DATAPATTNS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 125
Spot
3,839.78
Future
3,898.20
Forward
3,898.20
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| — | — | 44.43 | — | 1,023.30 | 3,200 | 69.25 | — | 51.81 | — | — | ||||||||
| Neutral | — | — | 45.74 | 0.00 | 943.75 | 3,300 | 88.60 | 0.00 | 51.89 | — | — | Neutral | ||||||
| Neutral | — | — | 46.65 | 0.00 | 867.60 | 3,400 | 111.35 | 0.00 | 51.98 | — | — | Neutral | ||||||
| Neutral | — | — | 47.31 | 0.00 | 795.20 | 3,500 | 137.90 | 0.00 | 52.08 | — | — | Neutral | ||||||
| Neutral | — | — | 47.81 | 0.00 | 726.45 | 3,600 | 168.05 | 0.00 | 52.20 | — | — | Neutral | ||||||
| Neutral | — | — | 48.19 | 0.00 | 661.55 | 3,700 | 202.05 | 0.00 | 52.33 | — | — | Neutral | ||||||
| Neutral | — | — | 48.50 | 0.00 | 600.75 | 3,800 | 240.20 | 0.00 | 52.47 | — | — | Neutral | ||||||
| Neutral | — | — | 48.75 | 0.00 | 544.00 | 3,900 | 282.40 | 0.00 | 52.64 | — | — | Neutral | ||||||
| Neutral | — | — | 48.95 | 0.00 | 491.25 | 4,000 | 328.50 | 0.00 | 52.82 | — | — | Neutral | ||||||
| Neutral | — | — | 49.12 | 0.00 | 442.40 | 4,100 | 378.55 | 0.00 | 53.03 | — | — | Neutral | ||||||
| Neutral | — | — | 49.26 | 0.00 | 397.35 | 4,200 | 432.45 | 0.00 | 53.27 | — | — | Neutral | ||||||
| Neutral | — | — | 49.38 | 0.00 | 355.95 | 4,300 | 490.00 | 0.00 | 53.54 | — | — | Neutral | ||||||
| Neutral | — | — | 49.49 | 0.00 | 318.10 | 4,400 | 551.05 | 0.00 | 53.85 | — | — | Neutral | ||||||
| Neutral | — | — | 49.65 | 0.00 | 252.30 | 4,600 | 683.10 | 0.00 | 54.60 | — | — | 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 5.73% (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.