DABUR option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1250

Spot

373.89

Future

371.10

Forward

371.05

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.98

Puts 61.70 L / Calls 62.86 L

PCR (volume)

0.67

Puts 3,337 / Calls 4,988

Max pain

370

strike with least total payout to holders

Highest OI

400 CE · 330 PE

ΔOI calls −3.36 L · puts −2.49 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	1,250	—	—	78.52	0.89	-0.30	0.00	59.50	300	0.20	-0.15	-0.03	-0.02	41.69	1	−1,250	7,500	Long unwinding
Neutral	1,250	—	—	69.67	0.87	-0.29	0.00	48.00	310	0.30	-0.15	-0.04	-0.02	38.39	4	−1,250	2.11 L	Neutral
Neutral	—	—	—	60.89	0.86	-0.28	0.00	80.80	320	0.65	-0.10	-0.08	-0.05	37.57	25	+8,750	3.15 L	Short buildup
Neutral	—	—	—	56.60	0.85	-0.27	0.00	59.20	325	0.85	-0.10	-0.09	-0.06	36.40	20	+6,250	1.06 L	Short buildup
Neutral	—	—	—	52.34	0.84	-0.26	0.00	35.00	330	1.05	-0.25	-0.10	-0.07	34.75	237	+50,000	11.06 L	Short buildup
Neutral	—	—	—	48.26	0.82	-0.26	0.00	50.10	335	1.35	-0.25	-0.12	-0.09	33.41	112	+48,750	1.65 L	Short buildup
Short covering	72,500	−7,500	20	27.76	0.91	-0.09	+7.65	32.00	340	1.80	-0.45	-0.14	-0.12	32.42	420	−41,250	3.94 L	Long unwinding
Neutral	1,250	—	—	40.90	0.78	-0.25	0.00	18.35	345	2.45	-0.85	-0.16	-0.16	31.71	133	+52,500	1.51 L	Short buildup
Short covering	1.30 L	−3,750	7	28.85	0.81	-0.16	+2.80	23.75	350	3.10	-0.80	-0.18	-0.20	30.23	307	+36,250	4.70 L	Short buildup
Short covering	1.69 L	−16,250	19	28.98	0.75	-0.19	+2.50	20.00	355	4.20	-1.05	-0.20	-0.26	29.70	744	−3.02 L	3.30 L	Long unwinding
Short covering	3.96 L	−20,000	144	27.86	0.68	-0.21	+2.25	16.20	360	5.55	-1.20	-0.22	-0.32	29.03	495	−71,250	6.63 L	Long unwinding
Short covering	1.84 L	−18,750	196	27.89	0.61	-0.22	+2.35	13.10	365	7.30	-1.55	-0.23	-0.39	28.58	170	−20,000	1.38 L	Long unwinding
Short covering	7.36 L	−4.85 L	1,677	28.06	0.53	-0.23	+2.10	10.45	370	9.40	-1.80	-0.23	-0.47	28.06	592	−26,250	4.97 L	Long unwinding
Long buildup	2.83 L	+87,500	382	28.09	0.45	-0.23	+1.80	8.15	375	12.00	-10.25	-0.23	-0.55	27.85	29	−1,250	36,250	Long unwinding
Long buildup	11.46 L	+81,250	997	28.02	0.37	-0.22	+1.45	6.20	380	14.95	-2.80	-0.22	-0.63	27.52	31	+6,250	2.11 L	Short buildup
Long buildup	1.51 L	+6,250	165	28.07	0.30	-0.21	+1.10	4.65	385	22.20	0.00	-0.03	-0.91	11.01	—	—	45,000	Neutral
Long buildup	6.46 L	+2.11 L	622	28.22	0.24	-0.19	+0.85	3.45	390	23.60	0.00	—	—	—	—	—	1.54 L	Neutral
Short covering	1.05 L	−16,250	82	29.12	0.19	-0.17	+0.75	2.70	395	39.25	0.00	—	—	—	—	—	6,250	Neutral
Short covering	13.79 L	−1.89 L	535	29.21	0.15	-0.14	+0.55	1.95	400	31.95	-2.95	-0.19	-0.81	34.29	8	+5,000	5.38 L	Neutral
Long buildup	92,500	+30,000	62	29.67	0.12	-0.12	+0.35	1.45	405	50.00	0.00	—	—	—	—	—	22,500	Neutral
Long buildup	1.81 L	+3,750	27	30.65	0.09	-0.11	+0.35	1.15	410	40.50	-5.00	-0.14	-0.88	33.90	2	+2,500	1.15 L	Short buildup
Short covering	16,250	−1,250	3	29.77	0.06	-0.08	+0.10	0.70	415	42.00	0.00	—	—	—	—	—	2,500	Neutral
Short covering	1.84 L	−2,500	29	31.72	0.06	-0.08	+0.10	0.65	420	54.65	0.00	—	—	—	—	—	85,000	Neutral
Neutral	22,500	+1,250	1	33.54	0.05	-0.07	0.00	0.60	425	58.80	0.00	—	—	—	—	—	18,750	Neutral
Long unwinding	70,000	−2,500	4	31.66	0.03	-0.04	-0.15	0.30	430	59.20	-4.75	-0.05	-0.96	33.78	2	—	45,000	Neutral
Short covering	77,500	−1,250	1	33.56	0.02	-0.03	+0.05	0.20	440	74.00	0.00	—	—	—	—	—	56,250	Neutral
Neutral	2.41 L	+6,250	15	35.81	0.01	-0.03	0.00	0.15	450	81.25	-0.90	-0.22	-0.89	60.67	5	—	2.81 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 5.45% (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.