haylaavo

ATHERENERG option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 375

Spot
1,774.60
Future
1,754.30
Forward
1,754.30
PCR (OI)
0.10
Puts 6,375 / Calls 61,125
PCR (volume)
2.33
Puts 14 / Calls 6
Max pain
1,400
strike with least total payout to holders
Highest OI
1,440 CE · 1,800 PE
ΔOI calls +1,500 · puts +5,250
Open interest by strike
CallsPuts│ ATM┊ Max pain
010,12520,25020,2501,4401,5401,6201,7001,7803,3751,8601,940
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral1,125—72.270.00282.301,360·········
Neutral5,625—68.870.0099.451,400133.450.0043.71——Neutral
Neutral20,250—65.910.00315.001,440154.900.0043.50——Neutral
Neutral9,000—63.360.0056.451,480177.950.0043.27——Neutral
Neutral——62.230.00259.401,50025.00-44.1542.20+375375Short buildup
Neutral15,375—39.47-10.30256.651,520202.600.0043.02——Neutral
Neutral——60.240.00234.201,54083.500.0042.88——Neutral
Neutral1,500—59.370.00214.001,560228.700.0042.73——Neutral
Neutral——58.560.00210.701,58099.600.0042.57——Neutral
Neutral1,875—57.830.00186.501,60047.90-5.7041.10+1,5002,250Short buildup
Neutral——57.160.00188.901,620117.350.0042.23——Neutral
Neutral750—56.540.0056.651,640284.850.0042.04——Neutral
Neutral——55.970.00168.751,660136.800.0041.84——Neutral
Neutral375—55.450.0056.801,680314.850.0041.62——Neutral
Neutral——54.980.00150.301,70087.000.0041.39——Neutral
Neutral1,875—54.530.0047.001,720345.800.0041.15——Neutral
Neutral——54.130.00133.451,740180.600.0040.88——Neutral
Neutral1,875—53.760.0089.001,760128.150.0040.60—375Neutral
Neutral——53.420.00118.101,780204.800.0040.29——Neutral
Long buildup1,500+1,50038.01+40.4584.351,800132.00-278.5538.88+3,3753,375Short buildup
Neutral——52.810.00104.201,820230.500.0039.60——Neutral
Neutral——52.540.0038.101,840444.150.0039.20——Neutral
Neutral——52.290.0091.701,860257.550.0038.78——Neutral
Neutral——52.050.0033.001,880478.450.0038.30——Neutral
Neutral——51.840.0080.451,900285.850.0037.78——Neutral
Neutral——51.630.0028.551,920513.400.0037.21——Neutral
Neutral——51.440.0070.501,940315.450.0036.56——Neutral
Neutral——51.270.0034.051,960458.050.0035.84——Neutral
Neutral——51.100.0061.551,980346.100.0035.01——Neutral
——50.95—21.252,000584.95—34.05——

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 5.73% (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.