DLF option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 950
Spot
701.00
Future
704.00
Forward
704.08
PCR (OI)
0.60
Puts 57.98 L / Calls 96.53 L
PCR (volume)
0.54
Puts 12,591 / Calls 23,498
Max pain
680
strike with least total payout to holders
Highest OI
700 CE · 700 PE
ΔOI calls +12.87 L · puts +6.40 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 540 | 0.50 | 0.00 | 34.72 | — | 33,250 | Neutral | |||
| Short buildup | 2,850 | +2,850 | — | -8.65 | 129.95 | 560 | 0.40 | -0.25 | 44.81 | −32,300 | 1.03 L | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 122.30 | 580 | 0.60 | -0.30 | 41.30 | −7,600 | 2.11 L | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 590 | 0.70 | -0.50 | 39.17 | −30,400 | 2.32 L | Long unwinding | |||
| Long buildup | 37,050 | +6,650 | — | +0.20 | 99.10 | 600 | 0.90 | -0.65 | 37.67 | −9,500 | 4.39 L | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 65.50 | 610 | 1.25 | -0.75 | 36.72 | +15,200 | 1.18 L | Short buildup | ||||||
| Neutral | 23,750 | — | 22.06 | 0.00 | 60.60 | 620 | 1.40 | -1.20 | 34.15 | −2.83 L | 2.93 L | Long unwinding | ||||||
| Neutral | 39,900 | — | 26.57 | 0.00 | 45.70 | 630 | 1.90 | -1.45 | 32.97 | +9,500 | 2.26 L | Short buildup | ||||||
| Neutral | 69,350 | — | 28.09 | 0.00 | 54.65 | 640 | 2.55 | -2.15 | 31.71 | +37,050 | 2.59 L | Short buildup | ||||||
| Neutral | 1.60 L | −950 | — | +7.60 | 53.15 | 650 | 3.60 | -2.65 | 30.96 | +95,950 | 5.61 L | Short buildup | ||||||
| Short covering | 3.71 L | −20,900 | 29.47 | +10.50 | 48.65 | 660 | 4.90 | -3.55 | 29.95 | +1.20 L | 5.59 L | Short buildup | ||||||
| Short covering | 9.97 L | −16,150 | 29.03 | +9.65 | 40.65 | 670 | 6.75 | -4.45 | 29.19 | −7,600 | 5.94 L | Long unwinding | ||||||
| Short covering | 6.20 L | −58,900 | 28.49 | +8.55 | 33.20 | 680 | 9.25 | -5.85 | 28.60 | −57,950 | 5.20 L | Long unwinding | ||||||
| Short covering | 4.13 L | −39,900 | 28.04 | +7.30 | 26.50 | 690 | 12.50 | -7.00 | 28.11 | +91,200 | 3.33 L | Short buildup | ||||||
| Long buildup | 30.58 L | +8.38 L | 27.84 | +6.15 | 20.75 | 700 | 16.65 | -8.40 | 27.80 | +5.96 L | 9.63 L | Short buildup | ||||||
| Long buildup | 5.62 L | +92,150 | 27.58 | +4.80 | 15.80 | 710 | 21.70 | -9.00 | 27.58 | +43,700 | 76,000 | Short buildup | ||||||
| Short covering | 7.25 L | −15,200 | 27.57 | +3.85 | 11.85 | 720 | 27.50 | -11.10 | 27.22 | +58,900 | 1.58 L | Short buildup | ||||||
| Long buildup | 3.24 L | +57,950 | 27.68 | +2.95 | 8.75 | 730 | 84.55 | 0.00 | 31.66 | — | — | Neutral | ||||||
| Long buildup | 6.16 L | +1.29 L | 27.83 | +2.25 | 6.35 | 740 | 46.00 | -9.00 | 34.79 | — | 1.06 L | Neutral | ||||||
| Long buildup | 2.67 L | +85,500 | 27.93 | +1.60 | 4.50 | 750 | 100.55 | 0.00 | 32.05 | — | — | Neutral | ||||||
| Long buildup | 7.79 L | +82,650 | 28.09 | +1.20 | 3.15 | 760 | 68.10 | 0.00 | 32.32 | — | 1,900 | Neutral | ||||||
| Long buildup | 4.66 L | +39,900 | 28.98 | +0.60 | 1.60 | 780 | 85.00 | -4.10 | 49.25 | — | 7,600 | Neutral | ||||||
| Long buildup | 1.23 L | +1.04 L | 29.88 | +0.25 | 0.80 | 800 | 95.75 | -2.25 | 22.32 | +1,900 | 5,700 | 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 5.1% (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.