CIPLA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 425
Spot
1,386.93
Future
1,383.50
Forward
1,382.56
PCR (OI)
0.90
Puts 36.36 L / Calls 40.25 L
PCR (volume)
0.47
Puts 3,568 / Calls 7,679
Max pain
1,360
strike with least total payout to holders
Highest OI
1,400 CE · 1,300 PE
ΔOI calls +2.46 L · puts −19,550
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,120 | 0.30 | -0.20 | 36.64 | — | 2,975 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,140 | 3.45 | 0.00 | 24.50 | — | 850 | Neutral | |||
| Neutral | — | — | 58.27 | 0.00 | 282.35 | 1,160 | 4.00 | 0.00 | 22.44 | — | 425 | Neutral | ||||||
| Neutral | 1,275 | — | 54.02 | 0.00 | 180.65 | 1,180 | 0.45 | -0.55 | 30.04 | −425 | 14,025 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 1,190 | 0.75 | 0.00 | 19.38 | — | 16,575 | Neutral | |||
| Neutral | 8,925 | — | 49.81 | 0.00 | 169.95 | 1,200 | 1.00 | 0.00 | 30.78 | −15,300 | 80,325 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 1,210 | 1.00 | 0.00 | 19.56 | — | 25,500 | Neutral | |||
| Neutral | — | — | 45.64 | 0.00 | 227.85 | 1,220 | 1.45 | +0.45 | 29.62 | −2,125 | 49,725 | Short covering | ||||||
| · | · | · | · | · | · | · | · | · | 1,230 | 1.15 | -0.25 | 26.85 | — | 2.62 L | Neutral | |||
| Neutral | — | — | 41.56 | 0.00 | 210.55 | 1,240 | 2.30 | +0.35 | 29.02 | — | 34,000 | Neutral | ||||||
| Neutral | — | — | 39.60 | 0.00 | 149.30 | 1,250 | 1.95 | -0.25 | 26.35 | −6,375 | 3.06 L | Long unwinding | ||||||
| Neutral | — | — | 37.70 | 0.00 | 193.75 | 1,260 | 2.55 | -0.45 | 26.19 | +2,125 | 1.06 L | Short buildup | ||||||
| Neutral | 15,300 | — | 35.88 | 0.00 | 83.80 | 1,270 | 3.05 | -0.40 | 25.52 | +2,550 | 36,550 | Short buildup | ||||||
| Neutral | 8,500 | — | 34.16 | 0.00 | 81.50 | 1,280 | 3.80 | -0.65 | 25.12 | +10,200 | 3.66 L | Short buildup | ||||||
| Neutral | 11,900 | — | 32.56 | 0.00 | 68.45 | 1,290 | 3.65 | -2.00 | 22.97 | −3,400 | 76,500 | Long unwinding | ||||||
| Short covering | 1.11 L | −2,975 | 22.95 | +0.55 | 87.20 | 1,300 | 5.80 | -1.05 | 24.27 | −17,425 | 7.10 L | Long unwinding | ||||||
| Neutral | 4,675 | — | 29.79 | 0.00 | 68.95 | 1,310 | 7.10 | -1.30 | 23.81 | −5,525 | 65,025 | Long unwinding | ||||||
| Short buildup | 49,300 | +850 | 22.20 | -0.20 | 70.00 | 1,320 | 8.75 | -1.35 | 23.46 | −36,550 | 1.46 L | Long unwinding | ||||||
| Long unwinding | 38,675 | −4,250 | 20.95 | -1.55 | 61.00 | 1,330 | 10.45 | -1.80 | 22.84 | +3,825 | 1.10 L | Short buildup | ||||||
| Neutral | 1.18 L | — | 22.80 | +1.10 | 55.55 | 1,340 | 12.90 | -1.85 | 22.61 | −3,825 | 2.07 L | Long unwinding | ||||||
| Long buildup | 1.83 L | +8,075 | 22.35 | +0.35 | 48.20 | 1,350 | 15.60 | -2.10 | 22.24 | −425 | 2.00 L | Neutral | ||||||
| Long buildup | 2.08 L | +24,225 | 21.78 | +0.40 | 41.15 | 1,360 | 18.75 | -2.35 | 21.86 | +1,700 | 1.57 L | Short buildup | ||||||
| Long unwinding | 1.97 L | −13,175 | 21.36 | -0.45 | 34.75 | 1,370 | 22.40 | -2.40 | 21.49 | +3,825 | 1.67 L | Short buildup | ||||||
| Short buildup | 2.32 L | +53,550 | 21.17 | -0.30 | 29.20 | 1,380 | 26.65 | -2.35 | 21.17 | +24,650 | 1.18 L | Short buildup | ||||||
| Short buildup | 87,125 | +19,550 | 20.91 | -0.55 | 24.10 | 1,390 | 31.50 | -2.35 | 20.89 | +11,050 | 30,600 | Short buildup | ||||||
| Neutral | 7.05 L | −4,250 | 20.62 | -0.20 | 19.55 | 1,400 | 36.85 | -2.15 | 20.54 | +11,050 | 98,600 | Short buildup | ||||||
| Long unwinding | 84,150 | −2,550 | 20.39 | -0.35 | 15.65 | 1,410 | 56.30 | 0.00 | 16.00 | — | 11,900 | Neutral | ||||||
| Short buildup | 1.42 L | +17,000 | 20.16 | -0.55 | 12.30 | 1,420 | 85.00 | 0.00 | 15.11 | — | 13,600 | Neutral | ||||||
| Long unwinding | 70,975 | −7,650 | 19.90 | -0.75 | 9.45 | 1,430 | 58.00 | -13.80 | 21.07 | +850 | 20,825 | Short buildup | ||||||
| Short buildup | 1.80 L | +9,775 | 20.06 | -0.30 | 7.50 | 1,440 | 95.95 | 0.00 | 11.35 | — | 34,000 | Neutral | ||||||
| Short buildup | 1.92 L | +15,300 | 19.61 | -0.55 | 5.40 | 1,450 | 96.00 | 0.00 | — | — | 10,625 | Neutral | ||||||
| Short buildup | 1.99 L | +1.07 L | 19.51 | -0.50 | 4.00 | 1,460 | 117.55 | 0.00 | — | — | 5,525 | Neutral | ||||||
| Neutral | 2.40 L | +425 | 19.58 | -0.50 | 3.00 | 1,470 | 141.70 | 0.00 | — | — | 9,350 | Neutral | ||||||
| Neutral | 5.63 L | +425 | 19.79 | -0.30 | 2.30 | 1,480 | 145.00 | 0.00 | — | — | 24,225 | Neutral | ||||||
| Neutral | 3,400 | — | 20.24 | -0.20 | 1.85 | 1,490 | 117.65 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 3.06 L | +25,500 | 20.56 | -0.30 | 1.45 | 1,500 | 154.00 | 0.00 | — | — | 65,025 | Neutral | ||||||
| Neutral | 40,800 | — | 20.59 | -0.15 | 0.75 | 1,520 | 170.00 | 0.00 | — | — | 55,675 | Neutral | ||||||
| Neutral | 24,225 | — | 22.91 | -0.25 | 0.75 | 1,540 | 200.00 | 0.00 | — | — | 425 | Neutral | ||||||
| Neutral | — | — | 21.67 | 0.00 | 32.30 | 1,560 | 147.10 | 0.00 | — | — | — | Neutral | ||||||
| — | — | 21.59 | — | 27.65 | 1,580 | 162.15 | — | — | — | — | ||||||||
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 4.75% (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.