CHOLAFIN option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 625
Spot
1,624.40
Future
1,632.00
Forward
1,631.00
PCR (OI)
0.93
Puts 30.59 L / Calls 32.79 L
PCR (volume)
0.74
Puts 5,239 / Calls 7,043
Max pain
1,560
strike with least total payout to holders
Highest OI
1,600 CE · 1,500 PE
ΔOI calls +70,625 · puts +1.49 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,200 | 0.60 | 0.00 | 37.40 | — | 6,875 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,240 | 0.50 | 0.00 | 33.63 | — | 32,500 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,260 | 0.50 | 0.00 | 33.46 | — | 36,250 | Neutral | |||
| Neutral | — | — | — | 0.00 | 614.90 | 1,280 | 0.45 | -0.10 | 42.78 | −1,875 | 20,000 | Long unwinding | ||||||
| Neutral | 3,750 | — | — | 0.00 | 302.75 | 1,300 | 0.75 | -0.30 | 43.15 | −1,875 | 35,000 | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 517.65 | 1,320 | 0.50 | -0.60 | 38.43 | −1,250 | 30,000 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 1,340 | 1.50 | 0.00 | 33.91 | — | 13,750 | Neutral | |||
| Neutral | — | — | — | 0.00 | 539.55 | 1,360 | 0.95 | -0.45 | 36.81 | −58,750 | 84,375 | Long unwinding | ||||||
| Neutral | 3,125 | — | — | 0.00 | 106.95 | 1,380 | 1.25 | -0.35 | 35.77 | −625 | 35,625 | Long unwinding | ||||||
| Neutral | 30,000 | −625 | — | 0.00 | 215.00 | 1,400 | 1.60 | -1.80 | 34.56 | −5,000 | 1.79 L | Long unwinding | ||||||
| Neutral | 10,000 | — | 30.44 | 0.00 | 158.40 | 1,420 | 2.00 | -2.50 | 33.20 | −3,750 | 1.25 L | Long unwinding | ||||||
| Neutral | 48,750 | — | 31.45 | 0.00 | 182.20 | 1,440 | 2.90 | -3.05 | 32.79 | +5,000 | 1.05 L | Short buildup | ||||||
| Short covering | 47,500 | −1,250 | 30.55 | +12.15 | 173.50 | 1,460 | 3.85 | -4.25 | 31.85 | +31,875 | 1.78 L | Short buildup | ||||||
| Neutral | 50,000 | — | 30.22 | +22.70 | 155.05 | 1,480 | 5.20 | -5.50 | 31.06 | −3,125 | 90,000 | Long unwinding | ||||||
| Short covering | 2.99 L | −5,000 | 28.25 | +29.95 | 135.95 | 1,500 | 7.10 | -7.15 | 30.43 | +15,625 | 5.11 L | Short buildup | ||||||
| Neutral | 1.16 L | — | — | +18.70 | 110.00 | 1,520 | 9.70 | -8.95 | 29.92 | −10,625 | 1.46 L | Long unwinding | ||||||
| Short covering | 3.52 L | −13,750 | 29.76 | +24.50 | 104.05 | 1,540 | 13.30 | -10.95 | 29.63 | −18,125 | 3.28 L | Long unwinding | ||||||
| Short covering | 2.02 L | −13,750 | 27.24 | +21.10 | 86.00 | 1,560 | 17.55 | -13.40 | 29.08 | +26,875 | 2.39 L | Short buildup | ||||||
| Short covering | 91,875 | −3,750 | 27.65 | +18.65 | 72.45 | 1,580 | 23.20 | -15.55 | 28.77 | +41,875 | 1.49 L | Short buildup | ||||||
| Long buildup | 3.73 L | +14,375 | 28.66 | +18.45 | 61.25 | 1,600 | 29.80 | -18.60 | 28.26 | +7,500 | 2.86 L | Short buildup | ||||||
| Short covering | 2.24 L | −63,125 | 28.35 | +15.75 | 49.60 | 1,620 | 38.65 | -20.35 | 28.35 | +95,625 | 2.18 L | Short buildup | ||||||
| Long buildup | 1.95 L | +48,125 | 28.07 | +13.25 | 39.40 | 1,640 | 47.85 | -23.25 | 27.74 | +28,750 | 1.09 L | Short buildup | ||||||
| Short covering | 1.09 L | −32,500 | 27.93 | +11.15 | 30.85 | 1,660 | 64.45 | -45.05 | 31.03 | +1,250 | 1,250 | Short buildup | ||||||
| Long buildup | 1.59 L | +76,875 | 27.63 | +8.70 | 23.45 | 1,680 | 98.00 | 0.00 | 34.38 | — | 2,500 | Neutral | ||||||
| Long buildup | 2.88 L | +10,000 | 27.68 | +7.05 | 17.85 | 1,700 | 104.00 | +0.65 | 40.25 | −625 | 43,125 | Short covering | ||||||
| Long buildup | 73,125 | +9,375 | 27.55 | +5.35 | 13.15 | 1,720 | 116.00 | -36.00 | 38.75 | — | 11,875 | Neutral | ||||||
| Long buildup | 1.21 L | +6,875 | 27.59 | +3.95 | 9.65 | 1,740 | 115.05 | -89.95 | 24.21 | +625 | 5,625 | Short buildup | ||||||
| Long buildup | 1.27 L | +12,500 | 27.85 | +2.95 | 7.15 | 1,760 | 306.00 | 0.00 | 34.88 | — | 4,375 | Neutral | ||||||
| Long buildup | 16,250 | +7,500 | 27.97 | +1.20 | 5.15 | 1,780 | 186.35 | 0.00 | 35.08 | — | — | Neutral | ||||||
| Long buildup | 2.79 L | +16,250 | 28.25 | +1.40 | 3.75 | 1,800 | 174.00 | -13.50 | 31.35 | −625 | 26,250 | Long unwinding | ||||||
| Long buildup | 8,125 | +5,000 | 30.46 | +1.75 | 2.60 | 1,840 | 265.50 | 0.00 | 36.05 | — | 2,500 | Neutral | ||||||
| Long unwinding | 33,750 | −1,250 | 29.39 | -0.60 | 1.00 | 1,880 | 408.00 | 0.00 | 37.14 | — | 1,875 | Neutral | ||||||
| Short covering | 21,250 | −1,250 | 34.56 | +0.10 | 1.35 | 1,920 | 315.85 | 0.00 | 38.73 | — | 2,500 | 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 7.24% (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.