haylaavo

COROMANDEL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 300

Spot
1,739.99
Future
1,745.40
Forward
1,745.40
PCR (OI)
0.92
Puts 29,700 / Calls 32,400
PCR (volume)
1.06
Puts 153 / Calls 144
Max pain
1,700
strike with least total payout to holders
Highest OI
1,820 CE · 1,700 PE
ΔOI calls +16,500 · puts −600
Open interest by strike
CallsPuts│ ATM┊ Max pain
03,6007,2001,4001,5401,6205,7001,7001,7807,2001,8601,960
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
——38.51—345.751,4000.85—31.00——
Neutral——35.330.00306.901,4404.30+2.6049.86+3003,900Long buildup
Neutral——33.370.00268.851,4804.70-1.6544.90−6004,200Long unwinding
Neutral——32.350.00232.001,5205.35-7.2040.26+6003,600Short buildup
Neutral——32.050.00214.201,5407.35-8.9040.43−6,3005,400Long unwinding
Neutral——31.830.00196.901,56011.250.0031.16——Neutral
Neutral——31.690.00180.201,58014.400.0031.17——Neutral
Neutral——31.590.00164.101,60018.05-1.4042.05+2,1002,400Short buildup
Neutral——31.510.00148.701,62040.800.0031.15—1,800Neutral
Neutral——31.450.00134.101,64026.55-7.4541.06+9002,700Short buildup
Neutral——31.410.00120.201,66034.050.0031.14——Neutral
Neutral——31.380.00107.201,68041.000.0031.13——Neutral
Long buildup2,400+60035.69+25.0084.001,70044.15-27.8039.12+2,4005,700Short buildup
Long buildup2,700+60036.96+38.9574.551,72057.500.0031.12——Neutral
Neutral300—31.320.0063.501,74067.100.0031.10——Neutral
Neutral300—31.300.0042.001,76077.650.0031.09——Neutral
Short buildup3,900+1,20037.27-0.4546.901,78089.000.0031.07——Neutral
Long buildup5,100+3,90036.84+11.4038.801,800101.250.0031.06——Neutral
Long buildup7,200+1,50037.15+9.8032.801,820114.350.0031.03——Neutral
Neutral——31.270.0035.151,840128.150.0031.00——Neutral
Long buildup7,200+5,40036.07+7.0020.901,860142.800.0030.97——Neutral
Short buildup300+30038.60-5.1520.001,880158.000.0030.93——Neutral
Short buildup600+60040.44-2.6018.501,900173.850.0030.86——Neutral
Neutral——31.260.0017.601,920190.250.0030.79——Neutral
Neutral——31.240.0012.051,960224.500.0030.56——Neutral
Long buildup2,400+2,40043.44+0.658.702,000260.350.0030.12——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.