haylaavo

COLPAL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 275

Spot
1,574.98
Future
1,581.30
Forward
1,581.12
PCR (OI)
0.74
Puts 20.79 L / Calls 28.18 L
PCR (volume)
0.52
Puts 4,985 / Calls 9,622
Max pain
1,640
strike with least total payout to holders
Highest OI
1,700 CE · 1,600 PE
ΔOI calls +81,950 · puts +67,100
Open interest by strike
CallsPuts│ ATM┊ Max pain
02.6 L5.2 L1,3201,4201,5001,5803.9 L1,6605.2 L1,7401,820
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.00576.901,3202.00-1.9541.59+275550Short buildup
Neutral825——0.00237.151,3601.90-0.3035.44−2,47512,650Long unwinding
·········1,3805.000.0026.49—275Neutral
Neutral——19.490.00499.151,4003.30-0.7033.32+9,35059,950Short buildup
Neutral——23.320.00379.101,4204.60-0.6532.73−27520,625Long unwinding
Neutral4,675—24.490.00140.001,4405.95-0.9531.58+12,65048,400Short buildup
Neutral——25.090.00340.651,4607.90-1.0530.68+6,05035,475Short buildup
Neutral825—30.60-6.40112.001,48010.65-1.5030.00+3,30037,950Short buildup
Long buildup55,000+11,82528.84+7.0594.501,50014.35-1.8029.47+9,6251.47 LShort buildup
Short covering9,075−27536.66+20.0090.001,52019.05-2.1028.94−22,82569,575Long unwinding
Long unwinding11,550−27524.83-1.8061.001,54024.95-2.7028.44+16,22573,425Short buildup
Neutral47,850−27528.17+3.9053.551,56032.50-3.8528.17+26,6751.19 LShort buildup
Long buildup1.20 L+3,30028.09+3.8542.901,58041.45-3.8027.87+24,2001.65 LShort buildup
Long buildup3.69 L+12,65028.09+3.2033.851,60052.45-4.4527.94−6,3253.85 LLong unwinding
Short covering1.08 L−5,77528.12+2.8526.301,62067.35-3.8029.73−1,37556,375Long unwinding
Neutral1.66 L+27528.28+2.2520.251,64077.00-13.0026.82+82545,650Short buildup
Short covering1.40 L−15,40028.67+1.9515.651,66095.00-1.4029.28—15,400Neutral
Short covering94,875−12,10029.15+1.7512.101,68084.90-19.10——22,000Neutral
Long buildup5.22 L+32,17529.51+1.159.201,700126.55-5.4528.27−4,1251.56 LLong unwinding
Long buildup82,500+3,85030.06+1.057.101,720143.250.0027.63—7,700Neutral
Long buildup1.44 L+4,67530.87+0.655.651,740161.75-15.2527.21−27524,475Long unwinding
Short covering91,300−8,52531.55+0.704.451,760185.00+10.2535.08+27516,225Long buildup
Long buildup31,900+1,37532.40+0.403.601,780180.000.0029.14—1,375Neutral
Long buildup3.51 L+47,85033.41+0.353.001,800220.00-5.0030.44—1.18 LNeutral
Neutral12,650—26.320.003.901,820235.00-5.00—+27514,850Short buildup
Short buildup42,625+82533.28-0.101.501,840244.000.0032.19—4,950Neutral
Long buildup9,625+27535.01+0.151.451,860253.800.0033.57—4,125Neutral
Short covering9,625−1,92539.92+0.402.301,880305.000.0035.04—4,400Neutral
Long buildup2.57 L+9,35037.86+0.051.251,900300.00-4.10——29,975Neutral
Short covering14,025−2,20038.34+0.251.001,920339.000.0038.21—825Neutral
·········1,940167.000.0039.84—275Neutral
Neutral1,375—26.420.000.901,960362.000.0041.51—1,375Neutral
Neutral825—27.560.000.951,980364.000.0043.14—550Neutral
Neutral1.02 L—39.41-0.200.352,000400.000.00—−5503.34 LNeutral
Neutral1,375—29.820.000.552,020430.000.0046.33—5,775Neutral
Neutral1,650—30.920.000.652,040431.000.0047.88—2,475Neutral
·········2,060325.000.0049.49—275Neutral
Neutral3,575—33.090.000.402,080485.000.0051.00—1,650Neutral
Long buildup9,900+27549.79+0.100.502,120548.00+20.3082.43−4,40035,750Short covering

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 5.88% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.