CROMPTON option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 2150
Spot
195.00
Future
195.39
Forward
195.64
PCR (OI)
0.55
Puts 84.43 L / Calls 1.52 Cr
PCR (volume)
0.41
Puts 1,728 / Calls 4,169
Max pain
203
strike with least total payout to holders
Highest OI
210 CE · 200 PE
ΔOI calls −1.44 L · puts +1.07 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| — | — | 43.91 | — | 57.83 | 155 | 0.09 | — | 34.37 | — | — | ||||||||
| Neutral | — | — | 38.24 | 0.00 | 85.50 | 160 | 0.10 | 0.00 | 30.06 | — | — | Neutral | ||||||
| Neutral | 86,000 | — | 34.86 | 0.00 | 30.00 | 165 | 0.54 | 0.00 | 31.00 | — | 32,250 | Neutral | ||||||
| Neutral | 6,450 | — | 32.74 | 0.00 | 34.00 | 170 | 0.55 | -0.33 | 39.96 | −15,050 | 88,150 | Long unwinding | ||||||
| Neutral | — | — | 32.21 | 0.00 | 41.11 | 172.50 | 1.12 | 0.00 | 31.18 | — | 66,650 | Neutral | ||||||
| Neutral | — | — | 31.71 | 0.00 | 38.83 | 175 | 0.92 | -0.46 | 38.28 | −19,350 | 2.41 L | Long unwinding | ||||||
| Neutral | — | — | 31.58 | 0.00 | 36.58 | 177.50 | 1.22 | -0.52 | 37.85 | +12,900 | 45,150 | Short buildup | ||||||
| Neutral | 12,900 | — | 31.45 | 0.00 | 15.09 | 180 | 1.53 | -0.68 | 36.85 | −6,450 | 3.55 L | Long unwinding | ||||||
| Neutral | 6,450 | — | 31.34 | 0.00 | 23.25 | 182.50 | 2.00 | -0.78 | 36.52 | −6,450 | 81,700 | Long unwinding | ||||||
| Short covering | 25,800 | −2,150 | 48.06 | +3.50 | 15.00 | 185 | 2.49 | -0.98 | 35.61 | −34,400 | 4.32 L | Long unwinding | ||||||
| Neutral | 8,600 | — | 31.18 | 0.00 | 18.79 | 187.50 | 3.12 | -1.15 | 34.93 | — | 1.38 L | Neutral | ||||||
| Short covering | 3.07 L | −25,800 | 33.75 | +0.94 | 9.40 | 190 | 4.04 | -1.17 | 35.22 | +38,700 | 7.31 L | Short buildup | ||||||
| Long buildup | 77,400 | +12,900 | 35.84 | +1.24 | 8.30 | 192.50 | 4.80 | -1.56 | 33.78 | +12,900 | 1.46 L | Short buildup | ||||||
| Long buildup | 7.74 L | +32,250 | 34.24 | +0.81 | 6.69 | 195 | 6.05 | -1.55 | 34.24 | +1.40 L | 7.78 L | Short buildup | ||||||
| Neutral | 2.26 L | +2,150 | 33.89 | +0.70 | 5.46 | 197.50 | 7.32 | -1.74 | 33.96 | +4,300 | 1.78 L | Short buildup | ||||||
| Short covering | 19.26 L | −1.25 L | 34.02 | +0.56 | 4.47 | 200 | 8.79 | -1.96 | 33.94 | −27,950 | 15.37 L | Long unwinding | ||||||
| Long buildup | 3.18 L | +21,500 | 34.19 | +0.44 | 3.63 | 202.50 | 11.26 | 0.00 | 31.16 | — | 1.03 L | Neutral | ||||||
| Short covering | 14.60 L | −32,250 | 34.60 | +0.42 | 2.96 | 205 | 11.63 | -2.36 | 30.59 | +4,300 | 6.90 L | Neutral | ||||||
| Short covering | 2.86 L | −10,750 | 34.67 | +0.30 | 2.35 | 207.50 | 11.80 | 0.00 | 31.26 | — | 10,750 | Neutral | ||||||
| Neutral | 28.53 L | — | 34.98 | +0.24 | 1.88 | 210 | 16.45 | -1.86 | 37.07 | — | 13.50 L | Neutral | ||||||
| Long buildup | 2.99 L | +38,700 | 35.58 | +0.19 | 1.53 | 212.50 | 13.92 | 0.00 | 31.37 | — | 6,450 | Neutral | ||||||
| Long buildup | 6.26 L | +32,250 | 36.04 | +0.15 | 1.23 | 215 | 20.10 | +6.20 | 32.18 | — | 81,700 | Neutral | ||||||
| Neutral | 2.30 L | −2,150 | 36.84 | +0.14 | 1.02 | 217.50 | 22.35 | +8.39 | 32.03 | +2,150 | 2,150 | Long buildup | ||||||
| Short covering | 25.35 L | −94,600 | 37.42 | +0.10 | 0.83 | 220 | 26.55 | 0.00 | 31.74 | — | 2.09 L | Neutral | ||||||
| Neutral | 90,300 | — | 31.17 | 0.00 | 0.61 | 222.50 | 23.65 | 0.00 | 32.06 | — | 2,150 | Neutral | ||||||
| Neutral | 5.12 L | +2,150 | 39.02 | +0.06 | 0.58 | 225 | 27.95 | 0.00 | 32.47 | — | 53,750 | Neutral | ||||||
| Neutral | 1.27 L | — | 30.90 | 0.00 | 0.44 | 227.50 | 28.30 | 0.00 | 32.90 | — | 12,900 | Neutral | ||||||
| Long buildup | 11.22 L | +21,500 | 40.94 | +0.01 | 0.43 | 230 | 33.00 | +6.00 | — | +2,150 | 3.57 L | Neutral | ||||||
| Neutral | 1.81 L | — | 31.40 | 0.00 | 0.59 | 232.50 | 28.36 | 0.00 | 34.73 | — | 2,150 | Neutral | ||||||
| Neutral | 2.24 L | — | 31.45 | 0.00 | 0.32 | 235 | 30.77 | 0.00 | 35.74 | — | 1.25 L | Neutral | ||||||
| Neutral | 2,150 | — | 30.57 | 0.00 | 1.40 | 237.50 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 4.58 L | −15,050 | 44.66 | 0.00 | 0.25 | 240 | 41.17 | 0.00 | 38.41 | — | 1.25 L | Neutral | ||||||
| Neutral | 49,450 | — | 32.61 | 0.00 | 0.27 | 245 | 39.50 | 0.00 | 42.03 | — | 8,600 | Neutral | ||||||
| Neutral | 4.04 L | — | 50.06 | -0.03 | 0.20 | 250 | 54.50 | 0.00 | 45.56 | — | 4.54 L | Neutral | ||||||
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 8.99% (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.