haylaavo

COFORGE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 475

Spot
2,098.54
Future
2,096.60
Forward
2,096.60
PCR (OI)
—
Puts 475 / Calls —
PCR (volume)
—
Puts 4 / Calls —
Max pain
2,040
strike with least total payout to holders
Highest OI
— CE · 2,040 PE
ΔOI calls +— · puts +475
Open interest by strike
CallsPuts│ ATM┊ Max pain
0237.54751,7601,8401,9202,0004752,0802,1602,2402,320
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——48.580.00333.001,76068.800.0036.74——Neutral
Neutral——47.420.00306.251,80081.450.0036.62——Neutral
Neutral——46.420.00281.001,84095.550.0036.49——Neutral
Neutral——45.580.00257.151,880111.150.0036.34——Neutral
Neutral——44.850.00234.751,920128.100.0036.18——Neutral
Neutral——44.240.00213.801,960146.550.0036.00——Neutral
Neutral——43.710.00194.202,000166.350.0035.81——Neutral
Neutral——43.250.00176.052,04099.30-88.2532.10+475475Short buildup
Neutral——42.860.00159.202,080210.050.0035.34——Neutral
Neutral——42.520.00143.652,120233.900.0035.06——Neutral
Neutral——42.220.00129.302,160258.950.0034.75——Neutral
Neutral——41.960.00116.202,200285.200.0034.40——Neutral
Neutral——41.730.00104.152,240312.600.0033.99——Neutral
Neutral——41.530.0093.202,280341.000.0033.52——Neutral
Neutral——41.350.0083.352,320370.550.0032.98——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.