haylaavo

CONCOR option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1250

Spot
417.89
Future
421.35
Forward
421.35
PCR (OI)
0.00
Puts — / Calls 6,250
PCR (volume)
0.00
Puts — / Calls 5
Max pain
340
strike with least total payout to holders
Highest OI
500 CE · — PE
ΔOI calls +6,250 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
03,1256,2503403703904104304504706,250500
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——36.250.0092.853402.450.0028.95——Neutral
Neutral——33.650.0075.703604.950.0028.83——Neutral
Neutral——32.820.0067.653706.800.0028.78——Neutral
Neutral——32.180.0060.103809.100.0028.69——Neutral
Neutral——31.710.0053.0039011.850.0028.61——Neutral
Neutral——31.350.0046.4040015.100.0028.50——Neutral
Neutral——31.070.0040.4041018.900.0028.38——Neutral
Neutral——30.850.0034.9042023.250.0028.23——Neutral
Neutral——30.680.0029.9543028.150.0028.05——Neutral
Neutral——30.540.0025.5044033.550.0027.84——Neutral
Neutral——30.430.0021.6045039.500.0027.58——Neutral
Neutral——30.330.0018.1546045.900.0027.24——Neutral
Neutral——30.250.0015.2047052.800.0026.80——Neutral
Neutral——30.190.0012.6548060.100.0026.21——Neutral
Short buildup6,250+6,25032.79-3.605.0050075.700.0024.23——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 5.45% (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.