COFORGE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 475
Spot
2,098.54
Future
2,087.40
Forward
2,086.85
PCR (OI)
0.83
Puts 48.19 L / Calls 58.09 L
PCR (volume)
0.48
Puts 19,011 / Calls 39,211
Max pain
2,000
strike with least total payout to holders
Highest OI
2,000 CE · 1,900 PE
ΔOI calls +5.61 L · puts +6.69 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,480 | 0.80 | -0.20 | 60.89 | −950 | 41,800 | Long unwinding | |||
| Neutral | 2,375 | — | 100.22 | 0.00 | 516.30 | 1,520 | 0.95 | -0.65 | 57.91 | −1,425 | 10,450 | Long unwinding | ||||||
| Neutral | 950 | — | 93.79 | 0.00 | 372.00 | 1,560 | 1.05 | -0.30 | 54.39 | −4,750 | 28,500 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 1,580 | 1.40 | -0.35 | 54.43 | −475 | 9,500 | Long unwinding | |||
| Long buildup | 3,800 | +950 | 88.91 | +55.00 | 505.00 | 1,600 | 1.50 | -0.30 | 52.80 | −5,700 | 69,350 | Long unwinding | ||||||
| Neutral | 950 | — | 84.43 | 0.00 | 364.00 | 1,620 | 1.60 | -0.40 | 51.13 | +475 | 30,875 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,640 | 1.55 | -0.55 | 48.74 | −1,425 | 57,000 | Long unwinding | |||
| · | · | · | · | · | · | · | · | · | 1,660 | 1.85 | -0.55 | 47.91 | −950 | 65,075 | Long unwinding | |||
| Neutral | — | — | 75.49 | 0.00 | 309.85 | 1,680 | 2.35 | 0.00 | 47.58 | −1,900 | 28,025 | Neutral | ||||||
| Neutral | 14,250 | — | 72.63 | 0.00 | 268.05 | 1,700 | 2.45 | -0.90 | 45.69 | +10,925 | 3.74 L | Short buildup | ||||||
| Neutral | — | — | 69.87 | 0.00 | 283.85 | 1,720 | 2.55 | -1.00 | 43.78 | −4,275 | 19,475 | Long unwinding | ||||||
| Neutral | 3,325 | — | 67.21 | 0.00 | 299.40 | 1,740 | 3.00 | -1.40 | 42.82 | −5,225 | 36,100 | Long unwinding | ||||||
| Neutral | 4,750 | — | 64.65 | 0.00 | 261.00 | 1,760 | 3.90 | -1.00 | 42.68 | +1,425 | 49,875 | Short buildup | ||||||
| Neutral | 15,675 | — | 62.24 | 0.00 | 226.00 | 1,780 | 4.50 | -1.50 | 41.57 | +4,275 | 57,000 | Short buildup | ||||||
| Neutral | 1.80 L | — | 59.21 | +43.00 | 307.00 | 1,800 | 5.50 | -1.75 | 40.97 | +45,600 | 4.09 L | Short buildup | ||||||
| Neutral | 9,025 | — | 57.85 | 0.00 | 191.10 | 1,820 | 7.00 | -1.40 | 40.81 | +3,325 | 57,950 | Short buildup | ||||||
| Neutral | 9,500 | — | 55.90 | 0.00 | 220.85 | 1,840 | 7.30 | -3.15 | 38.69 | +10,450 | 96,900 | Short buildup | ||||||
| Neutral | 66,500 | — | 54.12 | 0.00 | 203.45 | 1,860 | 8.70 | -3.60 | 37.87 | +11,875 | 1.13 L | Short buildup | ||||||
| Neutral | 37,050 | — | 52.51 | 0.00 | 185.00 | 1,880 | 10.20 | -4.30 | 36.88 | −8,550 | 75,050 | Long unwinding | ||||||
| Short covering | 5.37 L | −5,700 | 35.70 | +24.35 | 198.00 | 1,900 | 12.20 | -5.25 | 36.12 | −22,325 | 6.26 L | Long unwinding | ||||||
| Short covering | 72,675 | −950 | 47.46 | +38.90 | 197.00 | 1,920 | 14.50 | -6.55 | 35.30 | +14,725 | 2.25 L | Short buildup | ||||||
| Long buildup | 91,200 | +950 | 29.94 | +16.50 | 158.00 | 1,940 | 17.30 | -7.65 | 34.56 | −1,900 | 1.97 L | Neutral | ||||||
| Short covering | 1.01 L | −3,325 | 33.76 | +20.75 | 146.95 | 1,960 | 20.75 | -9.10 | 33.93 | −8,075 | 1.57 L | Long unwinding | ||||||
| Short covering | 1.17 L | −1,425 | 33.59 | +19.45 | 131.75 | 1,980 | 25.05 | -10.45 | 33.46 | +19,950 | 1.97 L | Short buildup | ||||||
| Short covering | 11.20 L | −76,000 | 32.56 | +16.80 | 115.90 | 2,000 | 30.15 | -11.85 | 33.05 | +68,400 | 5.66 L | Short buildup | ||||||
| Short covering | 1.10 L | −17,575 | 32.68 | +15.65 | 102.75 | 2,020 | 36.00 | -13.90 | 32.62 | +13,300 | 1.39 L | Short buildup | ||||||
| Short covering | 1.88 L | −84,550 | 32.37 | +13.95 | 89.75 | 2,040 | 43.05 | -15.55 | 32.37 | +48,925 | 2.22 L | Short buildup | ||||||
| Short covering | 2.46 L | −44,175 | 32.13 | +11.95 | 77.80 | 2,060 | 51.25 | -17.15 | 32.24 | +68,875 | 2.38 L | Short buildup | ||||||
| Long buildup | 1.89 L | +57,475 | 31.98 | +10.35 | 67.00 | 2,080 | 60.60 | -18.60 | 32.19 | +75,050 | 1.20 L | Short buildup | ||||||
| Long buildup | 9.11 L | +3.46 L | 31.98 | +9.30 | 57.50 | 2,100 | 70.40 | -20.25 | 31.88 | +2.39 L | 3.77 L | Short buildup | ||||||
| Long buildup | 1.93 L | +1.20 L | 31.97 | +8.00 | 48.95 | 2,120 | 81.75 | -119.25 | 31.85 | +28,025 | 28,025 | Short buildup | ||||||
| Long buildup | 1.68 L | +86,450 | 31.98 | +6.65 | 41.40 | 2,140 | 94.35 | -23.90 | 31.97 | +52,250 | 57,950 | Short buildup | ||||||
| Long buildup | 1.39 L | +24,700 | 31.97 | +5.65 | 34.70 | 2,160 | 326.90 | 0.00 | 32.51 | — | — | Neutral | ||||||
| Long buildup | 77,900 | +15,675 | 32.04 | +4.80 | 29.00 | 2,180 | 120.55 | -335.15 | 31.29 | +9,500 | 9,500 | Short buildup | ||||||
| Short covering | 5.46 L | −63,175 | 32.10 | +3.90 | 24.05 | 2,200 | 136.45 | -25.60 | 31.86 | +12,350 | 28,975 | Short buildup | ||||||
| Long buildup | 42,275 | +2,850 | 32.11 | +3.05 | 19.75 | 2,220 | 492.15 | 0.00 | 29.93 | — | — | Neutral | ||||||
| Short covering | 1.07 L | −7,125 | 32.31 | +2.70 | 16.35 | 2,240 | 152.55 | -42.45 | — | −1,900 | 2,850 | Long unwinding | ||||||
| Neutral | 1.01 L | −950 | 32.49 | +2.25 | 13.45 | 2,260 | 529.20 | 0.00 | 26.73 | — | — | Neutral | ||||||
| Long buildup | 2.22 L | +29,925 | 32.65 | +1.80 | 11.00 | 2,280 | 417.95 | 0.00 | 23.77 | — | — | Neutral | ||||||
| Short buildup | 95,475 | +95,475 | 32.76 | -7.25 | 8.90 | 2,300 | 471.60 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 18,525 | +18,525 | 33.08 | -49.80 | 7.35 | 2,320 | 449.90 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 67,450 | +67,450 | 33.25 | -7.20 | 5.95 | 2,340 | 508.25 | 0.00 | — | — | — | 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.