DATAPATTNS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 125
Spot
3,839.78
Future
3,832.30
Forward
3,832.30
PCR (OI)
0.49
Puts 32,875 / Calls 66,750
PCR (volume)
0.25
Puts 322 / Calls 1,269
Max pain
3,900
strike with least total payout to holders
Highest OI
4,000 CE · 3,800 PE
ΔOI calls +23,375 · puts +21,625
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| — | — | 64.23 | — | 949.60 | 3,200 | 15.30 | — | 49.72 | — | — | ||||||||
| Neutral | — | — | 60.88 | 0.00 | 858.40 | 3,300 | 23.65 | 0.00 | 49.59 | — | — | Neutral | ||||||
| Neutral | — | — | 58.45 | 0.00 | 770.40 | 3,400 | 35.15 | 0.00 | 49.44 | — | — | Neutral | ||||||
| Neutral | — | — | 56.71 | 0.00 | 686.20 | 3,500 | 50.50 | 0.00 | 49.25 | — | — | Neutral | ||||||
| Neutral | — | — | 55.48 | 0.00 | 606.40 | 3,600 | 91.45 | -13.30 | 52.13 | +1,875 | 3,875 | Short buildup | ||||||
| Neutral | 125 | — | 54.58 | 0.00 | 370.00 | 3,700 | 127.45 | -6.20 | 51.82 | +1,125 | 2,250 | Short buildup | ||||||
| Long buildup | 2,625 | +2,500 | 54.06 | +63.15 | 213.15 | 3,800 | 170.40 | -39.75 | 51.15 | +18,625 | 19,750 | Short buildup | ||||||
| Short buildup | 5,375 | +5,375 | 53.15 | -234.60 | 163.95 | 3,900 | 250.70 | 0.00 | 47.92 | — | 375 | Neutral | ||||||
| Long buildup | 20,875 | +13,000 | 53.28 | +38.30 | 126.35 | 4,000 | 337.20 | 0.00 | 47.32 | — | 4,750 | Neutral | ||||||
| Short covering | 14,875 | −1,625 | 54.49 | +33.20 | 99.40 | 4,100 | 240.00 | 0.00 | 46.52 | — | 1,875 | Neutral | ||||||
| Long buildup | 9,875 | +1,500 | 52.54 | +20.25 | 68.70 | 4,200 | 304.30 | 0.00 | 45.41 | — | — | Neutral | ||||||
| Long buildup | 6,375 | +1,875 | 52.55 | +13.70 | 49.90 | 4,300 | 363.65 | 0.00 | 43.78 | — | — | Neutral | ||||||
| Neutral | — | — | 52.23 | 0.00 | 168.20 | 4,400 | 428.30 | 0.00 | 41.15 | — | — | Neutral | ||||||
| Neutral | — | — | 52.00 | 0.00 | 113.00 | 4,600 | 572.20 | 0.00 | — | — | — | Neutral | ||||||
| Long buildup | 6,625 | +750 | 56.09 | +4.45 | 11.20 | 4,800 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.