DATAPATTNS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 125
Spot
3,839.78
Future
3,821.20
Forward
3,821.20
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 | ||||||
| Neutral | — | — | 61.44 | 0.00 | 1,079.10 | 3,200 | 110.30 | 0.00 | 48.22 | — | — | Neutral | ||||||
| Neutral | — | — | 59.12 | 0.00 | 933.85 | 3,400 | 161.95 | 0.00 | 47.81 | — | — | Neutral | ||||||
| Neutral | — | — | 57.50 | 0.00 | 801.50 | 3,600 | 226.50 | 0.00 | 47.31 | — | — | Neutral | ||||||
| Neutral | — | — | 56.34 | 0.00 | 683.00 | 3,800 | 304.90 | 0.00 | 46.70 | — | — | Neutral | ||||||
| Neutral | — | — | 55.49 | 0.00 | 578.00 | 4,000 | 396.85 | 0.00 | 45.93 | — | — | Neutral | ||||||
| Neutral | — | — | 54.85 | 0.00 | 486.00 | 4,200 | 501.80 | 0.00 | 44.93 | — | — | Neutral | ||||||
| Neutral | — | — | 54.35 | 0.00 | 406.30 | 4,400 | 619.00 | 0.00 | 43.62 | — | — | Neutral | ||||||
| Neutral | — | — | 53.97 | 0.00 | 337.85 | 4,600 | 747.45 | 0.00 | 41.79 | — | — | Neutral | ||||||
| Neutral | — | — | 53.66 | 0.00 | 279.60 | 4,800 | 886.10 | 0.00 | 39.04 | — | — | 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.