DIXON option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 50
Spot
12,318.19
Future
12,366.00
Forward
12,366.00
PCR (OI)
5.00
Puts 250 / Calls 50
PCR (volume)
—
Puts 2 / Calls —
Max pain
11,000
strike with least total payout to holders
Highest OI
11,000 CE · 11,000 PE
ΔOI calls +— · puts +100
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 54.75 | 0.00 | 2,537.20 | 9,000 | 165.25 | 0.00 | 38.84 | — | — | Neutral | ||||||
| Neutral | — | — | 50.78 | 0.00 | 2,145.75 | 9,500 | 266.10 | 0.00 | 38.73 | — | — | Neutral | ||||||
| Neutral | — | — | 47.90 | 0.00 | 1,790.20 | 10,000 | 402.80 | 0.00 | 38.60 | — | — | Neutral | ||||||
| Neutral | — | — | 45.89 | 0.00 | 1,473.05 | 10,500 | 479.00 | 0.00 | 38.44 | — | 50 | Neutral | ||||||
| Neutral | 50 | — | 44.49 | 0.00 | 751.00 | 11,000 | 202.30 | -407.70 | 30.51 | +100 | 200 | Short buildup | ||||||
| Neutral | — | — | 43.51 | 0.00 | 960.05 | 11,500 | 1,049.50 | 0.00 | 38.03 | — | — | Neutral | ||||||
| Neutral | — | — | 42.82 | 0.00 | 761.15 | 12,000 | 1,342.85 | 0.00 | 37.75 | — | — | Neutral | ||||||
| Neutral | — | — | 42.31 | 0.00 | 596.70 | 12,500 | 1,670.75 | 0.00 | 37.40 | — | — | Neutral | ||||||
| Neutral | — | — | 41.93 | 0.00 | 463.55 | 13,000 | 2,029.85 | 0.00 | 36.95 | — | — | Neutral | ||||||
| — | — | 41.65 | — | 356.65 | 13,500 | 2,415.25 | — | 36.37 | — | — | ||||||||
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.