haylaavo

AMBER option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 100

Spot
6,223.39
Future
6,262.50
Forward
6,262.50
PCR (OI)
0.17
Puts 400 / Calls 2,400
PCR (volume)
0.05
Puts 1 / Calls 20
Max pain
6,100
strike with least total payout to holders
Highest OI
7,000 CE · 5,400 PE
ΔOI calls +2,000 · puts +100
Open interest by strike
CallsPuts│ ATM┊ Max pain
01,0002,0004,8005,2001005,5005,8006,1006,4006,7002,0007,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——45.070.001,938.204,80061.400.0042.35——Neutral
Neutral——44.590.001,767.405,00087.650.0042.30——Neutral
Neutral——44.390.001,110.305,100125.050.0042.28——Neutral
Neutral——44.230.001,603.855,200121.150.0042.25——Neutral
Neutral——44.080.00963.105,300175.700.0042.21——Neutral
Neutral——43.960.001,448.405,400137.500.0042.18—100Neutral
Neutral——43.860.00827.605,500238.050.0042.14——Neutral
Neutral——43.760.001,301.855,600213.300.0042.10——Neutral
Neutral——43.680.00705.155,700212.750.0042.05—100Neutral
Neutral——43.610.001,164.405,800272.900.0042.00——Neutral
Neutral——43.550.00595.655,900401.750.0041.94——Neutral
Neutral100—43.500.00320.006,000342.050.0041.87——Neutral
Neutral200—43.450.00500.006,100502.850.0041.80——Neutral
Neutral——43.400.00918.706,200421.350.0041.72——Neutral
Neutral——43.370.00414.506,300616.250.0041.63——Neutral
Neutral——43.330.00810.756,400354.250.0041.52—100Neutral
Neutral——43.300.00341.706,500477.00-264.3034.47+100100Short buildup
Neutral——43.270.00712.456,600609.250.0041.28——Neutral
Neutral——43.250.00279.606,700877.000.0041.13——Neutral
Neutral——43.220.00623.606,800717.500.0040.96——Neutral
Neutral——43.200.00227.456,9001,022.700.0040.77——Neutral
Short buildup2,000+2,00042.69-373.75170.007,000834.700.0040.55——Neutral
Neutral——43.150.00472.357,200960.400.0040.00——Neutral
Neutral100—43.090.00111.607,600·········

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