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
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 12,500 | — | 51.46 | 0.00 | 73.60 | 220 | 0.25 | -0.10 | 56.61 | −45,000 | 3.85 L | Long unwinding | ||||||
| Neutral | — | — | 46.92 | 0.00 | 78.95 | 230 | 0.35 | -0.15 | 51.45 | — | 1.32 L | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 235 | 0.40 | -0.20 | 48.53 | +7,500 | 32,500 | Short buildup | |||
| Neutral | 5,000 | — | 44.34 | 0.00 | 54.55 | 240 | 0.55 | -0.25 | 47.21 | +7,500 | 1.85 L | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 245 | 0.65 | -0.65 | 44.50 | +5,000 | 22,500 | Short buildup | |||
| Neutral | 2,500 | — | 43.29 | 0.00 | 57.00 | 250 | 0.85 | -0.55 | 42.70 | −12,500 | 7.40 L | Long unwinding | ||||||
| Neutral | — | — | 43.01 | 0.00 | 32.60 | 255 | 1.25 | -0.65 | 42.17 | +50,000 | 2.30 L | Short buildup | ||||||
| Neutral | 7,500 | — | 42.78 | 0.00 | 30.40 | 260 | 1.65 | -1.00 | 40.56 | +40,000 | 15.63 L | Short buildup | ||||||
| Neutral | — | — | 42.64 | 0.00 | 26.85 | 265 | 2.25 | -1.30 | 39.43 | +10,000 | 3.38 L | Short buildup | ||||||
| Neutral | 5.58 L | −2,500 | 36.24 | +4.35 | 23.40 | 270 | 2.95 | -1.85 | 37.85 | +70,000 | 7.45 L | Short buildup | ||||||
| Neutral | 37,500 | — | 42.46 | 0.00 | 22.25 | 275 | 4.05 | -2.25 | 37.16 | +25,000 | 6.58 L | Short buildup | ||||||
| Short covering | 8.78 L | −2.25 L | 35.72 | +3.35 | 16.05 | 280 | 5.40 | -2.80 | 36.27 | +77,500 | 13.43 L | Short buildup | ||||||
| Short covering | 17.18 L | −47,500 | 35.43 | +2.70 | 12.90 | 285 | 7.10 | -3.40 | 35.43 | +75,000 | 9.57 L | Short buildup | ||||||
| Neutral | 17.82 L | −10,000 | 35.16 | +2.45 | 10.15 | 290 | 9.30 | -4.05 | 35.04 | +35,000 | 8.85 L | Short buildup | ||||||
| Long buildup | 5.80 L | +35,000 | 34.70 | +1.85 | 7.75 | 295 | 11.85 | -4.60 | 34.45 | +25,000 | 4.42 L | Short buildup | ||||||
| Short covering | 26.27 L | −45,000 | 34.62 | +1.40 | 5.85 | 300 | 15.20 | -4.75 | 35.37 | −75,000 | 8.47 L | Long unwinding | ||||||
| Long buildup | 4.97 L | +35,000 | 34.87 | +1.00 | 4.40 | 305 | 18.80 | -4.80 | 35.96 | −5,000 | 62,500 | Long unwinding | ||||||
| Long buildup | 15.32 L | +72,500 | 35.31 | +0.75 | 3.30 | 310 | 22.85 | +3.60 | 37.28 | −2,500 | 1.63 L | Short covering | ||||||
| Long buildup | 2.27 L | +17,500 | 35.75 | +0.55 | 2.45 | 315 | 24.90 | 0.00 | 41.71 | — | 50,000 | Neutral | ||||||
| Long buildup | 11.43 L | +82,500 | 36.16 | +0.35 | 1.80 | 320 | 31.00 | +2.80 | 36.86 | +2,500 | 1.68 L | Long buildup | ||||||
| Short covering | 3.73 L | −1.02 L | 36.48 | +0.15 | 1.30 | 325 | 38.60 | 0.00 | 41.52 | — | 30,000 | Neutral | ||||||
| Short covering | 9.70 L | −35,000 | 37.44 | +0.15 | 1.00 | 330 | 40.45 | -3.05 | 40.75 | −7,500 | 92,500 | Long unwinding | ||||||
| Short covering | 1.48 L | −10,000 | 38.69 | +0.15 | 0.80 | 335 | 45.00 | -2.80 | 40.32 | — | 1.65 L | Neutral | ||||||
| Long buildup | 5.13 L | +50,000 | 39.32 | +0.05 | 0.60 | 340 | 51.75 | -0.45 | 57.19 | −7,500 | 92,500 | Long unwinding | ||||||
| Neutral | 25,000 | −2,500 | 40.73 | 0.00 | 0.50 | 345 | 54.20 | 0.00 | 40.44 | — | 5,000 | Neutral | ||||||
| Neutral | 6.50 L | +20,000 | 41.74 | 0.00 | 0.40 | 350 | 56.00 | 0.00 | 39.92 | — | 35,000 | Neutral | ||||||
| Neutral | 3.98 L | −2,500 | 44.68 | 0.00 | 0.30 | 360 | 58.15 | 0.00 | 37.70 | — | 2,500 | 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 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.