CAMS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 825

Spot

665.26

Future

665.60

Forward

665.67

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.58

Puts 21.78 L / Calls 37.66 L

PCR (volume)

0.47

Puts 3,016 / Calls 6,350

Max pain

670

strike with least total payout to holders

Highest OI

700 CE · 660 PE

ΔOI calls −6.30 L · puts −1.96 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	47.45	0.94	-0.19	0.00	201.05	560	0.45	-0.25	-0.07	-0.02	36.08	7	−2,475	22,275	Long unwinding
Neutral	—	—	—	44.47	0.93	-0.20	0.00	107.10	570	1.25	0.00	-0.06	-0.02	32.03	—	—	825	Neutral
Neutral	—	—	—	41.92	0.92	-0.22	0.00	182.90	580	1.10	-0.45	-0.13	-0.05	35.02	70	−14,850	85,800	Long unwinding
Neutral	—	—	—	39.84	0.90	-0.24	0.00	90.80	590	1.55	-1.35	-0.16	-0.06	33.93	10	+2,475	6,600	Short buildup
Neutral	2,475	—	—	38.19	0.88	-0.28	0.00	61.35	600	2.20	-1.05	-0.20	-0.09	32.95	225	−24,750	1.54 L	Long unwinding
Neutral	—	—	—	36.92	0.85	-0.32	0.00	75.80	610	3.15	-1.60	-0.24	-0.12	32.15	247	+65,175	1.68 L	Short buildup
Neutral	—	—	—	35.98	0.81	-0.37	0.00	66.70	620	4.55	-2.10	-0.30	-0.16	31.61	251	+1,650	1.06 L	Short buildup
Neutral	—	—	—	35.30	0.75	-0.41	0.00	62.25	630	6.40	-2.70	-0.35	-0.22	31.00	215	−8,250	70,950	Long unwinding
Short covering	65,175	−7,425	17	32.58	0.70	-0.42	+5.90	35.60	640	8.65	-3.60	-0.38	-0.28	30.08	381	−76,725	84,150	Long unwinding
Short covering	3.32 L	−78,375	261	28.89	0.65	-0.40	+3.35	27.00	650	11.95	-4.30	-0.42	-0.36	29.85	613	−1.37 L	1.84 L	Long unwinding
Short covering	1.98 L	−1.44 L	729	29.32	0.56	-0.44	+3.75	21.50	660	15.85	-5.55	-0.44	-0.44	29.32	577	−17,325	2.77 L	Long unwinding
Short covering	2.92 L	−19,800	1,037	29.79	0.48	-0.45	+3.20	16.90	670	21.30	-5.45	-0.45	-0.52	29.92	256	+28,875	1.82 L	Short buildup
Short covering	4.22 L	−1.28 L	893	29.68	0.40	-0.43	+2.35	12.75	680	26.65	-6.70	-0.42	-0.61	29.04	101	−10,725	1.30 L	Long unwinding
Short covering	1.78 L	−88,275	613	29.42	0.32	-0.40	+1.65	9.30	690	33.15	-7.05	-0.38	-0.69	28.68	30	−1,650	1.34 L	Long unwinding
Short covering	8.43 L	−1.19 L	1,450	29.79	0.25	-0.36	+1.20	6.90	700	41.75	-7.20	-0.38	-0.74	30.98	28	+825	2.58 L	Neutral
Short covering	1.06 L	−13,200	242	30.37	0.20	-0.32	+0.95	5.15	710	55.25	0.00	-0.29	-0.81	29.32	—	—	10,725	Neutral
Short covering	2.59 L	−47,025	466	30.62	0.15	-0.27	+0.55	3.70	720	64.10	0.00	-0.22	-0.87	28.40	—	—	52,800	Neutral
Short covering	1.96 L	−15,675	193	31.28	0.12	-0.23	+0.25	2.75	730	69.00	0.00	-0.15	-0.92	26.94	—	—	27,225	Neutral
Long buildup	2.24 L	+57,750	172	31.76	0.09	-0.19	+0.10	2.00	740	65.00	0.00	-0.06	-0.96	24.13	—	—	11,550	Neutral
Short covering	2.10 L	−18,975	129	32.96	0.07	-0.17	+0.15	1.60	750	85.95	-6.45	-0.18	-0.92	34.10	2	−1,650	61,875	Long unwinding
Short buildup	64,350	+825	18	32.75	0.05	-0.13	-0.05	1.05	760	78.20	0.00	—	—	—	—	—	39,600	Neutral
Short covering	1.27 L	−7,425	79	35.91	0.05	-0.14	+0.25	1.15	770	90.70	0.00	—	—	—	—	—	3,300	Neutral
Short buildup	66,825	+4,950	13	35.11	0.03	-0.10	-0.05	0.70	780	124.00	0.00	—	—	—	—	—	14,850	Neutral
Long unwinding	1.80 L	−6,600	38	38.13	0.03	-0.08	-0.05	0.55	800	134.40	+16.05	-0.05	-0.98	36.94	3	+825	90,750	Neutral

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 4.94% (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.