50 | 6,000 | 133.55 | -152.20 | 40.53 | +8,700 | 52,200 | Short buildup | ||||||
| Short covering | 12,400 | −4,400 | 40.04 | +167.05 | 317.65 | 6,100 | 169.60 | -181.95 | 40.04 | +7,400 | 13,100 | Short buildup | ||||||
| Short covering | 43,000 | −7,200 | 39.29 | +141.10 | 258.55 | 6,200 | 211.45 | -198.95 | 39.46 | +4,000 | 49,500 | Short buildup | ||||||
| Long buildup | 28,900 | +1,200 | 38.84 | +115.70 | 207.95 | 6,300 | 261.10 | -217.75 | 39.07 | +4,600 | 20,300 | Short buildup | ||||||
| Short covering | 14,200 | −700 | 38.68 | +93.40 | 165.70 | 6,400 | 300.00 | -9.10 | 35.69 | +300 | 1,600 | Short buildup | ||||||
| Short covering | 52,200 | −9,600 | 38.94 | +75.80 | 132.30 | 6,500 | 362.40 | -286.60 | 35.03 | −4,700 | 11,500 | Long unwinding | ||||||
| Long buildup | 12,100 | +5,700 | 39.07 | +59.70 | 103.95 | 6,600 | 433.90 | 0.00 | 43.06 | — | 100 | Neutral | ||||||
| Long buildup | 22,300 | +12,300 | 39.76 | +48.80 | 83.35 | 6,700 | 785.00 | 0.00 | 43.09 | — | 1,400 | Neutral | ||||||
| Short covering | 10,700 | −600 | 39.58 | +35.55 | 63.05 | 6,800 | 651.00 | 0.00 | 43.12 | — | 500 | Neutral | ||||||
| Long buildup | 4,200 | +2,100 | 39.99 | +27.05 | 49.05 | 6,900 | 938.95 | 0.00 | 43.16 | — | 100 | Neutral | ||||||
| Short covering | 49,000 | −1,600 | 40.92 | +21.30 | 39.65 | 7,000 | 762.25 | -317.75 | 29.69 | −200 | 5,800 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 7,100 | 700.00 | 0.00 | 43.25 | — | 200 | Neutral | |||
| Neutral | — | — | 42.56 | 0.00 | 932.30 | 7,200 | 1,210.00 | 0.00 | 43.29 | — | 3,200 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 7,300 | 1,214.25 | 0.00 | 43.33 | — | 800 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 7,400 | 1,460.00 | 0.00 | 43.36 | — | 100 | Neutral | |||
| Long buildup | 15,200 | +3,400 | 44.47 | +5.30 | 12.95 | 7,500 | 1,238.10 | 0.00 | 43.38 | — | 14,500 | Neutral | ||||||
| Long buildup | 6,500 | +2,500 | 45.98 | +4.50 | 11.50 | 7,600 | 1,640.00 | 0.00 | 43.36 | — | 100 | Neutral | ||||||
| Neutral | 700 | — | 42.62 | 0.00 | 10.00 | 7,800 | 1,725.00 | 0.00 | 43.12 | — | 1,700 | Neutral | ||||||
| Neutral | 5,500 | +600 | 51.07 | 0.00 | 7.00 | 8,000 | 1,743.95 | -316.75 | — | — | 4,100 | 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 5 near-ATM strikes. Discounting at 1.46% (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.