DLF option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 950
Spot
701.00
Future
707.55
Forward
707.55
PCR (OI)
0.45
Puts 18,050 / Calls 39,900
PCR (volume)
4.50
Puts 18 / Calls 4
Max pain
680
strike with least total payout to holders
Highest OI
700 CE · 680 PE
ΔOI calls +950 · puts +4,750
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 28.01 | 0.00 | 112.35 | 560 | 11.15 | 0.00 | 30.84 | — | — | Neutral | ||||||
| Neutral | — | — | 29.44 | 0.00 | 97.30 | 580 | 15.80 | 0.00 | 30.88 | — | — | Neutral | ||||||
| Neutral | — | — | 30.05 | 0.00 | 83.45 | 600 | 21.65 | 0.00 | 30.87 | — | — | Neutral | ||||||
| Neutral | — | — | 30.21 | 0.00 | 81.60 | 610 | 14.00 | 0.00 | 30.87 | — | — | Neutral | ||||||
| Neutral | — | — | 30.33 | 0.00 | 70.85 | 620 | 13.50 | 0.00 | 30.88 | — | 950 | Neutral | ||||||
| Neutral | — | — | 30.43 | 0.00 | 67.80 | 630 | 20.00 | 0.00 | 30.89 | — | — | Neutral | ||||||
| Neutral | — | — | 30.49 | 0.00 | 59.60 | 640 | 15.00 | 0.00 | 30.89 | — | 950 | Neutral | ||||||
| Neutral | — | — | 30.55 | 0.00 | 55.55 | 650 | 27.50 | 0.00 | 30.89 | — | — | Neutral | ||||||
| Neutral | 2,850 | — | 30.59 | 0.00 | 36.00 | 660 | 16.00 | 0.00 | 30.89 | — | 5,700 | Neutral | ||||||
| Neutral | — | — | 30.62 | 0.00 | 44.85 | 670 | 36.60 | 0.00 | 30.89 | — | — | Neutral | ||||||
| Neutral | 1,900 | — | 30.65 | 0.00 | 42.10 | 680 | 18.80 | -20.20 | 28.16 | +3,800 | 9,500 | Short buildup | ||||||
| Neutral | 950 | — | 30.67 | 0.00 | 22.50 | 690 | 47.20 | 0.00 | 30.90 | — | — | Neutral | ||||||
| Neutral | 15,200 | — | 30.69 | 0.00 | 28.60 | 700 | 27.10 | -43.20 | 27.91 | +950 | 950 | Short buildup | ||||||
| Neutral | — | — | 30.71 | 0.00 | 27.95 | 710 | 59.30 | 0.00 | 30.91 | — | — | Neutral | ||||||
| Long buildup | 9,500 | +950 | 26.18 | +3.05 | 23.45 | 720 | 83.65 | 0.00 | 30.92 | — | — | Neutral | ||||||
| Neutral | 3,800 | — | 30.74 | 0.00 | 19.40 | 730 | 72.70 | 0.00 | 30.92 | — | — | Neutral | ||||||
| Neutral | 950 | — | 30.74 | 0.00 | 17.00 | 740 | 98.05 | 0.00 | 30.93 | — | — | Neutral | ||||||
| Neutral | — | — | 30.75 | 0.00 | 16.55 | 750 | 87.40 | 0.00 | 30.93 | — | — | Neutral | ||||||
| Neutral | — | — | 30.75 | 0.00 | 17.50 | 760 | 113.35 | 0.00 | 30.94 | — | — | Neutral | ||||||
| Neutral | 4,750 | — | 30.77 | 0.00 | 4.20 | 780 | 129.40 | 0.00 | 30.94 | — | — | Neutral | ||||||
| Neutral | — | — | 30.78 | 0.00 | 10.90 | 800 | 146.15 | 0.00 | 30.96 | — | — | 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 5.1% (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.