haylaavo

ANGELONE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2500

Spot
289.97
Future
292.70
Forward
292.70
PCR (OI)
4.55
Puts 2.27 L / Calls 50,000
PCR (volume)
1.56
Puts 14 / Calls 9
Max pain
340
strike with least total payout to holders
Highest OI
290 CE · 340 PE
ΔOI calls +7,500 · puts +35,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
065,0001.3 L23025527028512,5003003153301.3 L
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
——41.22—55.202308.30—42.21——
Neutral——41.520.0048.2524011.250.0042.19——Neutral
Neutral——41.710.0041.902504.000.0042.20—5,000Neutral
——41.77—45.702558.75—42.21——
Neutral——41.820.0036.1526018.850.0042.20——Neutral
Neutral——41.870.0039.0026511.900.0042.20——Neutral
Short buildup2,500+2,50034.81-1.9029.1027023.550.0042.21——Neutral
Neutral——41.930.0032.9527515.800.0042.21——Neutral
Neutral——41.940.0026.4528028.850.0042.22——Neutral
Neutral——41.960.0027.6028520.350.0042.24——Neutral
Short buildup12,500+2,50034.34-2.5017.002906.000.0042.23—2,500Neutral
Neutral——41.980.0022.9529525.550.0042.24——Neutral
Neutral10,000—34.150.0012.4530020.700.0042.26—20,000Neutral
Neutral——42.010.0018.9030531.350.0042.27——Neutral
Neutral——42.020.0015.8531047.800.0042.27——Neutral
Neutral——42.020.0015.4031537.800.0042.28——Neutral
Neutral10,000—42.030.005.4532055.050.0042.29——Neutral
Neutral——42.040.0012.5032544.750.0042.31——Neutral
Short buildup10,000+2,50034.89-4.454.5033044.350.0042.31—70,000Neutral
Neutral——42.070.009.1034051.00-1.8038.61+35,0001.30 LShort buildup
Neutral5,000—42.070.005.00360·········

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 5.56% (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.