haylaavo

BOSCHLTD option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 25

Spot
48,100.00
Future
48,245.00
Forward
48,259.22
PCR (OI)
0.95
Puts 96,350 / Calls 1.02 L
PCR (volume)
0.36
Puts 2,720 / Calls 7,525
Max pain
46,000
strike with least total payout to holders
Highest OI
51,000 CE · 44,000 PE
ΔOI calls +15,700 · puts +6,650
Open interest by strike
CallsPuts│ ATM┊ Max pain
08,362.516,72541,00043,00016,72545,00047,00049,00013,65051,00054,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········39,00013.60-5.0538.24−2003,175Long unwinding
·········39,50017.20-3.5537.34—175Neutral
Neutral———0.009,623.9040,00026.00-9.9037.41−2005,375Long unwinding
·········40,50029.00-15.3035.84+25475Short buildup
Neutral175——0.004,800.0041,00038.00-28.6035.17−3255,750Long unwinding
·········41,50031.00-19.0531.86−25200Long unwinding
Neutral100——+2,270.806,200.0042,00063.10-49.9033.66+27514,700Short buildup
Neutral——26.480.004,483.5042,500120.000.0027.94—750Neutral
Neutral25—27.020.002,460.0043,000114.35-77.9032.89−25011,450Long unwinding
Neutral175—27.330.001,821.5543,500149.05-96.3032.36+50800Short buildup
Neutral12,100—31.89+545.354,446.5044,000197.75-128.8532.06−20016,725Long unwinding
Neutral1,750—27.640.003,489.7044,500260.25-154.6031.80+3751,975Short buildup
Long buildup2,650+42532.91+1,007.553,632.4045,000334.50-183.5531.42+6256,800Short buildup
Neutral1,100—31.64+500.003,200.0045,500444.50-197.2031.62+252,775Neutral
Short covering4,200−30029.52+667.752,750.0046,000549.55-270.3031.04+1,2006,200Short buildup
Neutral1,625—25.27+474.852,230.0046,500683.55-315.8030.69+8004,375Short buildup
Short covering7,450−47530.67+528.102,113.0547,000846.55-368.9030.45+1,1006,325Short buildup
Long buildup3,375+10030.23+485.851,794.4047,5001,057.55-378.2030.70+8002,825Short buildup
Long buildup10,075+90030.39+440.101,530.1548,0001,271.35-504.3530.39+1,7503,175Short buildup
Long buildup2,350+90030.49+395.651,292.0048,5001,527.00-2,249.7530.37+825825Short buildup
Long buildup4,275+1,00030.33+333.701,069.5549,0001,846.75-553.2531.15−3001,200Long unwinding
Long buildup500+10030.48+290.95888.3549,5004,474.300.0027.86——Neutral
Neutral8,250−2530.63+247.90732.4050,0003,533.050.0027.85——Neutral
Long buildup2,675+42530.73+221.30596.8550,5005,226.000.0027.82——Neutral
Long buildup13,650+9,70031.00+174.60488.7051,0004,109.000.0027.79——Neutral
Long buildup1,750+60031.26+157.50398.1051,5006,018.400.0027.74——Neutral
Long buildup2,700+52531.39+139.30318.6552,0004,729.700.0027.68——Neutral
Short covering4,675−42531.85+90.20204.8553,0005,392.550.0027.48——Neutral
Long buildup12,525+92532.23+57.40128.1554,0006,094.750.0027.08——Neutral
Long buildup3,625+1,32533.08+34.0584.6555,0006,745.00-91.0024.84+300300Short buildup

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 2.83% (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.