haylaavo

CIPLA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 425

Spot
1,386.93
Future
1,402.90
Forward
1,402.90
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.511,1601,2601,3201,3801,4401,500
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——24.280.00214.101,1606.200.0020.46——Neutral
Neutral——22.970.00179.601,20011.100.0020.44——Neutral
Neutral——22.160.00147.651,24018.500.0020.41——Neutral
Neutral——21.890.00132.851,26023.400.0020.39——Neutral
Neutral——21.680.00118.751,28028.950.0020.37——Neutral
Neutral——21.510.00105.601,30035.500.0020.34——Neutral
Neutral——21.380.0093.351,32043.000.0020.32——Neutral
Neutral——21.280.0082.051,34051.350.0020.28——Neutral
Neutral——21.200.0071.701,36060.700.0020.25——Neutral
Neutral——21.130.0062.301,38071.000.0020.20——Neutral
Neutral——21.080.0053.801,40082.150.0020.15——Neutral
Neutral——21.030.0046.151,42094.250.0020.08——Neutral
Neutral——21.000.0039.401,440107.150.0020.01——Neutral
Neutral——20.960.0033.451,460120.900.0019.92——Neutral
Neutral——20.940.0028.251,480135.400.0019.81——Neutral
——20.91—23.701,500150.55—19.67——
Neutral——20.890.0019.751,520166.300.0019.49——Neutral
Neutral——20.860.0013.551,560199.450.0018.98——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 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.