haylaavo

CROMPTON option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 2325

Spot
195.00
Future
198.73
Forward
198.73
PCR (OI)
—
Puts 9,300 / Calls —
PCR (volume)
—
Puts 5 / Calls —
Max pain
190
strike with least total payout to holders
Highest OI
— CE · 190 PE
ΔOI calls +— · puts +6,975
Open interest by strike
CallsPuts│ ATM┊ Max pain
04,6509,3001601701809,300190200210220230
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
——20.83—40.451601.73—31.71——
——25.36—36.261652.47—31.82——
Neutral——27.040.0032.291703.410.0031.88——Neutral
Neutral——27.990.0028.551754.600.0032.00——Neutral
Neutral——28.590.0025.051804.00-1.2330.42−2,325—Long unwinding
Neutral——29.020.0021.821857.720.0032.22——Neutral
Neutral——29.350.0018.881907.37-2.3330.57+9,3009,300Short buildup
Neutral——29.580.0016.2219511.960.0032.57——Neutral
Neutral——29.750.0013.8320014.500.0032.81——Neutral
Neutral——29.910.0011.7220517.300.0033.07——Neutral
Neutral——30.040.009.8621020.370.0033.40——Neutral
Neutral——30.130.008.2421523.670.0033.77——Neutral
Neutral——30.200.006.8522027.200.0034.25——Neutral
Neutral——30.260.005.6722530.940.0034.84——Neutral
Neutral——30.320.004.6523034.850.0035.51——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 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.