DELHIVERY option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 2075
Spot
408.75
Future
409.50
Forward
409.49
PCR (OI)
0.45
Puts 86.13 L / Calls 1.92 Cr
PCR (volume)
0.35
Puts 22,163 / Calls 63,826
Max pain
400
strike with least total payout to holders
Highest OI
420 CE · 360 PE
ΔOI calls +84.37 L · puts +18.76 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 310 | 0.10 | -0.35 | 47.71 | −39,425 | 26,975 | Long unwinding | |||
| · | · | · | · | · | · | · | · | · | 320 | 0.20 | -0.40 | 46.82 | −60,175 | 72,625 | Long unwinding | |||
| · | · | · | · | · | · | · | · | · | 325 | 0.15 | -0.90 | 42.53 | −8,300 | 14,525 | Long unwinding | |||
| Neutral | — | — | 50.92 | 0.00 | 124.15 | 330 | 0.20 | -0.70 | 41.66 | −49,800 | 53,950 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 335 | 0.25 | -0.65 | 40.41 | −33,200 | 31,125 | Long unwinding | |||
| Neutral | — | — | 45.60 | 0.00 | 114.95 | 340 | 0.35 | -0.95 | 39.88 | −43,575 | 68,475 | Long unwinding | ||||||
| Neutral | — | — | 43.19 | 0.00 | 77.70 | 345 | 0.35 | -1.30 | 37.20 | −12,450 | 89,225 | Long unwinding | ||||||
| Short covering | 4,150 | −2,075 | 68.49 | +15.80 | 64.85 | 350 | 0.50 | -1.60 | 36.78 | +37,350 | 3.17 L | Short buildup | ||||||
| Neutral | — | — | 39.37 | 0.00 | 68.95 | 355 | 0.55 | -2.35 | 34.63 | −20,750 | 49,800 | Long unwinding | ||||||
| Neutral | 6,225 | — | 81.83 | +31.80 | 60.80 | 360 | 0.75 | -2.50 | 33.90 | +87,150 | 19.03 L | Short buildup | ||||||
| Neutral | — | — | 36.70 | 0.00 | 60.60 | 365 | 0.85 | -3.25 | 31.84 | −4,150 | 64,325 | Long unwinding | ||||||
| Neutral | 62,250 | — | 66.83 | +21.65 | 49.25 | 370 | 1.25 | -3.70 | 31.71 | −1.35 L | 2.93 L | Long unwinding | ||||||
| Short covering | 49,800 | −6,225 | 36.20 | +12.10 | 37.10 | 375 | 1.60 | -4.90 | 30.54 | −95,450 | 1.89 L | Long unwinding | ||||||
| Short covering | 4.30 L | −45,650 | 32.81 | +12.35 | 32.20 | 380 | 2.10 | -6.15 | 29.60 | −1.70 L | 6.31 L | Long unwinding | ||||||
| Short covering | 1.06 L | −74,700 | 26.69 | +9.60 | 26.65 | 385 | 2.80 | -7.05 | 28.88 | +1.18 L | 3.28 L | Short buildup | ||||||
| Short covering | 20.25 L | −2.57 L | 27.27 | +7.80 | 22.85 | 390 | 3.75 | -8.50 | 28.33 | +37,350 | 7.05 L | Short buildup | ||||||
| Short covering | 3.49 L | −2.37 L | 27.23 | +7.15 | 19.20 | 395 | 5.10 | -9.70 | 28.23 | +1.47 L | 4.07 L | Short buildup | ||||||
| Short covering | 24.73 L | −1.16 L | 28.07 | +6.20 | 16.20 | 400 | 6.75 | -10.70 | 28.07 | +7.35 L | 12.76 L | Short buildup | ||||||
| Short covering | 2.49 L | −35,275 | 28.40 | +5.15 | 13.40 | 405 | 8.65 | -10.75 | 27.67 | +1.45 L | 3.26 L | Short buildup | ||||||
| Long buildup | 7.84 L | +3.59 L | 28.31 | +4.30 | 10.80 | 410 | 11.20 | -12.15 | 28.03 | +4.50 L | 5.81 L | Short buildup | ||||||
| Long buildup | 7.03 L | +5.31 L | 28.33 | +3.35 | 8.60 | 415 | 14.30 | -11.90 | 28.88 | +1.99 L | 2.18 L | Short buildup | ||||||
| Long buildup | 29.07 L | +19.15 L | 28.52 | +2.60 | 6.80 | 420 | 17.30 | -12.15 | 28.60 | +4.36 L | 4.96 L | Short buildup | ||||||
| Long buildup | 7.80 L | +6.47 L | 29.11 | +2.25 | 5.45 | 425 | 20.65 | -27.45 | 28.38 | +91,300 | 1.08 L | Short buildup | ||||||
| Long buildup | 17.62 L | +4.42 L | 29.21 | +1.60 | 4.20 | 430 | 25.00 | -10.70 | 30.39 | +49,800 | 58,100 | Short buildup | ||||||
| Long buildup | 5.37 L | +4.65 L | 30.05 | +1.35 | 3.40 | 435 | 48.35 | 0.00 | 30.86 | — | 6,225 | Neutral | ||||||
| Long buildup | 7.72 L | +3.71 L | 30.45 | +1.00 | 2.65 | 440 | 30.05 | -25.50 | — | +2,075 | 41,500 | Short buildup | ||||||
| Long buildup | 3.38 L | +2.84 L | 30.81 | +0.85 | 2.05 | 445 | 38.65 | 0.00 | 30.16 | — | — | Neutral | ||||||
| Long buildup | 10.89 L | +7.43 L | 31.56 | +0.65 | 1.65 | 450 | 41.10 | -11.65 | 25.95 | −2,075 | 53,950 | Long unwinding | ||||||
| Short buildup | 1.27 L | +1.27 L | 31.79 | -10.80 | 1.25 | 455 | 45.60 | 0.00 | 28.81 | — | — | Neutral | ||||||
| Long buildup | 6.31 L | +4.90 L | 33.18 | +0.35 | 1.10 | 460 | 44.70 | -32.55 | — | +2,075 | 31,125 | Short buildup | ||||||
| Long buildup | 1.54 L | +1.35 L | 33.95 | +0.35 | 0.90 | 465 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 2.26 L | +2.08 L | 34.80 | +0.15 | 0.75 | 470 | 49.65 | -34.35 | — | +10,375 | 64,325 | Short buildup | ||||||
| Long buildup | 26.39 L | +24.94 L | 36.73 | +0.20 | 0.55 | 480 | 59.25 | -25.75 | — | +2,075 | 1.10 L | Short buildup | ||||||
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 7.03% (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.