CONCOR option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1250
Spot
417.89
Future
417.35
Forward
417.28
PCR (OI)
0.73
Puts 49.70 L / Calls 68.49 L
PCR (volume)
0.53
Puts 5,586 / Calls 10,453
Max pain
420
strike with least total payout to holders
Highest OI
420 CE · 420 PE
ΔOI calls +22.36 L · puts +12.01 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 60.81 | 0.00 | 181.20 | 340 | 0.45 | +0.30 | 44.99 | +1,250 | 1,250 | Long buildup | ||||||
| Neutral | 3,750 | — | 54.29 | 0.00 | 63.00 | 350 | 0.50 | -0.30 | 40.29 | +26,250 | 62,500 | Short buildup | ||||||
| Neutral | — | — | 48.21 | 0.00 | 161.70 | 360 | 0.85 | -0.30 | 38.68 | +6,250 | 56,250 | Short buildup | ||||||
| Neutral | — | — | 45.41 | 0.00 | 83.30 | 365 | 1.60 | 0.00 | 28.64 | — | — | Neutral | ||||||
| Neutral | — | — | 42.92 | 0.00 | 152.05 | 370 | 1.45 | -0.50 | 37.29 | +18,750 | 98,750 | Short buildup | ||||||
| Neutral | — | — | 40.68 | 0.00 | 74.30 | 375 | 2.45 | 0.00 | 28.47 | — | — | Neutral | ||||||
| Neutral | 3,750 | — | 38.74 | 0.00 | 39.75 | 380 | 2.45 | -0.65 | 36.11 | +1.63 L | 4.10 L | Short buildup | ||||||
| Neutral | — | — | 37.13 | 0.00 | 65.65 | 385 | 3.15 | +0.75 | 35.54 | +63,750 | 68,750 | Long buildup | ||||||
| Neutral | 2,500 | — | 35.82 | 0.00 | 34.50 | 390 | 4.10 | -0.95 | 35.29 | +85,000 | 2.90 L | Short buildup | ||||||
| Neutral | — | — | 34.77 | 0.00 | 57.45 | 395 | 5.40 | +0.65 | 35.49 | +26,250 | 42,500 | Long buildup | ||||||
| Long buildup | 1.48 L | +16,250 | 35.46 | +2.10 | 24.10 | 400 | 6.70 | -1.45 | 34.94 | +1.27 L | 5.95 L | Short buildup | ||||||
| Neutral | 1,250 | — | 33.23 | 0.00 | 22.20 | 405 | 8.45 | -2.40 | 34.97 | +31,250 | 92,500 | Short buildup | ||||||
| Short covering | 2.95 L | −7,500 | 34.39 | +1.35 | 17.50 | 410 | 10.15 | -1.70 | 34.14 | −7,500 | 4.56 L | Long unwinding | ||||||
| Long buildup | 3.24 L | +36,250 | 32.84 | +0.70 | 14.20 | 415 | 12.55 | -1.85 | 34.41 | +1.01 L | 4.78 L | Short buildup | ||||||
| Long buildup | 13.45 L | +4.64 L | 33.98 | +1.00 | 12.25 | 420 | 15.00 | -2.40 | 34.06 | +4.94 L | 10.20 L | Short buildup | ||||||
| Long buildup | 1.98 L | +1.41 L | 34.51 | +0.95 | 10.35 | 425 | 18.05 | -4.05 | 34.51 | +25,000 | 58,750 | Short buildup | ||||||
| Long buildup | 8.29 L | +3.50 L | 34.36 | +0.70 | 8.45 | 430 | 20.90 | -1.20 | 33.74 | +40,000 | 1.57 L | Short buildup | ||||||
| Long buildup | 1.19 L | +62,500 | 34.58 | +0.50 | 6.95 | 435 | 31.15 | 0.00 | 25.23 | — | 20,000 | Neutral | ||||||
| Long buildup | 6.19 L | +2.39 L | 34.88 | +0.55 | 5.70 | 440 | 27.25 | +2.30 | 31.51 | — | 1.20 L | Neutral | ||||||
| Long buildup | 1.06 L | +16,250 | 34.85 | +0.30 | 4.55 | 445 | 31.00 | 0.00 | 22.85 | — | 2,500 | Neutral | ||||||
| Long buildup | 11.50 L | +3.23 L | 35.38 | +0.30 | 3.75 | 450 | 33.75 | -5.30 | 24.14 | — | 97,500 | Neutral | ||||||
| Short buildup | 81,250 | +48,750 | 35.96 | -0.35 | 3.10 | 455 | 32.80 | 0.00 | — | — | 1,250 | Neutral | ||||||
| Long buildup | 4.31 L | +3.02 L | 36.04 | +0.20 | 2.45 | 460 | 43.45 | 0.00 | — | — | 22,500 | Neutral | ||||||
| Long buildup | 43,750 | +41,250 | 36.77 | +0.25 | 2.05 | 465 | 57.50 | 0.00 | — | — | 8,750 | Neutral | ||||||
| Long buildup | 2.06 L | +66,250 | 37.09 | +0.20 | 1.65 | 470 | 50.50 | -4.50 | — | — | 38,750 | Neutral | ||||||
| Neutral | 27,500 | — | 36.56 | -0.05 | 1.20 | 475 | 59.45 | 0.00 | — | — | 2,500 | Neutral | ||||||
| Long buildup | 3.35 L | +83,750 | 37.25 | +0.05 | 1.00 | 480 | 61.50 | -0.15 | — | +2,500 | 1.70 L | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 485 | 68.50 | 0.00 | — | — | 1,250 | Neutral | |||
| Long buildup | 36,250 | +1,250 | 41.43 | +0.05 | 1.00 | 490 | 70.90 | 0.00 | — | — | 32,500 | Neutral | ||||||
| Neutral | 1,250 | — | 30.16 | 0.00 | 0.65 | 495 | · | · | · | · | · | · | · | · | · | |||
| Short buildup | 3.01 L | +47,500 | 39.98 | -0.10 | 0.50 | 500 | 82.00 | -4.00 | — | +8,750 | 2.26 L | Short buildup | ||||||
| Neutral | 10,000 | — | 30.41 | 0.00 | 0.30 | 510 | 92.40 | 0.00 | — | — | 15,000 | Neutral | ||||||
| Long buildup | 2.33 L | +5,000 | 46.15 | +0.15 | 0.45 | 520 | 98.50 | +1.50 | — | −11,250 | 3.24 L | Short 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 5.45% (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.