haylaavo

CROMPTON option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2150

Spot
195.00
Future
197.13
Forward
197.13
PCR (OI)
0.56
Puts 30,100 / Calls 53,750
PCR (volume)
0.00
Puts — / Calls 4
Max pain
210
strike with least total payout to holders
Highest OI
215 CE · 210 PE
ΔOI calls +8,600 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
013,97527,950155172.5182.5192.5202.527,950212.517,200222.5235
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
——25.37—59.061550.42—31.30——
Neutral——28.120.0054.381600.670.0031.33——Neutral
Neutral——29.110.0049.801651.010.0031.30——Neutral
Neutral——29.650.0045.351701.490.0031.38——Neutral
——29.87—28.28172.502.66—31.39——
Neutral——29.980.0041.051752.120.0031.45——Neutral
Neutral——30.090.0024.46177.503.780.0031.47——Neutral
Neutral——30.210.0036.941804.100.0031.48—2,150Neutral
Neutral——30.310.0020.91182.505.180.0031.50——Neutral
Neutral——30.380.0033.021853.940.0031.54——Neutral
Neutral——30.440.0017.69187.506.910.0031.59——Neutral
Neutral——30.490.0029.341905.190.0031.64——Neutral
Neutral——30.520.0014.81192.508.970.0031.69——Neutral
Neutral8,600—30.570.0013.001956.660.0031.73——Neutral
Neutral——30.600.0012.26197.5011.370.0031.80——Neutral
Neutral——30.630.0022.702008.400.0031.87——Neutral
Neutral——30.650.0010.04202.5014.090.0031.95——Neutral
Neutral6,450—30.690.0011.0020510.400.0032.07——Neutral
Neutral——30.680.008.13207.5017.130.0032.16——Neutral
Short buildup12,900+8,60031.31-7.184.8221018.800.0032.28—27,950Neutral
Neutral——30.740.006.52212.5020.470.0032.41——Neutral
Neutral17,200—30.760.004.3221515.210.0032.59——Neutral
Neutral——30.790.005.18217.5024.080.0032.75——Neutral
Neutral2,150—30.760.005.2022018.000.0032.97——Neutral
Neutral——30.780.004.07222.5027.910.0033.19——Neutral
Neutral2,150—30.800.003.9922521.030.0033.48——Neutral
Neutral——30.790.003.17227.5031.950.0033.78——Neutral
Neutral——30.830.009.0323024.290.0034.12——Neutral
Neutral2,150—30.810.004.0023527.770.0034.98——Neutral
Neutral——30.880.006.3524031.460.0036.07——Neutral
Neutral2,150—30.870.004.50250·········

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