CUB option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 2325
Spot
210.40
Future
210.95
Forward
210.92
PCR (OI)
0.36
Puts 18.97 L / Calls 52.89 L
PCR (volume)
0.37
Puts 1,367 / Calls 3,727
Max pain
220
strike with least total payout to holders
Highest OI
240 CE · 200 PE
ΔOI calls +15.58 L · puts +4.14 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 40.11 | 0.00 | 34.75 | 180 | 0.56 | -0.23 | 43.35 | +79,050 | 79,050 | Short buildup | ||||||
| Neutral | — | — | 39.42 | 0.00 | 30.29 | 185 | 1.00 | -0.31 | 43.19 | +4,650 | 4,650 | Short buildup | ||||||
| Short buildup | 4,650 | +2,325 | 52.93 | -16.17 | 23.83 | 190 | 1.18 | +0.16 | 38.40 | +53,475 | 1.07 L | Long buildup | ||||||
| Neutral | — | — | 38.70 | 0.00 | 22.11 | 195 | 3.08 | 0.00 | 37.70 | — | — | Neutral | ||||||
| Short buildup | 30,225 | +30,225 | 40.16 | -3.96 | 14.51 | 200 | 3.20 | +0.63 | 37.76 | +1.12 L | 4.28 L | Long buildup | ||||||
| Short buildup | 2,325 | +2,325 | 41.92 | -3.59 | 11.62 | 205 | 4.70 | +0.42 | 36.62 | +74,400 | 2.65 L | Long buildup | ||||||
| Short buildup | 2.00 L | +1.98 L | 36.99 | -4.09 | 7.91 | 210 | 6.99 | +1.86 | 36.99 | +44,175 | 3.63 L | Long buildup | ||||||
| Short buildup | 1.93 L | +1.30 L | 36.26 | -2.49 | 5.52 | 215 | 10.05 | +2.61 | 38.54 | +6,975 | 95,325 | Long buildup | ||||||
| Short buildup | 8.09 L | +4.28 L | 36.64 | -1.45 | 3.86 | 220 | 13.10 | +2.83 | 37.56 | +39,525 | 3.02 L | Long buildup | ||||||
| Short buildup | 3.19 L | +67,425 | 37.75 | -1.01 | 2.75 | 225 | 16.73 | +3.00 | 37.22 | — | 2.33 L | Neutral | ||||||
| Long unwinding | 8.35 L | −20,925 | 37.21 | -0.81 | 1.73 | 230 | 15.38 | 0.00 | 36.51 | — | 9,300 | Neutral | ||||||
| Short buildup | 8.58 L | +5.49 L | 37.81 | -0.42 | 1.15 | 235 | 20.40 | 0.00 | 35.86 | — | 11,625 | Neutral | ||||||
| Short buildup | 12.23 L | +2.53 L | 38.71 | -0.24 | 0.78 | 240 | 28.27 | 0.00 | 34.73 | — | — | Neutral | ||||||
| Long unwinding | 97,650 | −23,250 | 39.13 | -0.26 | 0.50 | 245 | 32.56 | 0.00 | 32.44 | — | — | Neutral | ||||||
| Long unwinding | 6.53 L | −37,200 | 39.39 | -0.13 | 0.31 | 250 | 37.02 | 0.00 | — | — | — | Neutral | ||||||
| Short covering | 65,100 | −20,925 | 43.99 | +0.02 | 0.35 | 255 | 41.62 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | — | — | 38.05 | 0.00 | 0.64 | 260 | 46.31 | 0.00 | — | — | — | 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 1.63% (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.