COALINDIA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1350
Spot
407.98
Future
410.65
Forward
410.15
PCR (OI)
0.55
Puts 3.47 L / Calls 6.34 L
PCR (volume)
0.50
Puts 222 / Calls 441
Max pain
400
strike with least total payout to holders
Highest OI
440 CE · 350 PE
ΔOI calls +1.20 L · puts +51,300
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 37.53 | 0.00 | 100.40 | 330 | 0.60 | 0.00 | 23.51 | — | — | Neutral | ||||||
| Neutral | — | — | 34.14 | 0.00 | 90.95 | 340 | 1.00 | 0.00 | 23.55 | — | — | Neutral | ||||||
| Long buildup | 6,750 | +5,400 | — | +12.90 | 57.90 | 350 | 0.75 | -0.80 | 24.37 | −2,700 | 91,800 | Long unwinding | ||||||
| Neutral | — | — | 30.16 | 0.00 | 50.00 | 355 | 2.00 | 0.00 | 23.41 | — | 9,450 | Neutral | ||||||
| Neutral | — | — | 29.16 | 0.00 | 72.80 | 360 | 3.70 | 0.00 | 23.40 | — | 5,400 | Neutral | ||||||
| Neutral | — | — | 28.32 | 0.00 | 41.90 | 365 | 4.95 | 0.00 | 23.37 | — | — | Neutral | ||||||
| Neutral | 1,350 | — | 27.63 | 0.00 | 30.00 | 370 | 1.90 | -2.70 | 21.87 | +9,450 | 20,250 | Short buildup | ||||||
| Neutral | — | — | 27.08 | 0.00 | 34.55 | 375 | 7.45 | 0.00 | 23.30 | — | — | Neutral | ||||||
| Neutral | 1,350 | — | 26.62 | 0.00 | 18.50 | 380 | 3.45 | -3.90 | 21.76 | — | 68,850 | Neutral | ||||||
| Neutral | — | — | 26.23 | 0.00 | 27.90 | 385 | 7.00 | -2.00 | 26.70 | −1,350 | — | Long unwinding | ||||||
| Short covering | 55,350 | −4,050 | 20.67 | +10.65 | 25.25 | 390 | 5.35 | -5.70 | 20.76 | +4,050 | 24,300 | Short buildup | ||||||
| Long buildup | 20,250 | +10,800 | 20.08 | +4.65 | 21.50 | 395 | 6.80 | -6.20 | 20.61 | +2,700 | 5,400 | Short buildup | ||||||
| Long buildup | 54,000 | +1,350 | 20.01 | +8.40 | 18.30 | 400 | 8.70 | -9.30 | 20.76 | +16,200 | 89,100 | Short buildup | ||||||
| Neutral | — | — | 25.30 | 0.00 | 17.20 | 405 | 19.85 | 0.00 | 22.91 | — | — | Neutral | ||||||
| Long buildup | 24,300 | +17,550 | 20.13 | +6.45 | 12.95 | 410 | 12.80 | -1.35 | 20.12 | +8,100 | 8,100 | Short buildup | ||||||
| Long buildup | 4,050 | +2,700 | 19.74 | +4.95 | 10.45 | 415 | 15.25 | -10.40 | 19.74 | +1,350 | 1,350 | Short buildup | ||||||
| Short covering | 55,350 | −5,400 | 19.99 | +3.95 | 8.65 | 420 | 18.00 | -15.00 | 19.35 | +12,150 | 21,600 | Short buildup | ||||||
| Neutral | 2,700 | — | 24.84 | 0.00 | 3.75 | 425 | 21.50 | -10.70 | 19.70 | +1,350 | 1,350 | Short buildup | ||||||
| Long buildup | 81,000 | +9,450 | 19.90 | +2.50 | 5.50 | 430 | 23.05 | 0.00 | 22.20 | — | — | Neutral | ||||||
| Short buildup | 8,100 | +8,100 | 19.44 | -3.15 | 4.10 | 435 | 39.50 | 0.00 | 21.95 | — | — | Neutral | ||||||
| Long buildup | 1.81 L | +41,850 | 19.65 | +1.25 | 3.25 | 440 | 28.50 | 0.00 | 21.67 | — | — | Neutral | ||||||
| Long buildup | 1.31 L | +32,400 | 20.47 | +0.75 | 2.15 | 450 | 34.55 | 0.00 | 20.83 | — | — | Neutral | ||||||
| Neutral | 8,100 | — | 24.45 | 0.00 | 5.30 | 460 | · | · | · | · | · | · | · | · | · | |||
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.