CDSL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 475
Spot
1,252.00
Future
1,269.00
Forward
1,269.00
PCR (OI)
0.33
Puts 475 / Calls 1,425
PCR (volume)
—
Puts 1 / Calls —
Max pain
1,160
strike with least total payout to holders
Highest OI
1,280 CE · 1,160 PE
ΔOI calls +— · puts +475
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 32.03 | 0.00 | 220.45 | 1,040 | 22.40 | 0.00 | 33.24 | — | — | Neutral | ||||||
| Neutral | — | — | 32.70 | 0.00 | 163.20 | 1,120 | 43.90 | 0.00 | 33.23 | — | — | Neutral | ||||||
| Neutral | — | — | 32.85 | 0.00 | 138.40 | 1,160 | 29.05 | -29.40 | 30.55 | +475 | 475 | Short buildup | ||||||
| Neutral | — | — | 32.95 | 0.00 | 116.25 | 1,200 | 75.70 | 0.00 | 33.21 | — | — | Neutral | ||||||
| Neutral | — | — | 33.02 | 0.00 | 96.70 | 1,240 | 95.55 | 0.00 | 33.20 | — | — | Neutral | ||||||
| Neutral | 950 | — | 33.06 | 0.00 | 73.00 | 1,280 | 118.00 | 0.00 | 33.18 | — | — | Neutral | ||||||
| Neutral | 475 | — | 33.10 | 0.00 | 58.00 | 1,320 | 142.80 | 0.00 | 33.15 | — | — | Neutral | ||||||
| Neutral | — | — | 33.12 | 0.00 | 52.85 | 1,360 | 169.85 | 0.00 | 33.11 | — | — | Neutral | ||||||
| Neutral | — | — | 33.14 | 0.00 | 42.55 | 1,400 | 198.95 | 0.00 | 33.06 | — | — | Neutral | ||||||
| Neutral | — | — | 33.15 | 0.00 | 34.00 | 1,440 | 229.80 | 0.00 | 32.98 | — | — | 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 4.11% (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.