haylaavo

CONCOR option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1250

Spot
417.89
Future
419.60
Forward
419.60
PCR (OI)
1.33
Puts 30,000 / Calls 22,500
PCR (volume)
0.87
Puts 13 / Calls 15
Max pain
470
strike with least total payout to holders
Highest OI
450 CE · 490 PE
ΔOI calls +6,250 · puts +16,250
Open interest by strike
CallsPuts│ ATM┊ Max pain
08,12516,2503403703904104308,75045047016,250
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——40.150.00110.003401.500.0028.91——Neutral
Neutral——37.630.00100.903502.250.0028.86——Neutral
Neutral——35.660.0092.003603.250.0028.77——Neutral
——34.88—67.703653.60—28.73——
Neutral——34.190.0083.453704.550.0028.69——Neutral
Neutral——33.610.0059.453755.250.0028.65——Neutral
Neutral——33.130.0075.253806.200.0028.60——Neutral
Neutral——32.720.0051.703857.400.0028.54——Neutral
Neutral——32.360.0067.453908.250.0028.48——Neutral
Neutral——32.070.0044.5039510.050.0028.42——Neutral
Neutral——31.800.0060.1040011.800.0028.35—1,250Neutral
Neutral——31.580.0037.9040513.400.0028.27——Neutral
Neutral——31.390.0053.2041013.700.0028.19——Neutral
Neutral——31.230.0031.9541517.300.0028.08——Neutral
Neutral3,750+1,25030.800.0020.0042020.900.0027.96—7,500Neutral
Neutral——30.960.0026.6542521.900.0027.84——Neutral
Neutral——30.850.0040.9543021.150.0027.69——Neutral
Neutral——30.750.0022.0043527.150.0027.53——Neutral
Neutral1,250—30.660.0011.5044018.900.0027.33—1,250Neutral
Neutral——30.590.0018.0044533.000.0027.11——Neutral
Short buildup8,750+5,00028.94-1.358.1545036.000.0026.85—3,750Neutral
Neutral——30.460.0014.5545539.450.0026.54——Neutral
Neutral1,250—30.400.008.2546036.150.0026.19——Neutral
Neutral——30.340.0011.6546546.450.0025.76——Neutral
Neutral7,500—30.310.005.7547042.150.0025.22——Neutral
Neutral——30.230.0019.1548048.600.0023.63——Neutral
Neutral——30.160.0016.1549068.70+13.25—+16,25016,250Long buildup

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 5.45% (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.