haylaavo

BRITANNIA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 125

Spot
4,635.02
Future
4,650.00
Forward
4,650.00
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.513,8004,1004,3004,5004,7004,9005,1005,400
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——36.620.00829.403,80010.750.0019.45——Neutral
Neutral——31.190.00649.954,00028.200.0019.25——Neutral
Neutral——29.000.00566.054,10042.750.0019.14——Neutral
Neutral——27.210.00487.204,20062.350.0019.00——Neutral
Neutral——25.800.00414.254,30087.850.0018.82——Neutral
Neutral——24.720.00347.454,400119.500.0018.61——Neutral
Neutral——23.900.00287.754,500158.300.0018.34——Neutral
Neutral——23.280.00235.154,600204.100.0017.99——Neutral
Neutral——22.800.00189.554,700257.000.0017.54——Neutral
Neutral——22.440.00150.754,800316.650.0016.91——Neutral
Neutral——22.150.00118.304,900382.650.0016.01——Neutral
Neutral——21.930.0091.855,000454.650.0014.53——Neutral
Neutral——21.750.0070.105,100531.400.0011.03——Neutral
Neutral——21.600.0052.955,200612.650.00———Neutral
Neutral——21.370.0029.055,400785.700.00———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 4.26% (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.