CDSL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 475

Spot

1,252.00

Future

1,256.20

Forward

1,256.69

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.76

Puts 48.87 L / Calls 64.61 L

PCR (volume)

0.31

Puts 14,937 / Calls 47,539

Max pain

1,260

strike with least total payout to holders

Highest OI

1,300 CE · 1,260 PE

ΔOI calls +14.96 L · puts +5.88 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	475	—	3	43.78	0.99	-0.08	+58.55	256.70	1,000	0.90	-0.15	-0.14	-0.02	46.28	78	−25,175	70,775	Long unwinding
Neutral	—	—	—	—	—	—	0.00	377.35	1,040	1.45	+0.20	-0.20	-0.03	42.57	20	−1,425	96,900	Short covering
·	·	·	·	·	·	·	·	·	1,060	1.60	-0.40	-0.21	-0.03	39.64	7	+2,850	14,725	Short buildup
Neutral	1,425	—	—	28.00	0.99	-0.04	0.00	101.75	1,080	2.05	-0.60	-0.25	-0.04	37.74	120	+20,425	2.13 L	Short buildup
Neutral	3,325	—	—	30.52	0.97	-0.14	0.00	180.00	1,100	3.10	-0.25	-0.32	-0.06	37.15	677	+93,575	3.72 L	Short buildup
Neutral	—	—	—	31.56	0.94	-0.25	0.00	307.45	1,120	4.15	-0.30	-0.39	-0.08	35.61	200	+31,350	1.12 L	Short buildup
Long unwinding	39,425	−950	2	65.52	0.76	-1.45	-3.00	147.00	1,140	5.95	0.00	-0.48	-0.11	34.76	741	+44,650	2.02 L	Neutral
Long unwinding	13,775	−475	13	—	—	—	-42.35	95.90	1,160	8.25	+0.10	-0.56	-0.15	33.69	864	−7,600	2.35 L	Short covering
Neutral	1.17 L	+950	20	32.22	0.80	-0.63	-17.25	87.50	1,180	11.50	+0.10	-0.66	-0.20	32.83	789	+15,200	1.93 L	Long buildup
Long unwinding	5.63 L	−7,600	261	31.72	0.74	-0.73	-13.95	72.10	1,200	15.95	+0.80	-0.75	-0.26	32.13	2,093	+26,600	6.03 L	Long buildup
Neutral	1.99 L	−950	125	31.45	0.67	-0.81	-15.30	58.30	1,220	21.60	+1.65	-0.81	-0.33	31.36	1,404	+16,625	2.31 L	Long buildup
Short buildup	2.56 L	+82,650	1,358	31.04	0.58	-0.86	-9.45	45.90	1,240	29.50	+3.55	-0.87	-0.41	31.25	1,675	+18,050	2.56 L	Long buildup
Short buildup	5.94 L	+2.27 L	4,368	30.83	0.50	-0.88	-8.85	35.40	1,260	38.70	+3.35	-0.88	-0.50	30.83	3,261	+2.22 L	6.90 L	Long buildup
Short buildup	7.60 L	+3.76 L	8,239	30.75	0.42	-0.86	-8.85	26.75	1,280	50.60	+5.40	-0.87	-0.58	31.26	1,796	+94,525	2.55 L	Long buildup
Short buildup	12.80 L	+3.08 L	13,343	30.84	0.34	-0.80	-7.05	19.90	1,300	62.65	+7.90	-0.79	-0.66	30.42	926	+9,025	5.44 L	Long buildup
Short buildup	3.04 L	+1.16 L	3,953	30.98	0.27	-0.73	-5.95	14.55	1,320	78.65	+13.45	-0.75	-0.73	31.93	215	+23,275	36,575	Long buildup
Short buildup	2.85 L	+26,125	3,746	31.43	0.21	-0.64	-4.45	10.70	1,340	93.40	+14.20	-0.62	-0.79	30.95	25	+1,425	38,950	Long buildup
Short buildup	3.10 L	+1.09 L	3,481	31.82	0.16	-0.55	-3.05	7.75	1,360	140.00	0.00	-0.61	-0.82	33.69	—	—	29,450	Neutral
Short buildup	3.08 L	+66,025	1,935	32.36	0.12	-0.47	-2.35	5.65	1,380	130.00	+20.00	-0.53	-0.86	34.46	1	−475	13,775	Short covering
Short buildup	6.77 L	+91,675	4,571	33.10	0.09	-0.39	-1.80	4.20	1,400	145.00	+10.55	-0.22	-0.94	28.01	27	+475	4.91 L	Neutral
Short buildup	1.43 L	+11,400	616	33.76	0.07	-0.33	-0.85	3.10	1,420	146.00	0.00	-0.32	-0.93	34.10	—	—	9,025	Neutral
Long unwinding	2.23 L	−2,850	837	34.75	0.06	-0.28	-0.80	2.40	1,440	170.00	0.00	-0.25	-0.94	34.35	—	—	92,625	Neutral
Short buildup	3.83 L	+94,050	668	37.23	0.04	-0.22	-0.50	1.60	1,480	235.00	+17.00	-0.93	-0.86	59.62	18	+2,850	86,450	Long 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 4.11% (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.