haylaavo

ANGELONE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 2500

Spot
289.97
Future
291.10
Forward
290.82
PCR (OI)
0.71
Puts 1.04 Cr / Calls 1.47 Cr
PCR (volume)
0.50
Puts 2,332 / Calls 4,706
Max pain
285
strike with least total payout to holders
Highest OI
300 CE · 260 PE
ΔOI calls −1.70 L · puts +2.75 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
013.1 L26.3 L22024515.6 L26528526.3 L305325345
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral12,500—51.460.0073.602200.25-0.1056.61−45,0003.85 LLong unwinding
Neutral——46.920.0078.952300.35-0.1551.45—1.32 LNeutral
·········2350.40-0.2048.53+7,50032,500Short buildup
Neutral5,000—44.340.0054.552400.55-0.2547.21+7,5001.85 LShort buildup
·········2450.65-0.6544.50+5,00022,500Short buildup
Neutral2,500—43.290.0057.002500.85-0.5542.70−12,5007.40 LLong unwinding
Neutral——43.010.0032.602551.25-0.6542.17+50,0002.30 LShort buildup
Neutral7,500—42.780.0030.402601.65-1.0040.56+40,00015.63 LShort buildup
Neutral——42.640.0026.852652.25-1.3039.43+10,0003.38 LShort buildup
Neutral5.58 L−2,50036.24+4.3523.402702.95-1.8537.85+70,0007.45 LShort buildup
Neutral37,500—42.460.0022.252754.05-2.2537.16+25,0006.58 LShort buildup
Short covering8.78 L−2.25 L35.72+3.3516.052805.40-2.8036.27+77,50013.43 LShort buildup
Short covering17.18 L−47,50035.43+2.7012.902857.10-3.4035.43+75,0009.57 LShort buildup
Neutral17.82 L−10,00035.16+2.4510.152909.30-4.0535.04+35,0008.85 LShort buildup
Long buildup5.80 L+35,00034.70+1.857.7529511.85-4.6034.45+25,0004.42 LShort buildup
Short covering26.27 L−45,00034.62+1.405.8530015.20-4.7535.37−75,0008.47 LLong unwinding
Long buildup4.97 L+35,00034.87+1.004.4030518.80-4.8035.96−5,00062,500Long unwinding
Long buildup15.32 L+72,50035.31+0.753.3031022.85+3.6037.28−2,5001.63 LShort covering
Long buildup2.27 L+17,50035.75+0.552.4531524.900.0041.71—50,000Neutral
Long buildup11.43 L+82,50036.16+0.351.8032031.00+2.8036.86+2,5001.68 LLong buildup
Short covering3.73 L−1.02 L36.48+0.151.3032538.600.0041.52—30,000Neutral
Short covering9.70 L−35,00037.44+0.151.0033040.45-3.0540.75−7,50092,500Long unwinding
Short covering1.48 L−10,00038.69+0.150.8033545.00-2.8040.32—1.65 LNeutral
Long buildup5.13 L+50,00039.32+0.050.6034051.75-0.4557.19−7,50092,500Long unwinding
Neutral25,000−2,50040.730.000.5034554.200.0040.44—5,000Neutral
Neutral6.50 L+20,00041.740.000.4035056.000.0039.92—35,000Neutral
Neutral3.98 L−2,50044.680.000.3036058.150.0037.70—2,500Neutral

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 5.56% (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.