COALINDIA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1350

Spot

407.98

Future

408.00

Forward

407.81

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.78

Puts 2.06 Cr / Calls 2.62 Cr

PCR (volume)

0.67

Puts 47,254 / Calls 70,996

Max pain

400

strike with least total payout to holders

Highest OI

410 CE · 400 PE

ΔOI calls −33.37 L · puts +28.93 L

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	4,050	—	—	59.23	0.94	-0.15	0.00	57.00	330	0.20	0.00	-0.00	-0.00	29.46	—	—	1,350	Neutral
Short covering	1.73 L	−39,150	35	—	—	—	+19.35	67.55	340	0.10	-0.05	-0.02	-0.01	32.67	27	−8,100	1.27 L	Long unwinding
Short covering	27,000	−2,700	5	40.54	0.94	-0.09	+20.90	58.50	350	0.15	-0.10	-0.03	-0.01	29.63	294	−90,450	14.49 L	Long unwinding
Neutral	—	—	—	42.81	0.92	-0.14	0.00	73.90	355	0.20	-0.15	-0.03	-0.02	28.42	31	−13,500	72,900	Long unwinding
Neutral	28,350	—	1	—	—	—	+6.65	37.50	360	0.20	-0.40	-0.03	-0.02	25.95	514	−1.07 L	10.27 L	Long unwinding
Neutral	18,900	—	3	30.12	0.94	-0.07	+17.25	43.40	365	0.40	-0.55	-0.05	-0.04	26.50	335	−1.26 L	3.16 L	Long unwinding
Long buildup	28,350	+12,150	19	28.58	0.92	-0.09	+16.65	38.60	370	0.50	-1.05	-0.06	-0.05	24.89	993	−1.44 L	4.68 L	Long unwinding
Short covering	1.50 L	−16,200	69	26.39	0.91	-0.09	+15.80	33.75	375	0.65	-1.75	-0.07	-0.06	23.41	1,682	−3.75 L	5.98 L	Long unwinding
Short covering	5.14 L	−1.46 L	434	23.40	0.90	-0.09	+14.40	28.80	380	0.95	-2.60	-0.09	-0.09	22.53	7,675	−2.34 L	26.27 L	Long unwinding
Short covering	10.71 L	−1.11 L	859	22.57	0.86	-0.11	+13.25	24.30	385	1.40	-3.80	-0.11	-0.13	21.73	5,237	−28,350	9.31 L	Long unwinding
Short covering	16.86 L	−3.98 L	3,170	20.40	0.82	-0.12	+11.30	19.65	390	2.05	-5.30	-0.13	-0.18	20.96	9,514	+13.28 L	25.97 L	Short buildup
Short covering	8.26 L	−7.48 L	4,728	19.78	0.75	-0.14	+9.50	15.60	395	3.00	-7.20	-0.15	-0.25	20.31	5,571	+3.90 L	11.03 L	Short buildup
Short covering	46.18 L	−13.07 L	14,768	19.55	0.67	-0.16	+7.65	12.05	400	4.30	-8.95	-0.16	-0.33	19.64	7,286	+9.07 L	27.38 L	Short buildup
Short covering	15.57 L	−44,550	10,280	19.27	0.57	-0.17	+5.80	8.95	405	6.15	-10.95	-0.17	-0.43	19.27	3,540	+6.30 L	14.76 L	Short buildup
Neutral	47.47 L	+8,100	12,975	19.09	0.46	-0.17	+4.10	6.40	410	8.50	-12.65	-0.17	-0.54	18.88	1,724	+3.10 L	10.54 L	Short buildup
Long buildup	14.66 L	+2.32 L	4,775	18.97	0.36	-0.16	+2.75	4.40	415	11.55	-14.65	-0.16	-0.64	18.94	643	+1.81 L	3.60 L	Short buildup
Short covering	24.84 L	−6.87 L	8,487	19.04	0.27	-0.14	+1.75	2.95	420	15.10	-14.45	-0.14	-0.73	19.06	345	+70,200	4.35 L	Short buildup
Long buildup	12.65 L	+87,750	3,166	19.09	0.19	-0.12	+1.10	1.90	425	18.85	-12.65	-0.11	-0.82	18.41	370	−3.00 L	1.84 L	Long unwinding
Short covering	17.41 L	−27,000	3,556	19.48	0.13	-0.10	+0.60	1.25	430	22.95	-19.25	-0.07	-0.89	17.39	848	−2.24 L	9.60 L	Long unwinding
Long buildup	9.71 L	+10,800	824	19.81	0.09	-0.08	+0.40	0.80	435	28.20	-16.55	-0.09	-0.89	21.62	605	+7.40 L	7.55 L	Short buildup
Long buildup	11.33 L	+56,700	1,161	20.51	0.06	-0.06	+0.25	0.55	440	33.00	-20.00	-0.08	-0.91	23.22	8	−6,750	1.09 L	Long unwinding
Long buildup	67,500	+2,700	138	21.42	0.05	-0.05	+0.10	0.40	445	41.00	0.00	—	—	—	—	—	1,350	Neutral
Short covering	9.64 L	−95,850	985	23.01	0.04	-0.05	+0.10	0.35	450	63.80	0.00	—	—	—	—	—	8.49 L	Neutral
Long buildup	79,650	+16,200	34	24.41	0.03	-0.04	+0.10	0.30	455	53.00	0.00	—	—	—	—	—	1,350	Neutral
Short covering	3.15 L	−48,600	357	24.72	0.02	-0.03	+0.05	0.20	460	51.00	-20.50	—	—	—	5	−4,050	71,550	Long unwinding
Short covering	13,500	−1,350	6	26.57	0.02	-0.03	+0.10	0.20	465	·	·	·	·	·	·	·	·	·
Short covering	1.19 L	−60,750	58	27.22	0.02	-0.03	+0.05	0.15	470	63.00	0.00	—	—	—	—	—	90,450	Neutral
Short covering	1.40 L	−31,050	44	30.63	0.02	-0.03	+0.10	0.15	480	72.00	-4.00	-0.00	-0.99	28.37	6	−2,700	60,750	Long unwinding
Neutral	41,850	—	59	32.19	0.01	-0.02	+0.05	0.10	490	81.85	-19.50	—	—	—	1	−1,350	1.19 L	Long unwinding

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 6.56% (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.