haylaavo

CAMS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 825

Spot
665.26
Future
668.85
Forward
668.85
PCR (OI)
2.00
Puts 9,900 / Calls 4,950
PCR (volume)
3.00
Puts 3 / Calls 1
Max pain
670
strike with least total payout to holders
Highest OI
670 CE · 660 PE
ΔOI calls +825 · puts +825
Open interest by strike
CallsPuts│ ATM┊ Max pain
03,3006,6005605906206506,6001,650680710740770
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——37.460.00123.955609.700.0032.02——Neutral
Neutral——36.690.00119.455705.900.0031.99——Neutral
Neutral——36.060.00108.3558013.850.0031.93——Neutral
Neutral——35.550.00102.955909.150.0031.90——Neutral
Neutral——35.120.0093.9560019.150.0031.85——Neutral
Neutral——34.780.0087.6061013.600.0031.82——Neutral
Neutral——34.500.0080.6562025.550.0031.76——Neutral
Neutral——34.270.0073.5563019.300.0031.69——Neutral
Neutral——34.070.0068.6564033.300.0031.63——Neutral
Neutral——33.910.0060.9565026.500.0031.56——Neutral
Neutral825—33.770.0057.9566032.000.0031.46—6,600Neutral
Neutral1,650—33.650.0027.1567031.55-3.6029.60+825825Short buildup
Neutral——33.560.0048.4568039.000.0031.25—825Neutral
Neutral——33.480.0040.2069045.300.0031.13——Neutral
Neutral825—33.400.0013.4570039.900.0030.97—825Neutral
Neutral——33.330.0032.0071056.900.0030.79——Neutral
Neutral——33.270.0019.0072047.000.0030.59—825Neutral
Short buildup825+82528.79-15.1510.0073069.850.0030.34——Neutral
Neutral——33.180.0027.0074090.150.0030.05——Neutral
Neutral825—33.140.007.0075084.000.0029.69——Neutral
Neutral——33.100.0021.90760104.750.0029.26——Neutral
Neutral——33.080.0015.0077099.250.0028.69——Neutral
Neutral——33.040.0017.65780120.200.0027.98——Neutral
Neutral——33.010.0014.05800136.350.0025.55——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 4.94% (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.