AMBUJACEM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1350
Spot
360.19
Future
364.35
Forward
364.35
PCR (OI)
0.25
Puts 1,350 / Calls 5,400
PCR (volume)
—
Puts 2 / Calls —
Max pain
360
strike with least total payout to holders
Highest OI
380 CE · 360 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 33.78 | 0.00 | 75.30 | 280 | 2.15 | 0.00 | 28.97 | — | — | Neutral | ||||||
| Neutral | — | — | 31.41 | 0.00 | 58.40 | 300 | 5.00 | 0.00 | 28.94 | — | — | Neutral | ||||||
| Neutral | — | — | 30.80 | 0.00 | 50.70 | 310 | 7.15 | 0.00 | 28.92 | — | — | Neutral | ||||||
| Neutral | — | — | 30.38 | 0.00 | 43.60 | 320 | 9.85 | 0.00 | 28.89 | — | — | Neutral | ||||||
| Neutral | — | — | 30.10 | 0.00 | 37.10 | 330 | 6.65 | -1.55 | 28.98 | −1,350 | — | Long unwinding | ||||||
| Neutral | — | — | 29.90 | 0.00 | 31.25 | 340 | 17.20 | 0.00 | 28.83 | — | — | Neutral | ||||||
| Neutral | — | — | 29.76 | 0.00 | 25.60 | 350 | 21.85 | 0.00 | 28.79 | — | — | Neutral | ||||||
| Neutral | — | — | 29.66 | 0.00 | 21.50 | 360 | 16.90 | -10.25 | 27.75 | +1,350 | 1,350 | Short buildup | ||||||
| Neutral | 1,350 | — | 29.58 | 0.00 | 13.95 | 370 | 33.10 | 0.00 | 28.66 | — | — | Neutral | ||||||
| Neutral | 2,700 | — | 29.52 | 0.00 | 10.60 | 380 | 39.60 | 0.00 | 28.58 | — | — | Neutral | ||||||
| Neutral | 1,350 | — | 29.47 | 0.00 | 7.85 | 390 | 46.65 | 0.00 | 28.47 | — | — | Neutral | ||||||
| Neutral | — | — | 29.43 | 0.00 | 9.15 | 400 | 54.15 | 0.00 | 28.34 | — | — | Neutral | ||||||
| — | — | 29.41 | — | 7.20 | 410 | 62.10 | — | 28.16 | — | — | ||||||||
| Neutral | — | — | 29.37 | 0.00 | 5.65 | 420 | 70.35 | 0.00 | 27.91 | — | — | 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 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.