DLF option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 950
Spot
701.00
Future
710.20
Forward
710.20
PCR (OI)
2.00
Puts 1,900 / Calls 950
PCR (volume)
1.00
Puts 1 / Calls 1
Max pain
700
strike with least total payout to holders
Highest OI
700 CE · 680 PE
ΔOI calls +950 · puts +950
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 30.77 | 0.00 | 96.75 | 600 | 16.45 | 0.00 | 30.81 | — | — | Neutral | ||||||
| Neutral | — | — | 30.81 | 0.00 | 82.95 | 620 | 22.40 | 0.00 | 30.80 | — | — | Neutral | ||||||
| Neutral | — | — | 30.83 | 0.00 | 70.50 | 640 | 29.60 | 0.00 | 30.79 | — | — | Neutral | ||||||
| Neutral | — | — | 30.83 | 0.00 | 59.35 | 660 | 38.15 | 0.00 | 30.78 | — | — | Neutral | ||||||
| Neutral | — | — | 30.84 | 0.00 | 49.45 | 680 | 32.00 | 0.00 | 30.77 | — | 950 | Neutral | ||||||
| Short buildup | 950 | +950 | 23.03 | -4.85 | 36.00 | 700 | 36.00 | -23.05 | 30.65 | +950 | 950 | Short buildup | ||||||
| Neutral | — | — | 30.85 | 0.00 | 33.45 | 720 | 71.35 | 0.00 | 30.74 | — | — | Neutral | ||||||
| Neutral | — | — | 30.85 | 0.00 | 27.15 | 740 | 84.75 | 0.00 | 30.72 | — | — | Neutral | ||||||
| Neutral | — | — | 30.86 | 0.00 | 21.90 | 760 | 99.15 | 0.00 | 30.69 | — | — | 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.