CDSL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 475
Spot
1,252.00
Future
1,261.30
Forward
1,258.57
PCR (OI)
0.65
Puts 66,500 / Calls 1.02 L
PCR (volume)
0.59
Puts 151 / Calls 257
Max pain
1,240
strike with least total payout to holders
Highest OI
1,400 CE · 1,200 PE
ΔOI calls +61,275 · puts +40,375
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 38.53 | 0.00 | 255.60 | 1,040 | 18.50 | 0.00 | 32.75 | — | — | Neutral | ||||||
| Neutral | — | — | 36.99 | 0.00 | 224.25 | 1,080 | 26.55 | 0.00 | 32.67 | — | — | Neutral | ||||||
| Long buildup | 475 | +475 | 33.21 | +8.60 | 169.70 | 1,100 | 10.40 | +1.40 | 31.56 | +1,425 | 1,900 | Long buildup | ||||||
| Neutral | — | — | 35.97 | 0.00 | 195.10 | 1,120 | 13.20 | +2.20 | 31.03 | +7,600 | 10,450 | Long buildup | ||||||
| Neutral | — | — | 35.60 | 0.00 | 133.55 | 1,140 | 16.70 | -22.50 | 30.58 | +950 | 950 | Short buildup | ||||||
| Short buildup | 1,900 | +1,900 | 32.42 | -45.85 | 122.35 | 1,160 | 21.00 | +1.00 | 30.18 | +1,900 | 8,075 | Long buildup | ||||||
| Neutral | — | — | 35.05 | 0.00 | 109.10 | 1,180 | 54.35 | 0.00 | 32.41 | — | — | Neutral | ||||||
| Short buildup | 7,125 | +6,175 | 29.19 | -17.45 | 90.00 | 1,200 | 31.80 | +5.80 | 29.19 | +9,500 | 19,000 | Long buildup | ||||||
| Long buildup | 5,225 | +4,750 | 34.28 | +0.40 | 87.40 | 1,220 | 38.90 | -0.10 | 28.86 | +6,175 | 6,650 | Short buildup | ||||||
| Short buildup | 7,600 | +6,175 | 30.90 | -4.90 | 70.10 | 1,240 | 52.55 | +1.55 | 31.36 | +3,325 | 3,800 | Long buildup | ||||||
| Neutral | 950 | — | 34.42 | 0.00 | 46.90 | 1,260 | 94.05 | 0.00 | 32.04 | — | — | Neutral | ||||||
| Neutral | 3,325 | — | 34.32 | 0.00 | 55.00 | 1,280 | 60.00 | -29.65 | 24.46 | +1,425 | 3,325 | Short buildup | ||||||
| Short buildup | 22,325 | +10,925 | 30.12 | -7.40 | 41.95 | 1,300 | 85.00 | +12.00 | 31.09 | +5,700 | 7,125 | Long buildup | ||||||
| Neutral | 6,650 | — | 34.15 | 0.00 | 39.55 | 1,320 | 82.00 | 0.00 | 31.59 | — | 950 | Neutral | ||||||
| Neutral | 475 | — | 34.09 | 0.00 | 40.00 | 1,340 | 145.60 | 0.00 | 31.39 | — | — | Neutral | ||||||
| Short buildup | 10,450 | +8,075 | 30.50 | -8.20 | 24.60 | 1,360 | 149.15 | 0.00 | 31.14 | — | — | Neutral | ||||||
| Neutral | — | — | 33.98 | 0.00 | 32.15 | 1,380 | 175.20 | 0.00 | 30.84 | — | — | Neutral | ||||||
| Short buildup | 32,775 | +21,850 | 30.65 | -1.70 | 16.65 | 1,400 | 143.00 | +2.00 | 17.56 | +2,375 | 3,325 | Long buildup | ||||||
| Neutral | — | — | 33.89 | 0.00 | 24.15 | 1,420 | 206.75 | 0.00 | 30.05 | — | — | Neutral | ||||||
| Short buildup | 1,425 | +950 | 30.78 | -0.70 | 11.00 | 1,440 | 181.00 | 0.00 | 29.50 | — | 950 | Neutral | ||||||
| Neutral | 1,425 | — | 33.80 | 0.00 | 8.50 | 1,480 | 235.15 | 0.00 | 27.82 | — | — | 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 4.11% (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.