haylaavo

CGPOWER option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 850

Spot
820.10
Future
829.50
Forward
829.50
PCR (OI)
0.73
Puts 22,950 / Calls 31,450
PCR (volume)
0.04
Puts 1 / Calls 26
Max pain
840
strike with least total payout to holders
Highest OI
840 CE · 940 PE
ΔOI calls +14,450 · puts +850
Open interest by strike
CallsPuts│ ATM┊ Max pain
09,77519,55068073077081019,55085089010,200940
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——30.840.00197.456809.450.0035.80——Neutral
Neutral——32.350.00180.8570012.550.0035.83——Neutral
——32.83—144.8071011.70—35.86——
Neutral——33.190.00164.9572016.350.0035.88——Neutral
——33.48—129.1573015.80—35.90——
Neutral——33.710.00149.8574024.050.0035.92—850Neutral
Neutral——33.910.00114.4075020.900.0035.94——Neutral
Neutral——34.070.00135.5076018.000.0035.97—5,950Neutral
Neutral——34.210.00100.6577026.900.0036.00——Neutral
Neutral——34.320.00122.0078019.000.0036.03—850Neutral
Neutral——34.420.0087.9579034.000.0036.07——Neutral
Neutral——34.510.00109.4080027.85-11.7532.11+850850Short buildup
Neutral850—27.65+1.0045.8581028.000.0036.15—3,400Neutral
Neutral——34.650.0097.6582047.600.0036.20——Neutral
Neutral——34.700.0065.8583051.450.0036.24——Neutral
Long buildup19,550+14,45030.86+6.3035.2084047.050.0036.30—850Neutral
Neutral——34.800.0056.4085061.800.0036.35——Neutral
Neutral5,100—34.840.0022.2086066.250.0036.42——Neutral
Neutral——34.880.0048.0087073.200.0036.49——Neutral
Neutral——34.910.0067.8588076.900.0036.57——Neutral
Neutral850—34.940.0016.9089085.550.0036.67——Neutral
Neutral——34.970.0059.6590088.400.0036.76——Neutral
Neutral——34.990.0034.1591098.850.0036.87——Neutral
Neutral1,700—35.010.0014.05920100.700.0036.99——Neutral
Neutral1,700—35.050.0014.40940131.500.0037.27—10,200Neutral
Neutral——35.090.0039.60960127.450.0037.62——Neutral
Neutral1,700—35.130.005.251,000·········

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.