haylaavo

COCHINSHIP option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 400

Spot
1,166.79
Future
1,166.20
Forward
1,166.20
PCR (OI)
5.12
Puts 34,800 / Calls 6,800
PCR (volume)
3.04
Puts 79 / Calls 26
Max pain
1,240
strike with least total payout to holders
Highest OI
1,100 CE · 1,100 PE
ΔOI calls −2,000 · puts +14,800
Open interest by strike
CallsPuts│ ATM┊ Max pain
07,40014,8009201,0001,0605,60014,8001,1201,1801,2401,300
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——55.560.00388.809209.050.0040.50——Neutral
Neutral——52.210.00422.909609.500.0040.35——Neutral
Neutral——50.870.00184.1098030.000.0040.28——Neutral
Neutral——49.730.00387.751,00010.80-4.8535.96+40012,400Short buildup
Neutral——48.780.00156.501,02041.950.0040.08——Neutral
Neutral——47.970.00353.901,04019.400.0039.97——Neutral
Neutral——47.270.00131.701,06056.700.0039.85——Neutral
Neutral——46.690.00321.551,08026.400.0039.71——Neutral
Short covering5,600−2,00039.65+35.50107.751,10033.65-11.1534.44+14,40014,800Short buildup
Neutral——45.770.00290.751,12035.050.0039.40——Neutral
Neutral——45.410.0090.451,14094.600.0039.22——Neutral
Neutral——45.090.00261.751,16058.800.0039.01—400Neutral
Neutral——44.820.0073.851,180117.600.0038.78——Neutral
Neutral——44.590.00234.551,20057.650.0038.52——Neutral
Neutral——44.380.0059.801,220143.050.0038.22——Neutral
Neutral1,200—44.200.0079.751,24062.250.0037.88—400Neutral
Neutral——44.040.0047.951,260170.800.0037.48——Neutral
Neutral——43.900.00185.801,28087.750.0037.02——Neutral
Neutral——43.770.0038.201,300187.900.0036.49—6,800Neutral
Neutral——43.660.00164.351,320105.700.0035.86——Neutral
Neutral——43.460.00144.801,360125.600.0034.12——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 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.