CGPOWER option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 850

Spot

820.10

Future

829.00

Forward

829.00

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

—

Puts — / Calls —

PCR (volume)

—

Puts — / Calls —

Max pain

—

strike with least total payout to holders

Highest OI

— CE · — PE

ΔOI calls +— · puts +—

Open interest by strike

CallsPuts│ ATM

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
	—	—	—	38.12	0.87	-0.15	—	177.95	680	12.05	—	-0.15	-0.10	35.19	—	—	—
Neutral	—	—	—	37.20	0.80	-0.21	0.00	146.85	720	20.35	0.00	-0.21	-0.18	35.15	—	—	—	Neutral
Neutral	—	—	—	36.90	0.76	-0.24	0.00	132.55	740	25.70	0.00	-0.24	-0.22	35.12	—	—	—	Neutral
Neutral	—	—	—	36.67	0.71	-0.27	0.00	119.05	760	31.90	0.00	-0.27	-0.27	35.08	—	—	—	Neutral
Neutral	—	—	—	36.50	0.66	-0.29	0.00	106.45	780	39.00	0.00	-0.29	-0.32	35.05	—	—	—	Neutral
Neutral	—	—	—	36.36	0.61	-0.31	0.00	94.80	800	47.05	0.00	-0.30	-0.38	35.00	—	—	—	Neutral
Neutral	—	—	—	36.26	0.55	-0.32	0.00	84.05	820	56.00	0.00	-0.31	-0.43	34.96	—	—	—	Neutral
Neutral	—	—	—	36.17	0.50	-0.33	0.00	74.25	840	65.85	0.00	-0.31	-0.49	34.90	—	—	—	Neutral
Neutral	—	—	—	36.09	0.44	-0.33	0.00	65.30	860	76.60	0.00	-0.31	-0.55	34.83	—	—	—	Neutral
Neutral	—	—	—	36.03	0.39	-0.32	0.00	57.20	880	88.20	0.00	-0.30	-0.60	34.75	—	—	—	Neutral
Neutral	—	—	—	35.98	0.34	-0.31	0.00	49.90	900	100.60	0.00	-0.28	-0.65	34.66	—	—	—	Neutral
Neutral	—	—	—	35.94	0.30	-0.29	0.00	43.35	920	113.75	0.00	-0.26	-0.70	34.55	—	—	—	Neutral
Neutral	—	—	—	35.88	0.22	-0.25	0.00	32.45	960	142.25	0.00	-0.20	-0.78	34.28	—	—	—	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 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.