ATHERENERG option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 375
Spot
1,774.60
Future
1,771.30
Forward
1,770.08
PCR (OI)
0.77
Puts 30.26 L / Calls 39.42 L
PCR (volume)
0.35
Puts 8,515 / Calls 24,127
Max pain
1,660
strike with least total payout to holders
Highest OI
1,800 CE · 1,600 PE
ΔOI calls +63,750 · puts +2.01 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 | 3,750 | — | 114.28 | 0.00 | 525.70 | 1,160 | 1.00 | +0.10 | 77.04 | — | 22,875 | Neutral | ||||||
| Neutral | 6,750 | — | 106.67 | 0.00 | 490.60 | 1,200 | 1.10 | -0.10 | 72.39 | −1,875 | 43,875 | Long unwinding | ||||||
| Neutral | 2,250 | — | 102.94 | 0.00 | 425.55 | 1,220 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 3,375 | — | 99.28 | 0.00 | 447.50 | 1,240 | 1.20 | 0.00 | 67.73 | — | 7,125 | Neutral | ||||||
| Neutral | 1,500 | — | 95.69 | 0.00 | 111.55 | 1,260 | 0.85 | -0.20 | 62.06 | — | 12,750 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 1,280 | 1.65 | 0.00 | 45.53 | — | 4,875 | Neutral | |||
| Neutral | 1,125 | — | 88.66 | 0.00 | 370.95 | 1,300 | 1.60 | 0.00 | 62.28 | — | 99,375 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 1,320 | 2.40 | 0.00 | 45.68 | — | 375 | Neutral | |||
| Neutral | 19,500 | — | 81.97 | 0.00 | 410.00 | 1,340 | 1.90 | -0.05 | 58.47 | −375 | 24,000 | Long unwinding | ||||||
| Neutral | 23,625 | — | 78.78 | 0.00 | 378.00 | 1,360 | 2.20 | +0.10 | 57.13 | −750 | 54,000 | Short covering | ||||||
| Neutral | 12,750 | — | 75.70 | 0.00 | 292.60 | 1,380 | 2.00 | -0.50 | 53.55 | — | 13,875 | Neutral | ||||||
| Neutral | 51,750 | −375 | 55.06 | +7.75 | 372.00 | 1,400 | 3.05 | +0.15 | 54.78 | +7,125 | 1.81 L | Long buildup | ||||||
| Short covering | 19,125 | −1,125 | — | +5.00 | 347.00 | 1,420 | 3.55 | +0.20 | 53.50 | +4,125 | 34,125 | Long buildup | ||||||
| Short covering | 21,000 | −6,750 | 54.68 | +16.90 | 334.15 | 1,440 | 3.90 | -0.05 | 51.62 | −3,750 | 44,250 | Long unwinding | ||||||
| Short covering | 30,375 | −750 | — | +89.00 | 287.00 | 1,460 | 4.70 | +0.05 | 50.70 | −7,500 | 31,500 | Short covering | ||||||
| Neutral | 30,375 | — | 62.89 | 0.00 | 267.00 | 1,480 | 5.50 | -0.20 | 49.48 | −3,750 | 39,750 | Long unwinding | ||||||
| Neutral | 2.95 L | −750 | 49.17 | +11.30 | 276.15 | 1,500 | 6.65 | -0.20 | 48.63 | −750 | 3.70 L | Neutral | ||||||
| Neutral | 30,000 | — | 35.96 | +11.50 | 251.45 | 1,520 | 7.90 | -0.25 | 47.61 | +46,500 | 87,750 | Short buildup | ||||||
| Short covering | 28,875 | −21,375 | 43.61 | +17.65 | 236.65 | 1,540 | 8.80 | -0.80 | 45.79 | −3,375 | 42,750 | Long unwinding | ||||||
| Neutral | 28,125 | — | 56.35 | 0.00 | 206.00 | 1,560 | 10.75 | -1.20 | 45.14 | +4,125 | 1.08 L | Short buildup | ||||||
| Neutral | 28,875 | — | 36.01 | +4.25 | 195.80 | 1,580 | 12.65 | -1.95 | 44.02 | +10,500 | 56,625 | Short buildup | ||||||
| Short covering | 1.95 L | −8,625 | 41.25 | +9.90 | 182.80 | 1,600 | 15.25 | -2.30 | 43.28 | +25,125 | 3.87 L | Short buildup | ||||||
| Neutral | 48,000 | +375 | 46.40 | +17.50 | 172.30 | 1,620 | 18.10 | -3.00 | 42.35 | −2,625 | 96,000 | Long unwinding | ||||||
| Short covering | 63,000 | −750 | 40.35 | +5.25 | 149.80 | 1,640 | 21.70 | -3.80 | 41.65 | −9,375 | 94,500 | Long unwinding | ||||||
| Short covering | 2.36 L | −11,250 | 41.13 | +8.20 | 135.85 | 1,660 | 25.90 | -4.50 | 40.95 | +15,000 | 1.65 L | Short buildup | ||||||
| Neutral | 78,000 | −375 | 41.10 | +7.35 | 121.75 | 1,680 | 30.95 | -5.45 | 40.39 | +375 | 1.92 L | Neutral | ||||||
| Short covering | 4.04 L | −26,250 | 39.99 | +5.35 | 106.85 | 1,700 | 37.35 | -5.90 | 40.22 | +55,875 | 2.26 L | Short buildup | ||||||
| Short covering | 61,125 | −14,250 | 38.80 | +3.10 | 92.55 | 1,720 | 44.05 | -7.05 | 39.69 | +1,125 | 61,125 | Short buildup | ||||||
| Short covering | 62,250 | −30,750 | 39.25 | +4.05 | 81.75 | 1,740 | 51.85 | -8.55 | 39.30 | +15,000 | 69,375 | Short buildup | ||||||
| Short covering | 1.64 L | −24,750 | 39.31 | +4.15 | 71.30 | 1,760 | 61.25 | -8.95 | 39.31 | +15,750 | 1.17 L | Short buildup | ||||||
| Long buildup | 2.04 L | +45,750 | 38.92 | +2.60 | 61.05 | 1,780 | 70.75 | -9.35 | 38.82 | +17,625 | 33,375 | Short buildup | ||||||
| Neutral | 8.21 L | −4,500 | 38.83 | +2.20 | 52.25 | 1,800 | 81.25 | -10.90 | 38.35 | +13,125 | 3.01 L | Short buildup | ||||||
| Long buildup | 55,875 | +13,125 | 38.82 | +0.65 | 44.50 | 1,820 | 104.25 | 0.00 | 42.94 | — | — | Neutral | ||||||
| Neutral | 55,875 | +375 | 38.91 | +1.10 | 37.80 | 1,840 | 414.45 | 0.00 | 42.60 | — | — | Neutral | ||||||
| Long buildup | 1.50 L | +54,000 | 38.92 | +1.15 | 31.80 | 1,860 | 451.20 | 0.00 | 42.21 | — | — | Neutral | ||||||
| Short covering | 1.12 L | −10,125 | 38.95 | +0.55 | 26.60 | 1,880 | 448.30 | 0.00 | 41.75 | — | — | Neutral | ||||||
| Long buildup | 1.10 L | +33,000 | 39.31 | +0.45 | 22.55 | 1,900 | 153.70 | -317.80 | 40.56 | +3,375 | 3,375 | Short buildup | ||||||
| Short covering | 2.37 L | −59,625 | 39.33 | +0.10 | 18.65 | 1,920 | 165.00 | -12.00 | 36.73 | +375 | 1,125 | Short buildup | ||||||
| Long buildup | 16,500 | +3,000 | 39.73 | +0.30 | 15.75 | 1,940 | 479.70 | 0.00 | 39.79 | — | — | Neutral | ||||||
| Neutral | 25,875 | +14,625 | 40.10 | 0.00 | 13.25 | 1,960 | 472.15 | 0.00 | 38.83 | — | — | Neutral | ||||||
| Short buildup | 88,125 | +6,000 | 40.48 | -0.05 | 11.15 | 1,980 | 465.15 | 0.00 | 37.61 | — | — | Neutral | ||||||
| 1.16 L | +1.16 L | 40.90 | — | 9.40 | 2,000 | 230.00 | — | 24.89 | +375 | 375 | ||||||||
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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.