CGPOWER option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 850
Spot
820.10
Future
824.35
Forward
824.32
PCR (OI)
0.72
Puts 46.43 L / Calls 64.59 L
PCR (volume)
0.49
Puts 3,998 / Calls 8,212
Max pain
830
strike with least total payout to holders
Highest OI
900 CE · 800 PE
ΔOI calls −3.53 L · puts +850
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 216.10 | 680 | 1.00 | -6.50 | 43.57 | +850 | 850 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 690 | 1.45 | 0.00 | 35.78 | — | 26,350 | Neutral | |||
| Neutral | — | — | — | 0.00 | 170.05 | 700 | 1.75 | -0.70 | 42.37 | −12,750 | 2.38 L | Long unwinding | ||||||
| Neutral | 2,550 | — | — | 0.00 | 131.35 | 710 | 3.20 | 0.00 | 35.81 | — | 5,950 | Neutral | ||||||
| Neutral | — | — | 24.66 | 0.00 | 182.55 | 720 | 2.55 | -1.40 | 39.67 | −1,700 | 68,850 | Long unwinding | ||||||
| Neutral | — | — | 29.25 | 0.00 | 144.45 | 730 | 3.05 | -2.00 | 38.21 | +850 | 62,900 | Short buildup | ||||||
| Neutral | 850 | — | 31.03 | 0.00 | 92.45 | 740 | 3.70 | -2.75 | 36.86 | +17,850 | 2.13 L | Short buildup | ||||||
| Neutral | 11,050 | — | 32.11 | 0.00 | 66.00 | 750 | 4.65 | -3.45 | 35.89 | −22,950 | 1.31 L | Long unwinding | ||||||
| Neutral | 4,250 | — | 32.81 | 0.00 | 57.00 | 760 | 6.00 | -4.25 | 35.29 | −10,200 | 2.48 L | Long unwinding | ||||||
| Neutral | 3,400 | — | 33.31 | 0.00 | 81.50 | 770 | 7.45 | -5.30 | 34.28 | −13,600 | 62,050 | Long unwinding | ||||||
| Long buildup | 58,650 | +1,700 | 34.54 | +11.15 | 54.15 | 780 | 9.75 | -6.25 | 34.14 | −5,950 | 1.83 L | Long unwinding | ||||||
| Neutral | 42,500 | — | 23.52 | +3.85 | 40.10 | 790 | 12.35 | -7.15 | 33.72 | +22,100 | 1.60 L | Short buildup | ||||||
| Short covering | 2.91 L | −41,650 | 33.39 | +9.15 | 39.75 | 800 | 15.35 | -8.60 | 33.16 | −5,950 | 8.65 L | Neutral | ||||||
| Short covering | 2.76 L | −62,900 | 33.05 | +7.65 | 33.50 | 810 | 19.35 | -9.25 | 33.20 | −12,750 | 4.57 L | Long unwinding | ||||||
| Short covering | 4.28 L | −11,050 | 33.10 | +6.90 | 28.15 | 820 | 23.85 | -10.50 | 33.10 | +44,200 | 3.93 L | Short buildup | ||||||
| Short covering | 3.87 L | −19,550 | 33.08 | +6.05 | 23.35 | 830 | 29.00 | -11.55 | 33.07 | +11,050 | 2.91 L | Short buildup | ||||||
| Short covering | 5.83 L | −41,650 | 33.06 | +5.00 | 19.15 | 840 | 34.80 | -11.10 | 33.09 | +24,650 | 3.59 L | Short buildup | ||||||
| Short covering | 8.72 L | −56,100 | 33.01 | +4.05 | 15.50 | 850 | 40.40 | -13.45 | 32.08 | −33,150 | 2.24 L | Long unwinding | ||||||
| Short covering | 7.36 L | −25,500 | 33.04 | +3.15 | 12.45 | 860 | 49.05 | -11.50 | 34.54 | −850 | 1.22 L | Neutral | ||||||
| Short covering | 3.01 L | −78,200 | 32.78 | +2.25 | 9.70 | 870 | 58.00 | -9.00 | 37.02 | −850 | 7,650 | Long unwinding | ||||||
| Short covering | 2.30 L | −26,350 | 33.41 | +1.95 | 7.95 | 880 | 55.00 | 0.00 | 37.39 | — | 53,550 | Neutral | ||||||
| Neutral | 1.77 L | +1,700 | 34.02 | +1.65 | 6.50 | 890 | 65.70 | 0.00 | 37.68 | — | 850 | Neutral | ||||||
| Short covering | 11.72 L | −45,900 | 34.39 | +1.20 | 5.20 | 900 | 81.00 | -14.00 | 35.21 | — | 2.92 L | Neutral | ||||||
| Long buildup | 74,800 | +13,600 | 34.64 | +1.00 | 4.10 | 910 | 79.80 | 0.00 | 38.48 | — | 2,550 | Neutral | ||||||
| Long buildup | 1.65 L | +5,950 | 35.12 | +0.65 | 3.30 | 920 | 93.40 | 0.00 | 39.01 | — | 38,250 | Neutral | ||||||
| Long buildup | 21,250 | +2,550 | 35.26 | +0.35 | 2.55 | 930 | 123.70 | 0.00 | 39.61 | — | — | Neutral | ||||||
| Neutral | 1.14 L | — | 34.76 | -0.05 | 1.80 | 940 | 105.35 | 0.00 | 40.34 | — | 1.08 L | Neutral | ||||||
| Long buildup | 2.31 L | +29,750 | 36.02 | +0.15 | 1.60 | 950 | 142.50 | 0.00 | 41.18 | — | 11,900 | Neutral | ||||||
| Neutral | 4,250 | — | 35.11 | 0.00 | 2.00 | 960 | 120.90 | 0.00 | 42.14 | — | 12,750 | Neutral | ||||||
| Long unwinding | 51,000 | −850 | 36.45 | -0.05 | 0.95 | 970 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 7,650 | +4,250 | 38.64 | 0.00 | 1.00 | 980 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1,700 | — | 35.14 | 0.00 | 5.20 | 990 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 1.81 L | −2,550 | 40.35 | +0.10 | 0.75 | 1,000 | 190.00 | 0.00 | 47.21 | — | 4,250 | Neutral | ||||||
| Neutral | 30,600 | — | 41.20 | -0.50 | 0.50 | 1,020 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 850 | — | 35.23 | 0.00 | 7.00 | 1,040 | · | · | · | · | · | · | · | · | · | |||
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 6.31% (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.