haylaavo

AMBER option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 100

Spot
6,223.39
Future
6,304.50
Forward
6,304.50
PCR (OI)
0.00
Puts — / Calls 100
PCR (volume)
—
Puts — / Calls —
Max pain
4,800
strike with least total payout to holders
Highest OI
6,200 CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
0501004,8005,2005,6006,0001006,4006,8007,200
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——39.350.001,419.454,800115.350.0042.60——Neutral
Neutral——40.550.001,266.005,000158.800.0042.58——Neutral
Neutral——41.230.001,122.555,200212.250.0042.55——Neutral
Neutral——41.660.00989.155,400275.800.0042.52——Neutral
Neutral——41.940.00866.955,600350.500.0042.48——Neutral
Neutral——42.130.00755.705,800436.150.0042.43——Neutral
Neutral——42.260.00655.256,000532.600.0042.37——Neutral
Neutral100—42.360.00450.006,200639.550.0042.30——Neutral
Neutral——42.430.00485.306,400756.500.0042.21——Neutral
Neutral——42.490.00414.756,600882.850.0042.10——Neutral
Neutral——42.530.00352.906,8001,017.950.0041.96——Neutral
Neutral——42.560.00299.057,0001,161.000.0041.79——Neutral
Neutral——42.590.00252.907,2001,311.700.0041.57——Neutral
Neutral——42.630.00178.357,6001,631.050.0040.93——Neutral

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.