CIPLA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 425

Spot

1,386.93

Future

1,390.00

Forward

1,390.00

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.56

Puts 9,775 / Calls 17,425

PCR (volume)

0.67

Puts 14 / Calls 21

Max pain

1,350

strike with least total payout to holders

Highest OI

1,380 CE · 1,380 PE

ΔOI calls +8,925 · puts +5,525

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	36.79	0.90	-0.26	0.00	241.05	1,160	4.75	0.00	-0.02	-0.01	19.95	—	—	—	Neutral
Neutral	—	—	—	34.53	0.89	-0.27	0.00	223.10	1,180	6.50	0.00	-0.04	-0.02	19.95	—	—	—	Neutral
Neutral	—	—	—	32.44	0.88	-0.27	0.00	205.55	1,200	8.70	0.00	-0.06	-0.03	19.88	—	—	—	Neutral
Neutral	—	—	—	30.54	0.87	-0.28	0.00	188.55	1,220	11.40	0.00	-0.09	-0.04	19.82	—	—	—	Neutral
Neutral	—	—	—	28.88	0.85	-0.29	0.00	172.15	1,240	14.70	0.00	-0.12	-0.07	19.75	—	—	—	Neutral
Neutral	—	—	—	28.13	0.84	-0.30	0.00	128.15	1,250	14.60	0.00	-0.14	-0.08	19.71	—	—	—	Neutral
Neutral	—	—	—	27.46	0.83	-0.31	0.00	156.45	1,260	18.70	0.00	-0.16	-0.10	19.66	—	—	—	Neutral
Neutral	—	—	—	26.83	0.81	-0.32	0.00	113.05	1,270	19.30	0.00	-0.18	-0.11	19.62	—	—	—	Neutral
Neutral	—	—	—	26.27	0.80	-0.33	0.00	141.50	1,280	27.95	0.00	-0.20	-0.13	19.56	—	—	425	Neutral
Neutral	—	—	—	25.77	0.78	-0.35	0.00	98.85	1,290	24.85	0.00	-0.22	-0.16	19.51	—	—	—	Neutral
Short buildup	2,550	+2,550	6	24.83	0.76	-0.35	-18.60	108.60	1,300	16.90	+1.40	-0.33	-0.22	23.39	5	+1,700	3,400	Long buildup
Neutral	—	—	—	24.91	0.74	-0.37	0.00	85.75	1,310	31.55	0.00	-0.26	-0.21	19.39	—	—	—	Neutral
Neutral	425	—	—	24.54	0.71	-0.38	0.00	66.00	1,320	35.20	0.00	-0.28	-0.24	19.32	—	—	—	Neutral
Neutral	—	—	—	24.22	0.69	-0.39	0.00	73.70	1,330	39.30	0.00	-0.30	-0.27	19.24	—	—	—	Neutral
Short buildup	425	+425	1	19.59	0.69	-0.32	-30.10	71.25	1,340	39.20	0.00	-0.32	-0.30	19.16	—	—	850	Neutral
Long buildup	2,550	+850	2	28.40	0.62	-0.50	+17.75	82.75	1,350	48.20	0.00	-0.33	-0.33	19.06	—	—	—	Neutral
Neutral	850	—	—	23.45	0.61	-0.42	0.00	53.15	1,360	50.55	0.00	-0.34	-0.37	18.96	—	—	—	Neutral
Neutral	—	—	—	23.24	0.58	-0.43	0.00	53.05	1,370	58.25	0.00	-0.35	-0.41	18.85	—	—	—	Neutral
Short buildup	5,100	+5,100	12	19.66	0.55	-0.37	-31.30	47.75	1,380	36.10	-20.80	-0.35	-0.44	18.86	8	+3,400	3,825	Short buildup
Neutral	—	—	—	22.89	0.51	-0.43	0.00	44.45	1,390	69.35	0.00	-0.35	-0.48	18.59	—	—	—	Neutral
Neutral	2,975	—	—	22.74	0.48	-0.43	0.00	38.40	1,400	55.00	+5.00	-0.43	-0.51	22.86	1	+425	1,275	Long buildup
Neutral	—	—	—	22.61	0.45	-0.42	0.00	36.85	1,410	81.60	0.00	-0.34	-0.56	18.25	—	—	—	Neutral
Neutral	850	—	—	22.49	0.42	-0.42	0.00	31.30	1,420	80.25	0.00	-0.33	-0.60	18.05	—	—	—	Neutral
Neutral	—	—	—	22.39	0.39	-0.41	0.00	30.30	1,430	94.80	0.00	-0.31	-0.64	17.83	—	—	—	Neutral
Neutral	850	—	—	22.28	0.36	-0.40	0.00	25.90	1,440	91.90	0.00	-0.29	-0.68	17.56	—	—	—	Neutral
Neutral	—	—	—	22.20	0.33	-0.38	0.00	24.70	1,450	109.00	0.00	-0.27	-0.72	17.26	—	—	—	Neutral
Neutral	425	—	—	22.11	0.30	-0.37	0.00	22.10	1,460	104.40	0.00	-0.24	-0.75	16.89	—	—	—	Neutral
Neutral	—	—	—	22.04	0.27	-0.35	0.00	19.95	1,470	124.05	0.00	-0.21	-0.79	16.45	—	—	—	Neutral
Neutral	—	—	—	21.97	0.25	-0.33	0.00	38.65	1,480	117.70	0.00	-0.18	-0.83	15.92	—	—	—	Neutral
Neutral	—	—	—	21.91	0.22	-0.31	0.00	16.00	1,490	139.85	0.00	-0.14	-0.86	15.23	—	—	—	Neutral
Neutral	425	—	—	21.85	0.20	-0.29	0.00	9.90	1,500	131.70	0.00	-0.10	-0.90	14.28	—	—	—	Neutral
Neutral	—	—	—	21.75	0.16	-0.25	0.00	28.05	1,520	146.50	0.00	0.02	-0.99	6.23	—	—	—	Neutral
Neutral	—	—	—	21.66	0.12	-0.21	0.00	23.65	1,540	161.80	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	21.59	0.09	-0.17	0.00	19.90	1,560	177.75	0.00	—	—	—	—	—	—	Neutral
	—	—	—	21.52	0.07	-0.14	—	16.60	1,580	194.20	—	—	—	—	—	—	—

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.