AMBUJACEM option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1200

Spot

360.19

Future

361.40

Forward

361.59

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.73

Puts 51.97 L / Calls 71.54 L

PCR (volume)

0.66

Puts 8,454 / Calls 12,807

Max pain

360

strike with least total payout to holders

Highest OI

400 CE · 430 PE

ΔOI calls +1.19 L · puts +1.08 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	—	—	—	0.00	125.60	290	0.35	-0.10	-0.05	-0.02	47.09	25	−4,800	85,200	Long unwinding
Short covering	10,800	−2,400	5	85.52	0.84	-0.41	+16.90	68.00	300	0.45	-0.40	-0.06	-0.03	42.66	31	−18,000	2.59 L	Long unwinding
Neutral	37,200	—	—	—	—	—	0.00	42.00	310	0.75	-0.70	-0.08	-0.05	40.16	118	+2,400	1.51 L	Short buildup
Neutral	—	—	—	20.93	0.99	0.00	0.00	56.00	315	1.10	-0.70	-0.11	-0.07	40.11	41	−13,200	24,000	Long unwinding
Neutral	—	—	—	25.76	0.97	-0.02	0.00	99.40	320	1.15	-1.25	-0.11	-0.08	36.92	236	−91,200	1.36 L	Long unwinding
Neutral	—	—	—	27.03	0.95	-0.05	0.00	47.65	325	1.55	-1.50	-0.13	-0.10	36.08	155	−2,400	60,000	Long unwinding
Long buildup	51,600	+8,400	17	31.73	0.89	-0.12	+5.20	32.95	330	2.00	-1.90	-0.15	-0.13	34.86	1,493	+4,800	6.62 L	Neutral
Neutral	37,200	—	2	43.52	0.78	-0.26	+9.95	31.40	335	2.60	-2.45	-0.17	-0.16	33.74	575	−2,400	84,000	Long unwinding
Short covering	68,400	−1,200	50	32.91	0.79	-0.19	+7.90	24.95	340	3.30	-3.20	-0.19	-0.20	32.36	1,225	−31,200	5.33 L	Long unwinding
Short covering	85,200	−2,400	24	30.18	0.75	-0.19	+6.40	20.50	345	4.40	-3.85	-0.21	-0.26	31.75	569	+78,000	2.40 L	Short buildup
Short covering	3.89 L	−2.32 L	556	30.72	0.68	-0.22	+6.05	17.20	350	5.65	-4.60	-0.22	-0.32	30.72	1,629	−21,600	6.49 L	Long unwinding
Short covering	1.88 L	−26,400	486	30.26	0.61	-0.24	+5.25	13.95	355	7.35	-5.45	-0.24	-0.38	30.15	801	+31,200	2.47 L	Short buildup
Short covering	10.37 L	−92,400	2,784	29.62	0.54	-0.24	+4.35	11.00	360	9.45	-6.20	-0.24	-0.46	29.71	918	+78,000	2.93 L	Short buildup
Long buildup	3.88 L	+43,200	1,722	29.33	0.46	-0.24	+3.55	8.55	365	12.00	-6.90	-0.24	-0.54	29.47	382	+26,400	1.88 L	Short buildup
Short covering	8.77 L	−1.81 L	2,406	29.09	0.38	-0.23	+2.85	6.50	370	14.85	-7.80	-0.23	-0.61	28.98	206	+48,000	4.15 L	Short buildup
Long buildup	2.48 L	+67,200	596	28.46	0.31	-0.21	+1.95	4.70	375	21.30	0.00	-0.21	-0.68	29.58	—	—	64,800	Neutral
Long buildup	9.82 L	+2.74 L	1,614	28.87	0.25	-0.19	+1.50	3.55	380	22.90	-1.00	-0.22	-0.72	32.43	40	+19,200	97,200	Short buildup
Short covering	1.14 L	−45,600	308	29.47	0.20	-0.17	+1.25	2.70	385	28.50	0.00	-0.17	-0.80	29.82	—	—	6,000	Neutral
Short covering	2.93 L	−12,000	798	30.08	0.16	-0.15	+0.95	2.05	390	32.75	0.00	-0.14	-0.84	29.99	—	—	9,600	Neutral
Short covering	1.20 L	−19,200	125	30.96	0.12	-0.13	+0.75	1.60	395	42.95	0.00	-0.12	-0.88	30.20	—	—	6,000	Neutral
Long buildup	10.55 L	+3.26 L	1,133	31.46	0.10	-0.11	+0.50	1.20	400	40.20	-9.80	-0.15	-0.87	35.78	10	+4,800	67,200	Short buildup
Long buildup	1.04 L	+14,400	30	31.56	0.07	-0.09	+0.30	0.85	405	42.75	0.00	-0.08	-0.93	30.97	—	—	—	Neutral
Neutral	1.18 L	—	104	32.24	0.06	-0.08	+0.20	0.65	410	57.00	0.00	-0.06	-0.95	31.48	—	—	22,800	Neutral
Short covering	57,600	−1,200	3	32.93	0.04	-0.06	+0.15	0.50	415	50.75	0.00	-0.05	-0.96	32.21	—	—	—	Neutral
Neutral	1.27 L	+1,200	5	33.05	0.03	-0.05	+0.05	0.35	420	67.65	0.00	-0.04	-0.96	33.22	—	—	1.18 L	Neutral
Neutral	7.45 L	—	39	35.32	0.02	-0.04	+0.10	0.25	430	70.35	0.00	-0.03	-0.97	35.61	—	—	7.79 L	Neutral
Neutral	21,600	—	—	38.06	0.00	-0.00	0.00	0.35	480	·	·	·	·	·	·	·	·	·

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 5.73% (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.