haylaavo

ANANDRATHI option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 250

Spot
2,276.82
Future
2,304.50
Forward
2,304.50
PCR (OI)
—
Puts 13,000 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
2,200
strike with least total payout to holders
Highest OI
— CE · 2,000 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
05,75011,5001,96011,5002,0802,1602,2402,3202,4002,4802,600
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········1,76025.000.0024.72—750Neutral
Neutral———0.00250.601,92041.850.0024.86——Neutral
Neutral———0.00222.351,96053.050.0024.88——Neutral
Neutral——14.170.00196.202,00027.000.0024.93—11,500Neutral
Neutral——19.670.00172.002,04081.500.0024.96——Neutral
Neutral——20.580.00250.952,06029.600.0024.99——Neutral
Neutral——21.220.00149.802,08098.750.0025.01——Neutral
Neutral——21.690.00221.052,10039.300.0025.04——Neutral
Neutral——22.060.00129.652,120118.000.0025.07——Neutral
Neutral——22.360.00192.952,14050.750.0025.10——Neutral
Neutral——22.600.00111.502,160139.300.0025.13——Neutral
Neutral——22.800.00167.152,18064.500.0025.17——Neutral
Neutral——22.960.0095.302,20065.000.0025.21—750Neutral
Neutral——23.110.00143.552,22080.500.0025.25——Neutral
Neutral——23.230.0080.952,240187.550.0025.30——Neutral
Neutral——23.330.00122.252,26098.800.0025.35——Neutral
Neutral——23.420.0068.352,280214.350.0025.41——Neutral
Neutral——23.500.00103.252,300119.300.0025.48——Neutral
Neutral——23.570.0057.352,320242.750.0025.54——Neutral
Neutral——23.640.0086.402,340142.100.0025.62——Neutral
Neutral——23.690.0048.002,360272.800.0025.71——Neutral
Neutral——23.740.0071.752,380166.950.0025.80——Neutral
Neutral——23.780.0039.752,400304.000.0025.91——Neutral
Neutral——23.820.0059.052,420193.800.0026.03——Neutral
Neutral——23.860.0032.802,440336.450.0026.16——Neutral
Neutral——23.890.0048.302,460222.650.0026.31——Neutral
Neutral——23.920.0026.902,480370.000.0026.47——Neutral
Neutral——23.950.0039.052,500252.950.0026.65——Neutral
Neutral——23.970.0022.002,520404.450.0026.85——Neutral
Neutral——24.020.0017.852,560439.750.0027.32——Neutral
Neutral——24.060.0014.402,600475.750.0027.90——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 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.