haylaavo

BEL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1425

Spot
376.50
Future
382.80
Forward
382.80
PCR (OI)
0.42
Puts 49,875 / Calls 1.20 L
PCR (volume)
0.27
Puts 21 / Calls 79
Max pain
360
strike with least total payout to holders
Highest OI
400 CE · 360 PE
ΔOI calls +91,200 · puts +28,500
Open interest by strike
CallsPuts│ ATM┊ Max pain
031,35062,70030033035047,02537039062,700410440
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.0074.653002.100.0027.09——Neutral
Neutral——21.800.0057.703204.000.0027.18—1,425Neutral
Neutral——23.700.0050.003306.950.0027.22——Neutral
Neutral——24.610.0042.853406.400.0027.28—1,425Neutral
Neutral——25.130.0036.3035012.950.0027.34——Neutral
Neutral——25.500.0030.453608.15-3.8024.43+28,50047,025Short buildup
Short buildup2,850+2,85022.98-1.9023.3537021.600.0027.54——Neutral
Short buildup37,050+37,05023.73-2.2518.4538026.900.0027.66——Neutral
Neutral——26.030.0016.8539032.850.0027.82——Neutral
Long buildup62,700+41,32522.99+1.359.8040039.400.0028.03——Neutral
Neutral——26.210.0010.7541046.500.0028.28——Neutral
Neutral17,100+9,97523.250.005.0042054.100.0028.59——Neutral
Neutral——26.360.005.1544070.400.0029.54——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 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.