haylaavo

BSE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 200

Spot
3,490.00
Future
3,536.60
Forward
3,536.60
PCR (OI)
0.00
Puts — / Calls 200
PCR (volume)
—
Puts — / Calls —
Max pain
3,000
strike with least total payout to holders
Highest OI
3,500 CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
01002003,0003,3002003,5003,7004,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——42.220.00622.053,000134.650.0042.16——Neutral
Neutral——42.190.00496.653,200206.150.0042.17——Neutral
Neutral——42.180.00441.103,300249.050.0042.17——Neutral
Neutral——42.180.00390.253,400296.650.0042.18——Neutral
Neutral200—42.170.00268.003,500348.800.0042.18——Neutral
Neutral——42.170.00302.053,600405.400.0042.19——Neutral
Neutral——42.160.00264.353,700466.150.0042.20——Neutral
Neutral——42.160.00230.603,800530.850.0042.21——Neutral
Neutral——42.160.00173.854,000671.000.0042.23——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 6.05% (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.