haylaavo

CHOLAFIN option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 625

Spot
1,624.40
Future
1,643.70
Forward
1,643.70
PCR (OI)
3.38
Puts 27,500 / Calls 8,125
PCR (volume)
0.83
Puts 5 / Calls 6
Max pain
1,600
strike with least total payout to holders
Highest OI
1,600 CE · 1,540 PE
ΔOI calls +1,250 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
05,937.511,8751,3201,4201,50011,8751,5806,8751,6601,7401,840
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.00379.301,28013.250.0034.15——Neutral
Neutral——23.760.00345.151,32018.500.0034.17——Neutral
Neutral——28.810.00312.401,36025.150.0034.22——Neutral
Neutral——29.790.00153.951,38050.000.0034.24——Neutral
Neutral——30.500.00281.251,40033.400.0034.26—625Neutral
Neutral——31.000.00129.901,42065.500.0034.28——Neutral
Neutral——31.410.00251.851,44016.000.0034.31——Neutral
Neutral——31.710.00108.451,46083.600.0034.34——Neutral
Neutral——31.970.00224.151,48031.95-53.0537.38−625625Long unwinding
Neutral——32.170.0089.601,50030.000.0034.40—625Neutral
Neutral——32.350.00198.501,52068.950.0034.44——Neutral
Neutral——32.490.0073.301,54055.00-11.0039.48+62511,875Short buildup
Neutral——32.610.00174.851,56084.650.0034.52——Neutral
Neutral——32.710.0059.401,580153.300.0034.57——Neutral
Neutral6,875—32.800.0074.001,60050.00-16.0027.50−6256,875Long unwinding
Neutral——32.880.0047.701,620181.150.0034.68——Neutral
Short buildup625+62528.89-57.7075.751,640122.150.0034.75——Neutral
Long buildup625+62523.10+13.7551.751,660211.000.0034.82——Neutral
Neutral——33.060.00115.701,680143.800.0034.90——Neutral
Neutral——33.110.0029.951,700242.500.0034.99——Neutral
Neutral——33.150.0099.801,720167.300.0035.09——Neutral
Neutral——33.190.0023.401,740275.550.0035.19——Neutral
Neutral——33.220.0085.701,760192.600.0035.31——Neutral
Neutral——33.250.0018.151,780309.850.0035.45——Neutral
Neutral——33.280.0073.201,800180.00-7.5029.88+6256,875Short buildup
Neutral——33.330.0062.301,840248.000.0035.96——Neutral
Neutral——33.370.0052.851,880278.000.0036.40——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 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.