haylaavo

COFORGE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 475

Spot
2,098.54
Future
2,082.90
Forward
2,082.90
PCR (OI)
0.85
Puts 34,675 / Calls 40,850
PCR (volume)
0.40
Puts 49 / Calls 122
Max pain
2,100
strike with least total payout to holders
Highest OI
2,200 CE · 2,240 PE
ΔOI calls +33,250 · puts +14,725
Open interest by strike
CallsPuts│ ATM┊ Max pain
010,45020,9001,7801,8601,9402,0202,1002,18020,9007,6002,2602,340
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——59.390.00190.901,6809.850.0036.50—475Neutral
Neutral——56.690.00171.101,7209.35-134.5534.57+1,9001,900Short buildup
Neutral——54.330.00152.901,76012.45-22.1533.76—950Neutral
Neutral——53.270.00290.901,78054.600.0036.10——Neutral
Neutral——52.290.00136.251,80017.40-170.4533.55+2,8502,850Short buildup
Neutral——51.380.00263.351,82066.600.0035.91——Neutral
Neutral——50.540.00121.051,84053.850.0035.81—3,325Neutral
Neutral——49.770.00237.551,86080.400.0035.70——Neutral
Neutral950—49.060.00137.001,880237.700.0035.58——Neutral
Neutral950—48.400.00195.001,90032.30-12.5531.28+4755,225Short buildup
Neutral——47.800.0094.751,92078.900.0035.33—950Neutral
Neutral——47.240.00191.001,940112.950.0035.19——Neutral
Neutral475—46.740.0097.351,960292.800.0035.04——Neutral
Neutral——46.270.00170.251,980131.800.0034.88——Neutral
Long buildup8,550+3,32529.99+27.10142.252,00056.80-15.6528.90+1,4254,750Short buildup
Neutral——45.450.00151.202,02067.70-84.6029.86+475475Short buildup
Neutral——45.090.0064.552,040352.650.0034.32——Neutral
Neutral——44.760.00133.752,060174.450.0034.11——Neutral
Neutral——44.450.0056.502,080384.050.0033.89——Neutral
Short buildup7,125+7,12529.77-28.9089.002,100104.55-18.4529.34+2,3755,700Short buildup
Neutral——43.910.0049.302,120416.250.0033.37——Neutral
Short buildup1,900+1,90028.65-34.7068.852,140223.400.0033.08——Neutral
Neutral——43.440.0043.002,160449.350.0032.76——Neutral
Neutral——43.230.0090.652,180250.050.0032.42——Neutral
Long buildup20,900+20,90029.79+14.7552.152,200483.150.0032.03——Neutral
Neutral——42.860.0079.052,220278.000.0031.61——Neutral
Neutral——42.690.0032.452,240206.15-18.8033.03+4,7507,600Short buildup
Neutral——42.540.0068.852,260307.350.0030.61——Neutral
Neutral——42.400.0043.902,280466.350.0030.01——Neutral
Neutral——42.260.0059.702,300225.00-112.8020.78+475475Short buildup
Neutral——42.130.0024.352,320588.350.0028.53——Neutral
Neutral——42.010.0051.552,340369.200.0027.59——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.