haylaavo

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
05.6 L11.2 L1,7801,8606.3 L1,94011.2 L2,0202,1002,1802,2602,340
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········1,4800.80-0.2060.89−95041,800Long unwinding
Neutral2,375—100.220.00516.301,5200.95-0.6557.91−1,42510,450Long unwinding
Neutral950—93.790.00372.001,5601.05-0.3054.39−4,75028,500Long unwinding
·········1,5801.40-0.3554.43−4759,500Long unwinding
Long buildup3,800+95088.91+55.00505.001,6001.50-0.3052.80−5,70069,350Long unwinding
Neutral950—84.430.00364.001,6201.60-0.4051.13+47530,875Short buildup
·········1,6401.55-0.5548.74−1,42557,000Long unwinding
·········1,6601.85-0.5547.91−95065,075Long unwinding
Neutral——75.490.00309.851,6802.350.0047.58−1,90028,025Neutral
Neutral14,250—72.630.00268.051,7002.45-0.9045.69+10,9253.74 LShort buildup
Neutral——69.870.00283.851,7202.55-1.0043.78−4,27519,475Long unwinding
Neutral3,325—67.210.00299.401,7403.00-1.4042.82−5,22536,100Long unwinding
Neutral4,750—64.650.00261.001,7603.90-1.0042.68+1,42549,875Short buildup
Neutral15,675—62.240.00226.001,7804.50-1.5041.57+4,27557,000Short buildup
Neutral1.80 L—59.21+43.00307.001,8005.50-1.7540.97+45,6004.09 LShort buildup
Neutral9,025—57.850.00191.101,8207.00-1.4040.81+3,32557,950Short buildup
Neutral9,500—55.900.00220.851,8407.30-3.1538.69+10,45096,900Short buildup
Neutral66,500—54.120.00203.451,8608.70-3.6037.87+11,8751.13 LShort buildup
Neutral37,050—52.510.00185.001,88010.20-4.3036.88−8,55075,050Long unwinding
Short covering5.37 L−5,70035.70+24.35198.001,90012.20-5.2536.12−22,3256.26 LLong unwinding
Short covering72,675−95047.46+38.90197.001,92014.50-6.5535.30+14,7252.25 LShort buildup
Long buildup91,200+95029.94+16.50158.001,94017.30-7.6534.56−1,9001.97 LNeutral
Short covering1.01 L−3,32533.76+20.75146.951,96020.75-9.1033.93−8,0751.57 LLong unwinding
Short covering1.17 L−1,42533.59+19.45131.751,98025.05-10.4533.46+19,9501.97 LShort buildup
Short covering11.20 L−76,00032.56+16.80115.902,00030.15-11.8533.05+68,4005.66 LShort buildup
Short covering1.10 L−17,57532.68+15.65102.752,02036.00-13.9032.62+13,3001.39 LShort buildup
Short covering1.88 L−84,55032.37+13.9589.752,04043.05-15.5532.37+48,9252.22 LShort buildup
Short covering2.46 L−44,17532.13+11.9577.802,06051.25-17.1532.24+68,8752.38 LShort buildup
Long buildup1.89 L+57,47531.98+10.3567.002,08060.60-18.6032.19+75,0501.20 LShort buildup
Long buildup9.11 L+3.46 L31.98+9.3057.502,10070.40-20.2531.88+2.39 L3.77 LShort buildup
Long buildup1.93 L+1.20 L31.97+8.0048.952,12081.75-119.2531.85+28,02528,025Short buildup
Long buildup1.68 L+86,45031.98+6.6541.402,14094.35-23.9031.97+52,25057,950Short buildup
Long buildup1.39 L+24,70031.97+5.6534.702,160326.900.0032.51——Neutral
Long buildup77,900+15,67532.04+4.8029.002,180120.55-335.1531.29+9,5009,500Short buildup
Short covering5.46 L−63,17532.10+3.9024.052,200136.45-25.6031.86+12,35028,975Short buildup
Long buildup42,275+2,85032.11+3.0519.752,220492.150.0029.93——Neutral
Short covering1.07 L−7,12532.31+2.7016.352,240152.55-42.45—−1,9002,850Long unwinding
Neutral1.01 L−95032.49+2.2513.452,260529.200.0026.73——Neutral
Long buildup2.22 L+29,92532.65+1.8011.002,280417.950.0023.77——Neutral
Short buildup95,475+95,47532.76-7.258.902,300471.600.00———Neutral
Short buildup18,525+18,52533.08-49.807.352,320449.900.00———Neutral
Short buildup67,450+67,45033.25-7.205.952,340508.250.00———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.