AMBUJACEM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1200
Spot
360.19
Future
363.45
Forward
363.45
PCR (OI)
0.38
Puts 19,200 / Calls 50,400
PCR (volume)
0.40
Puts 19 / Calls 47
Max pain
350
strike with least total payout to holders
Highest OI
350 CE · 410 PE
ΔOI calls +3,600 · puts +2,400
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 28.95 | 0.00 | 81.75 | 290 | 1.75 | 0.00 | 29.15 | — | — | Neutral | ||||||
| Neutral | — | — | 29.05 | 0.00 | 72.90 | 300 | 2.75 | 0.00 | 29.16 | — | — | Neutral | ||||||
| Neutral | — | — | 29.06 | 0.00 | 64.45 | 310 | 3.50 | 0.00 | 29.13 | — | 2,400 | Neutral | ||||||
| Neutral | — | — | 29.10 | 0.00 | 43.15 | 315 | 4.00 | 0.00 | 29.13 | — | 1,200 | Neutral | ||||||
| Neutral | — | — | 29.10 | 0.00 | 56.45 | 320 | 4.00 | 0.00 | 29.15 | — | 2,400 | Neutral | ||||||
| Neutral | — | — | 29.09 | 0.00 | 36.00 | 325 | 8.65 | 0.00 | 29.14 | — | — | Neutral | ||||||
| Neutral | — | — | 29.10 | 0.00 | 48.95 | 330 | 7.75 | 0.00 | 29.13 | — | 1,200 | Neutral | ||||||
| Neutral | — | — | 29.10 | 0.00 | 29.55 | 335 | 12.10 | 0.00 | 29.14 | — | — | Neutral | ||||||
| Neutral | — | — | 29.11 | 0.00 | 42.05 | 340 | 9.70 | 0.00 | 29.13 | — | 2,400 | Neutral | ||||||
| Neutral | — | — | 29.12 | 0.00 | 23.90 | 345 | 16.35 | 0.00 | 29.15 | — | — | Neutral | ||||||
| Short covering | 38,400 | −3,600 | 28.65 | +5.90 | 23.50 | 350 | 14.90 | 0.00 | 29.14 | — | — | Neutral | ||||||
| Neutral | — | — | 29.12 | 0.00 | 19.05 | 355 | 21.40 | 0.00 | 29.14 | — | — | Neutral | ||||||
| Neutral | 2,400 | — | 29.13 | 0.00 | 12.80 | 360 | 14.70 | -1.30 | 28.95 | — | 1,200 | Neutral | ||||||
| Neutral | — | — | 29.13 | 0.00 | 14.95 | 365 | 27.15 | 0.00 | 29.15 | — | — | Neutral | ||||||
| Neutral | — | — | 29.12 | 0.00 | 25.15 | 370 | 24.00 | 0.00 | 29.15 | — | — | Neutral | ||||||
| Neutral | — | — | 29.13 | 0.00 | 11.55 | 375 | 33.65 | 0.00 | 29.14 | — | — | Neutral | ||||||
| Short buildup | 1,200 | +1,200 | 26.40 | -1.50 | 8.50 | 380 | 30.00 | 0.00 | 29.15 | — | 1,200 | Neutral | ||||||
| Neutral | — | — | 29.13 | 0.00 | 8.80 | 385 | 40.85 | 0.00 | 29.16 | — | — | Neutral | ||||||
| Neutral | — | — | 29.12 | 0.00 | 17.05 | 390 | 35.55 | 0.00 | 29.16 | — | — | Neutral | ||||||
| Neutral | — | — | 29.12 | 0.00 | 6.60 | 395 | 48.55 | 0.00 | 29.15 | — | — | Neutral | ||||||
| Long buildup | 7,200 | +6,000 | 28.81 | +0.40 | 4.80 | 400 | 40.40 | -1.80 | 27.29 | +2,400 | 2,400 | Short buildup | ||||||
| — | — | 29.14 | — | 4.90 | 405 | 56.70 | — | 29.17 | — | — | ||||||||
| Neutral | 1,200 | — | 29.13 | 0.00 | 2.70 | 410 | 58.00 | 0.00 | 29.15 | — | 4,800 | Neutral | ||||||
| — | — | 29.14 | — | 3.60 | 415 | 65.30 | — | 29.17 | — | — | ||||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.