haylaavo

CHOLAFIN option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 300

Spot
1,624.40
Future
1,647.00
Forward
1,647.00
PCR (OI)
—
Puts 600 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
1,600
strike with least total payout to holders
Highest OI
— CE · 1,600 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
03006001,2801,4001,4801,5606001,6401,7201,800
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——34.260.00242.101,28033.300.0033.90——Neutral
Neutral——33.940.00186.901,36056.900.0033.93——Neutral
Neutral——33.880.00162.601,40072.000.0033.94——Neutral
Neutral——33.830.00140.501,44089.300.0033.95——Neutral
Neutral——33.810.00120.651,480108.800.0033.97——Neutral
Neutral——33.790.00102.901,520130.450.0033.99——Neutral
Neutral——33.780.0087.251,560154.150.0034.01——Neutral
Neutral——33.780.0073.501,60080.000.0034.04—600Neutral
Neutral——33.770.0061.601,640207.250.0034.07——Neutral
Neutral——33.770.0051.351,680236.450.0034.12——Neutral
Neutral——33.770.0042.601,720267.050.0034.17——Neutral
Neutral——33.770.0035.101,760298.950.0034.23——Neutral
Neutral——33.780.0028.801,800332.050.0034.30——Neutral
Neutral——33.770.0023.551,840366.150.0034.39——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.