haylaavo

CUB option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2325

Spot
210.40
Future
211.29
Forward
211.29
PCR (OI)
13.33
Puts 93,000 / Calls 6,975
PCR (volume)
—
Puts — / Calls —
Max pain
190
strike with least total payout to holders
Highest OI
250 CE · 190 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
046,50093,00018093,0001952102252404,650255
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——41.610.0038.201803.130.0037.16——Neutral
Neutral——40.990.0034.291854.160.0037.07——Neutral
Neutral——40.480.0030.6019015.100.0036.98—93,000Neutral
Neutral——40.090.0027.141956.900.0036.87——Neutral
Neutral——39.790.0023.932008.640.0036.72——Neutral
Neutral——39.580.0020.9820510.640.0036.56——Neutral
Neutral——39.370.0018.2921012.890.0036.39——Neutral
Neutral——39.240.0015.8521515.400.0036.16——Neutral
Neutral——39.100.0013.6522018.150.0035.88——Neutral
Neutral——38.990.0011.7022521.140.0035.52——Neutral
Neutral2,325—38.900.0013.0023024.360.0035.09——Neutral
Neutral——38.820.008.4623527.790.0034.51——Neutral
Neutral——38.750.007.1424031.420.0033.80——Neutral
Neutral——38.710.006.0024535.230.0032.81——Neutral
Neutral4,650—38.640.004.7025039.180.0031.41——Neutral
Neutral——38.610.004.1725543.290.0029.13——Neutral
Neutral——38.570.003.4526047.520.0024.05——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 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.