haylaavo

DABUR option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1250

Spot
373.89
Future
373.10
Forward
373.10
PCR (OI)
1.55
Puts 4.08 L / Calls 2.63 L
PCR (volume)
1.93
Puts 108 / Calls 56
Max pain
370
strike with least total payout to holders
Highest OI
400 CE · 350 PE
ΔOI calls +42,500 · puts +95,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
083,7501.7 L3003253401.7 L3553703851.3 L400420
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral1,250—48.960.0059.353000.550.0022.16——Neutral
Neutral——43.970.0075.953101.000.0022.29——Neutral
Neutral——39.450.0066.853201.750.0022.06——Neutral
Neutral——37.430.0040.053253.750.0021.95——Neutral
Neutral——35.590.0058.103302.900.0021.85——Neutral
Neutral——33.960.0032.453356.000.0021.74——Neutral
Neutral——32.520.0049.853403.85-2.6526.63+31,25041,250Short buildup
Neutral2,500—31.290.0031.003459.100.0021.46——Neutral
Neutral35,000—30.230.0027.453507.00+0.1028.15+33,7501.68 LLong buildup
Neutral——29.340.0019.8035513.150.0021.09——Neutral
Neutral22,500—28.590.0018.703608.75-2.2525.00+8,75033,750Short buildup
Neutral——27.950.0014.9536518.150.0020.61——Neutral
Long buildup63,750+7,50023.87+2.9515.4537012.05-1.8023.31—1.34 LNeutral
Neutral——26.990.0010.9537524.100.0019.92——Neutral
Short buildup6,250+1,25019.19-1.258.2038017.25-7.7523.04+21,25023,750Short buildup
Neutral——26.300.007.8538530.900.0018.86——Neutral
Neutral1,250—26.040.009.0039025.50-5.6026.38−1,2502,500Long unwinding
Neutral——25.810.005.5039529.00-9.4526.39+1,2501,250Short buildup
Long buildup1.25 L+33,75024.98+0.855.3540040.750.0015.54—3,750Neutral
Neutral——25.430.003.7540546.600.0012.48——Neutral
Neutral——25.300.0011.3541034.950.00———Neutral
Neutral5,000—25.030.004.5042042.100.00———Neutral
Neutral——24.840.006.5043049.800.00———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 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.