haylaavo

ASTRAL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 425

Spot
1,355.60
Future
1,361.30
Forward
1,361.24
PCR (OI)
0.89
Puts 10.65 L / Calls 11.94 L
PCR (volume)
0.71
Puts 2,029 / Calls 2,841
Max pain
1,400
strike with least total payout to holders
Highest OI
1,400 CE · 1,380 PE
ΔOI calls +1.61 L · puts +1.24 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.5 L3.1 L1,1601,2401,3001,3601.5 L3.1 L1,4201,4801,5401,600
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.00402.801,1602.25-1.0539.58—8,075Neutral
Neutral1,275—23.970.00160.001,2004.60-1.5038.40−13,60038,675Long unwinding
Neutral——26.480.00183.501,2205.90-2.5536.91+2,97528,475Short buildup
Neutral——27.510.00331.251,2408.30-3.2036.48+22,52547,175Short buildup
Neutral——28.080.00153.151,26011.10-4.1535.63+33,15080,750Short buildup
Neutral1,700—28.430.00152.601,28015.00-5.1535.11+21,67545,475Short buildup
Short covering2,125−42532.81+7.0079.001,30019.50-6.8034.19+12,3251.33 LShort buildup
Neutral5,100—39.20+18.0073.251,32026.00-7.7034.05−10,62562,475Long unwinding
Long buildup33,150+3,40034.01+11.0055.151,34033.50-9.3533.62+24,2251.21 LShort buildup
Short covering1.22 L−5,10033.27+9.1543.751,36042.85-10.6033.53+31,4501.10 LShort buildup
Long buildup62,475+4,25032.93+7.3034.301,38053.15-12.4533.06+7,2251.49 LShort buildup
Short covering3.09 L−15,72532.83+6.1526.601,40065.20-13.5032.83−4,67554,400Long unwinding
Long buildup79,475+59,07532.66+5.0520.151,42080.00-3.2533.82—17,000Neutral
Long buildup82,025+51,42532.83+3.9015.301,44089.000.0030.42—19,550Neutral
Long buildup1.31 L+11,90032.70+2.9511.201,460110.00-10.1533.20—850Neutral
Long buildup31,875+8,50033.00+2.308.351,480120.750.0031.03—45,900Neutral
Long buildup1.36 L+13,60033.41+1.756.251,500156.150.0031.51—77,775Neutral
Long buildup35,275+5,52534.81+1.855.201,520158.350.0032.14—3,400Neutral
Long buildup94,350+17,85034.24+0.953.451,540177.000.0032.96—425Neutral
Long buildup9,775+1,70034.23+0.152.401,560196.400.0034.03—1,700Neutral
Neutral5,525—34.06-1.301.601,580190.000.0035.34—2,550Neutral
Long buildup49,725+5,52536.56+0.401.651,600240.000.0036.85—8,075Neutral
Neutral2,550—29.300.001.051,640278.80-21.2038.97−2,5509,350Long unwinding

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 7.27% (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.