haylaavo

BEL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1425

Spot
376.50
Future
377.85
Forward
377.82
PCR (OI)
0.87
Puts 2.84 Cr / Calls 3.28 Cr
PCR (volume)
0.63
Puts 28,003 / Calls 44,625
Max pain
380
strike with least total payout to holders
Highest OI
400 CE · 370 PE
ΔOI calls +10.70 L · puts +12.74 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
027.3 L54.6 L30033035033.5 L37039054.6 L410430
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral5,700——0.0073.003000.10-0.1540.72—5.40 LNeutral
Neutral1,425——0.0065.503100.20-0.1539.07−41,3252.21 LLong unwinding
Neutral4,275——0.0053.003200.30-0.3035.79−1.15 L11.07 LLong unwinding
Neutral——24.930.0067.103250.35-0.5033.82−1.01 L2.08 LLong unwinding
Neutral38,475—25.440.0044.503300.50-0.7033.04+1.01 L8.09 LShort buildup
Neutral4,275—26.060.0034.003350.65-1.0031.67+19,9503.29 LShort buildup
Short covering1.44 L−4,27529.71+4.9538.453400.85-1.3530.31−1.64 L7.31 LLong unwinding
Neutral38,475—26.460.0027.353451.10-1.9528.84+3.48 L6.11 LShort buildup
Long buildup4.00 L+9,97527.70+6.3029.203501.45-2.5527.47+4,27515.52 LNeutral
Short covering3.76 L−4,27526.34+4.8524.703552.00-3.2026.48+22,8005.66 LShort buildup
Short covering15.20 L−1.80 L25.12+4.2020.403602.75-4.1025.51−1.74 L25.84 LLong unwinding
Short covering17.64 L−48,45024.63+3.4016.553653.80-4.9024.70−11,40020.35 LNeutral
Short covering39.93 L−5.47 L24.13+2.6013.053705.30-5.7024.25+25,65033.50 LNeutral
Long buildup22.32 L+1.14 L23.90+1.7510.053757.25-6.5023.92+6.00 L19.92 LShort buildup
Short covering41.11 L−5.71 L23.79+1.157.553809.70-7.1023.74+5.54 L23.48 LShort buildup
Long buildup13.98 L+4.94 L23.82+0.755.5538512.70-7.4023.82+1.78 L6.46 LShort buildup
Long buildup30.69 L+69,82523.95+0.404.0039016.00-8.0023.54+15,6758.22 LShort buildup
Long buildup7.99 L+2.14 L24.20+0.202.8539520.25-7.9025.25−8,5503.04 LLong unwinding
Neutral54.61 L+9.11 L24.480.002.0040023.90-8.1523.65−19,95019.04 LLong unwinding
Short buildup5.50 L+42,75024.60-0.101.3540537.050.0027.16—3.71 LNeutral
Short buildup19.22 L+3.71 L24.77-0.100.9041032.70-7.3022.91+15,67511.09 LShort buildup
Short buildup13.78 L+55,57525.03-0.150.6041544.000.0027.52—1.15 LNeutral
Long unwinding15.46 L−76,95025.94-0.100.4542042.25-9.2523.15—14.69 LNeutral
Short buildup2.47 L+1.62 L26.23-0.100.3042547.50-6.7528.91−1,42594,050Long unwinding
Short buildup5.83 L+47,02527.51-0.100.2543051.75-8.80—+7,12511.43 LNeutral
Short buildup2.15 L+19,95030.47-0.050.2044062.00-7.0026.44+22,8003.19 LShort buildup
Neutral4.08 L+1,42532.860.000.1545071.00-10.10—+1,4256.78 LNeutral
Long unwinding6.38 L−9,97534.51-0.050.1046081.60-10.40—−5,7004.83 LLong 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 6.95% (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.