haylaavo

ANGELONE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 2500

Spot
289.97
Future
293.00
Forward
293.00
PCR (OI)
0.10
Puts 2,500 / Calls 25,000
PCR (volume)
—
Puts — / Calls —
Max pain
290
strike with least total payout to holders
Highest OI
300 CE · 290 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
05,00010,0002402602802,50010,000300320
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——44.300.0060.652407.750.0041.76——Neutral
——43.83—53.5025010.45—41.72——
Neutral——43.510.0046.9026013.650.0041.65——Neutral
Neutral——43.270.0040.8527017.500.0041.61——Neutral
Neutral——43.090.0035.4028021.850.0041.54——Neutral
Neutral——42.960.0030.5029020.000.0041.46—2,500Neutral
Neutral10,000—42.860.0015.0030032.300.0041.36——Neutral
Neutral——42.770.0022.2531038.250.0041.26——Neutral
Neutral7,500—42.700.009.7532044.750.0041.10——Neutral
Neutral7,500—42.600.005.8534058.950.0040.73——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 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.