ANANDRATHI option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 250
Spot
2,276.82
Future
2,290.20
Forward
2,291.40
PCR (OI)
2.14
Puts 13.72 L / Calls 6.41 L
PCR (volume)
0.95
Puts 3,363 / Calls 3,528
Max pain
2,300
strike with least total payout to holders
Highest OI
2,300 CE · 2,200 PE
ΔOI calls +1.10 L · puts +1.02 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,760 | 0.80 | 0.00 | 31.70 | — | 750 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,800 | 0.60 | 0.00 | 29.15 | — | 5,500 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,820 | 1.35 | 0.00 | 27.90 | — | 10,000 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,840 | 0.55 | 0.00 | 26.65 | — | 250 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,900 | 0.95 | 0.00 | 24.96 | — | 1,750 | Neutral | |||
| Neutral | — | — | — | 0.00 | 222.70 | 1,920 | 25.05 | 0.00 | 24.70 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 192.60 | 1,960 | 34.55 | 0.00 | 24.97 | — | — | Neutral | ||||||
| Neutral | 3,750 | — | — | 0.00 | 235.00 | 2,000 | 1.75 | -0.95 | 30.03 | −17,250 | 49,750 | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 139.20 | 2,040 | 2.10 | -0.90 | 27.19 | −1,250 | 2,250 | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 127.50 | 2,060 | 2.40 | -0.35 | 25.95 | −1,750 | 4,250 | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 116.45 | 2,080 | 3.10 | -1.15 | 25.29 | −1,750 | 2,250 | Long unwinding | ||||||
| Neutral | 1,000 | — | — | 0.00 | 160.00 | 2,100 | 3.85 | -1.75 | 24.43 | −5,500 | 1.69 L | Long unwinding | ||||||
| Neutral | 1,750 | — | — | 0.00 | 139.50 | 2,120 | 4.95 | -2.25 | 23.75 | +1,750 | 12,250 | Short buildup | ||||||
| Neutral | — | — | 17.00 | 0.00 | 87.15 | 2,140 | 6.20 | -3.70 | 22.90 | −1,250 | 5,000 | Long unwinding | ||||||
| Neutral | 250 | — | 19.28 | 0.00 | 105.90 | 2,160 | 8.30 | -5.05 | 22.50 | +4,250 | 23,250 | Short buildup | ||||||
| Neutral | — | — | 20.48 | 0.00 | 70.80 | 2,180 | 10.55 | -24.90 | 21.76 | +7,000 | 7,750 | Short buildup | ||||||
| Short covering | 26,250 | −3,000 | 21.88 | +6.10 | 105.80 | 2,200 | 14.10 | -7.25 | 21.48 | −2,500 | 4.31 L | Neutral | ||||||
| Neutral | 4,250 | — | 21.28 | -8.75 | 89.85 | 2,220 | 18.70 | -9.25 | 21.27 | −250 | 1.35 L | Neutral | ||||||
| Long buildup | 8,750 | +250 | 21.57 | +20.15 | 76.60 | 2,240 | 23.80 | -12.95 | 20.75 | −3,250 | 56,250 | Long unwinding | ||||||
| Long buildup | 37,500 | +3,000 | 20.69 | +16.80 | 62.25 | 2,260 | 30.05 | -16.55 | 20.25 | +75,750 | 2.63 L | Short buildup | ||||||
| Long buildup | 32,500 | +7,250 | 20.83 | +13.85 | 51.30 | 2,280 | 39.95 | -14.65 | 20.84 | +9,250 | 17,000 | Short buildup | ||||||
| Long buildup | 2.52 L | +29,500 | 20.91 | +12.45 | 41.60 | 2,300 | 50.25 | -17.70 | 20.94 | +40,000 | 1.26 L | Short buildup | ||||||
| Long buildup | 8,500 | +250 | 20.93 | +9.70 | 33.15 | 2,320 | 61.65 | -12.70 | 20.93 | — | 46,000 | Neutral | ||||||
| Long buildup | 20,250 | +12,250 | 21.39 | +7.90 | 26.90 | 2,340 | 92.85 | 0.00 | 26.67 | — | 3,500 | Neutral | ||||||
| Short covering | 18,500 | −2,000 | 21.48 | +6.30 | 21.05 | 2,360 | 262.60 | 0.00 | 26.97 | — | — | Neutral | ||||||
| Short buildup | 6,500 | +1,500 | 21.81 | -3.65 | 16.65 | 2,380 | 279.40 | 0.00 | 27.33 | — | — | Neutral | ||||||
| Long buildup | 1.51 L | +34,250 | 22.23 | +4.40 | 13.25 | 2,400 | 118.85 | -21.50 | 20.47 | −750 | — | Long unwinding | ||||||
| Neutral | 5,250 | — | 22.53 | +3.45 | 10.35 | 2,420 | 314.00 | 0.00 | 28.27 | — | — | Neutral | ||||||
| Neutral | 4,250 | — | 23.63 | +3.65 | 9.00 | 2,440 | 331.70 | 0.00 | 28.87 | — | — | Neutral | ||||||
| Neutral | 4,750 | — | 24.02 | +2.75 | 7.15 | 2,460 | 349.65 | 0.00 | 29.56 | — | — | Neutral | ||||||
| Short covering | 11,500 | −250 | 24.38 | +1.50 | 5.65 | 2,480 | 367.80 | 0.00 | 30.37 | — | — | Neutral | ||||||
| Short buildup | 6,750 | +6,500 | 24.27 | -0.55 | 4.10 | 2,500 | 386.20 | 0.00 | 31.28 | — | — | Neutral | ||||||
| Long buildup | 19,250 | +13,750 | 26.09 | +0.70 | 4.20 | 2,520 | 404.75 | 0.00 | 32.31 | — | — | Neutral | ||||||
| Long buildup | 15,500 | +7,000 | 26.76 | +1.00 | 2.65 | 2,560 | 442.35 | 0.00 | 34.67 | — | — | Neutral | ||||||
| Neutral | — | — | 23.98 | 0.00 | 4.10 | 2,600 | 480.45 | 0.00 | 37.35 | — | — | Neutral | ||||||
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 6.31% (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.