haylaavo

DIVISLAB option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 100

Spot
9,945.51
Future
9,994.00
Forward
9,994.89
PCR (OI)
0.57
Puts 11.86 L / Calls 20.95 L
PCR (volume)
0.39
Puts 14,526 / Calls 37,096
Max pain
9,600
strike with least total payout to holders
Highest OI
10,000 CE · 10,000 PE
ΔOI calls +6.10 L · puts +2.21 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
02.6 L5.2 L8,5008,9009,3009,7005.2 L1.2 L10,10010,50011,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········7,6003.00-0.9048.22−80010,800Long unwinding
·········7,8005.00-1.0047.20−1004,500Long unwinding
Neutral5,800——0.001,752.608,0007.15-0.6545.26−1,80018,300Long unwinding
Neutral100——0.001,180.008,1008.10-1.2043.91−3,80018,600Long unwinding
Neutral———0.00899.058,20010.10-2.4043.24−2,5006,500Long unwinding
Neutral300——0.00775.008,30012.15-1.6542.32−20015,700Long unwinding
Neutral2,100——0.001,105.008,40017.75-0.5042.97−1,20014,200Long unwinding
Neutral6,100——0.001,190.308,50019.35-3.6541.27−19,70046,600Long unwinding
Neutral3,000——0.00899.958,60023.85-5.3540.61−4,60023,800Long unwinding
Neutral7,600——0.00573.008,70029.15-7.2039.90+2,40028,800Short buildup
Neutral12,300——0.001,088.008,80035.35-10.5539.14−5,20032,900Long unwinding
Neutral5,700——0.00894.258,90044.60-12.0538.82+7,40031,000Short buildup
Long buildup57,000+1,30037.04+128.151,040.009,00055.30-15.9038.40+2,9001.06 LShort buildup
Long buildup23,100+40039.31+142.45966.709,10067.25-22.0037.82−2,10033,000Long unwinding
Neutral87,900−10035.85+112.05865.009,20082.95-25.1037.51−1,80052,200Long unwinding
Short covering30,100−3,00036.94+110.65792.009,300100.80-30.9537.08−3,50046,100Long unwinding
Short covering48,800−1,20037.47+116.70720.109,400122.20-37.2536.73+27,70094,700Short buildup
Short covering97,500−7,20036.95+109.80644.459,500147.15-39.7036.40+3,30097,600Short buildup
Short covering65,000−13,20036.46+102.50572.559,600176.60-48.2536.15+7,00077,600Short buildup
Short covering62,200−8,90035.94+95.25504.259,700211.15-55.3036.01+6,40067,600Short buildup
Short covering1.04 L−55,50035.85+86.25444.009,800246.50-64.7535.48+47,8001.07 LShort buildup
Long buildup65,000+28,60035.39+77.60384.809,900291.45-69.9535.51+46,00060,100Short buildup
Long buildup5.22 L+1.66 L35.58+72.60336.4510,000341.40-75.9535.57+63,2001.18 LShort buildup
Short covering27,200−3,90035.73+66.95292.2510,100396.95-81.1535.73+10,40013,000Short buildup
Long buildup83,700+14,30035.58+58.60249.8510,200460.20-84.5036.23+31,00035,600Short buildup
Short covering22,200−5,70035.86+54.45215.7010,300521.15-87.5036.02+7,9009,000Short buildup
Long buildup30,500+4,70035.93+49.25183.8010,400967.350.0027.20—600Neutral
Long buildup3.87 L+2.94 L36.22+44.75157.5010,500672.85-431.0537.68+4,5004,500Short buildup
Long buildup32,700+14,00036.68+41.95135.9510,6001,225.000.0027.81—200Neutral
Long buildup19,700+12,30037.11+38.55116.9510,7001,269.900.0028.23——Neutral
Long buildup39,000+25,30037.23+33.6098.4010,8001,956.950.0028.75——Neutral
Long buildup2.43 L+1.44 L37.85+26.6570.9511,0001,201.450.0030.12—11,500Neutral
4,500+4,50034.25—32.7511,2002,325.50—32.03——

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 6.82% (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.