COCHINSHIP option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 400

Spot

1,166.79

Future

1,167.70

Forward

1,166.10

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.75

Puts 12.96 L / Calls 17.30 L

PCR (volume)

0.46

Puts 3,469 / Calls 7,557

Max pain

1,160

strike with least total payout to holders

Highest OI

1,200 CE · 1,140 PE

ΔOI calls +20,400 · puts +2.73 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	—	—	—	65.99	0.94	-0.46	0.00	474.15	920	1.75	-1.35	-0.24	-0.03	53.91	74	−800	13,200	Long unwinding
Neutral	—	—	—	58.21	0.93	-0.50	0.00	576.00	960	2.40	-2.65	-0.29	-0.04	48.50	37	—	20,000	Neutral
Neutral	—	—	—	55.00	0.91	-0.53	0.00	391.95	980	3.10	-3.75	-0.34	-0.05	46.70	22	−1,600	26,800	Long unwinding
Long buildup	4,800	+400	3	38.35	0.95	-0.21	+29.45	167.50	1,000	4.15	-5.20	-0.41	-0.07	45.30	166	+7,600	50,400	Short buildup
Neutral	—	—	—	50.15	0.88	-0.64	0.00	354.85	1,020	11.75	0.00	-0.40	-0.08	40.85	—	—	6,400	Neutral
Neutral	—	—	—	48.44	0.85	-0.72	0.00	501.45	1,040	7.65	-8.20	-0.58	-0.12	43.06	134	+3,200	30,400	Short buildup
Short covering	11,200	−20,000	80	40.61	0.85	-0.62	+36.70	115.10	1,060	10.15	-10.60	-0.67	-0.16	41.82	212	+30,400	61,200	Short buildup
Neutral	—	—	—	46.13	0.77	-0.91	0.00	465.35	1,080	13.50	-13.65	-0.76	-0.20	40.76	327	+67,600	1.07 L	Short buildup
Short covering	42,400	−22,800	156	40.78	0.74	-0.86	+30.70	84.60	1,100	18.00	-17.15	-0.85	-0.26	39.98	961	−60,400	1.72 L	Long unwinding
Long buildup	60,400	+2,400	121	40.09	0.68	-0.94	+27.30	70.45	1,120	23.35	-21.65	-0.92	-0.32	38.94	452	+92,800	1.70 L	Short buildup
Short covering	2.45 L	−23,600	480	38.59	0.61	-0.97	+22.75	56.70	1,140	30.85	-25.20	-0.98	-0.39	38.75	432	+10,400	2.50 L	Short buildup
Short covering	1.94 L	−56,800	2,119	38.45	0.54	-1.01	+19.25	45.75	1,160	39.55	-27.30	-1.00	-0.46	38.35	552	+96,400	1.70 L	Short buildup
Long buildup	1.49 L	+65,600	1,046	37.83	0.47	-0.99	+15.15	35.75	1,180	49.60	-26.20	-0.99	-0.53	37.83	80	+28,800	30,800	Short buildup
Short covering	5.02 L	−94,400	1,508	37.61	0.39	-0.96	+12.20	27.65	1,200	65.00	-24.40	-1.04	-0.59	40.92	12	+400	41,200	Neutral
Long buildup	31,600	+11,200	148	37.44	0.32	-0.89	+8.70	21.00	1,220	107.00	0.00	-0.92	-0.67	38.81	—	—	1,200	Neutral
Long buildup	1.56 L	+1.07 L	543	37.68	0.26	-0.81	+6.65	16.00	1,240	130.00	0.00	-0.82	-0.73	38.26	—	—	12,400	Neutral
Short covering	70,800	−9,600	337	38.17	0.21	-0.73	+4.85	12.25	1,260	107.45	-1.95	-0.78	-0.77	40.14	4	−800	2,800	Long unwinding
Long buildup	24,400	+7,200	52	38.50	0.17	-0.64	+3.50	9.20	1,280	128.00	0.00	-0.56	-0.84	36.56	—	—	4,000	Neutral
Long buildup	89,200	+10,000	516	39.33	0.13	-0.56	+2.55	7.15	1,300	141.90	-39.10	-0.61	-0.85	41.40	3	−800	24,000	Long unwinding
Long buildup	34,800	+30,400	102	40.31	0.11	-0.50	+1.75	5.65	1,320	195.00	0.00	-0.24	-0.94	32.82	—	—	800	Neutral
Long buildup	18,400	+1,600	26	40.52	0.08	-0.41	+1.15	4.15	1,340	200.00	0.00	-0.06	-0.98	27.77	—	—	15,600	Neutral
Neutral	1,200	—	10	40.95	0.06	-0.34	-0.15	3.10	1,360	220.00	0.00	—	—	—	—	—	2,800	Neutral
Long buildup	20,400	+6,000	45	43.00	0.06	-0.33	+0.50	2.80	1,380	260.00	0.00	—	—	—	—	—	6,400	Neutral
Long buildup	36,000	+3,600	98	43.93	0.05	-0.28	+0.50	2.25	1,400	235.30	-40.50	-0.24	-0.95	43.64	1	—	40,800	Neutral
Neutral	800	—	—	42.40	0.02	-0.14	0.00	1.00	1,440	304.00	0.00	—	—	—	—	—	1,600	Neutral
Neutral	400	—	—	42.33	0.02	-0.11	0.00	2.00	1,460	320.00	0.00	—	—	—	—	—	800	Neutral
Long buildup	15,200	+2,800	36	49.55	0.03	-0.20	+0.10	1.30	1,480	355.00	0.00	—	—	—	—	—	4,000	Neutral
Short covering	22,400	−800	131	51.24	0.02	-0.15	+0.20	0.90	1,520	393.60	0.00	—	—	—	—	—	28,400	Neutral

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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.