DRREDDY option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 625
Spot
1,341.98
Future
1,341.90
Forward
1,340.95
PCR (OI)
0.93
Puts 59.75 L / Calls 64.11 L
PCR (volume)
0.60
Puts 7,680 / Calls 12,686
Max pain
1,310
strike with least total payout to holders
Highest OI
1,370 CE · 1,250 PE
ΔOI calls +11.39 L · puts +2.12 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,000 | 0.20 | -0.05 | 47.28 | −1,250 | 42,500 | Long unwinding | |||
| · | · | · | · | · | · | · | · | · | 1,080 | 0.75 | 0.00 | 27.33 | — | 6,875 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,090 | 1.25 | 0.00 | 26.24 | — | 2,500 | Neutral | |||
| Neutral | 2,500 | — | 55.25 | 0.00 | 235.75 | 1,100 | 0.70 | +0.10 | 39.00 | −15,000 | 1.14 L | Short covering | ||||||
| · | · | · | · | · | · | · | · | · | 1,110 | 0.60 | -0.10 | 36.63 | — | 15,625 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,120 | 0.65 | 0.00 | 23.02 | — | 32,500 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,130 | 1.20 | 0.00 | 23.20 | — | 13,125 | Neutral | |||
| Long buildup | 2,500 | +1,250 | 66.27 | +62.55 | 216.55 | 1,140 | 0.75 | 0.00 | 33.18 | −1,875 | 58,750 | Neutral | ||||||
| Neutral | 625 | — | 45.70 | 0.00 | 91.00 | 1,150 | 1.05 | -0.05 | 33.40 | −5,000 | 1.78 L | Long unwinding | ||||||
| Neutral | 3,750 | — | 43.84 | 0.00 | 155.00 | 1,160 | 1.35 | 0.00 | 33.22 | +625 | 47,500 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 1,170 | 1.60 | 0.00 | 23.32 | — | 1.38 L | Neutral | |||
| Long buildup | 6,250 | +5,625 | 38.96 | +97.30 | 165.50 | 1,180 | 1.60 | -0.05 | 30.89 | +2,500 | 41,250 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,190 | 2.00 | +0.25 | 30.54 | −4,375 | 1.64 L | Short covering | |||
| Neutral | 1.31 L | — | 36.96 | 0.00 | 159.95 | 1,200 | 2.25 | -0.10 | 29.53 | −9,375 | 4.59 L | Long unwinding | ||||||
| Neutral | 1,875 | — | 35.45 | 0.00 | 104.20 | 1,210 | 2.60 | +0.05 | 28.67 | −3,125 | 1.27 L | Short covering | ||||||
| Neutral | 73,750 | — | 34.04 | 0.00 | 140.00 | 1,220 | 3.15 | -0.05 | 28.12 | +3,125 | 2.98 L | Short buildup | ||||||
| Short covering | 1.17 L | −5,000 | 29.35 | +28.25 | 115.70 | 1,230 | 3.70 | -0.05 | 27.35 | — | 1.58 L | Neutral | ||||||
| Neutral | 1.01 L | — | 26.47 | -5.10 | 105.20 | 1,240 | 4.45 | 0.00 | 26.74 | +25,000 | 1.77 L | Neutral | ||||||
| Long unwinding | 2.78 L | −5,000 | 26.13 | -9.95 | 96.25 | 1,250 | 5.30 | 0.00 | 26.07 | +14,375 | 5.22 L | Neutral | ||||||
| Neutral | 2.46 L | −1,250 | 33.85 | -4.45 | 94.35 | 1,260 | 6.45 | +0.20 | 25.57 | −16,875 | 4.06 L | Short covering | ||||||
| Neutral | 2.31 L | — | 28.97 | 0.00 | 92.40 | 1,270 | 7.70 | +0.30 | 24.93 | +625 | 1.99 L | Neutral | ||||||
| Neutral | 98,750 | — | 28.33 | 0.00 | 84.15 | 1,280 | 9.30 | +0.50 | 24.40 | +625 | 4.37 L | Neutral | ||||||
| Neutral | 50,625 | — | 27.78 | 0.00 | 74.40 | 1,290 | 11.00 | +0.60 | 23.68 | +3,750 | 91,875 | Long buildup | ||||||
| Short buildup | 4.05 L | +11,875 | 22.97 | -11.80 | 53.95 | 1,300 | 13.25 | +0.80 | 23.18 | −48,125 | 4.63 L | Short covering | ||||||
| Neutral | 1.54 L | — | 24.85 | -8.90 | 49.35 | 1,310 | 15.95 | +1.30 | 22.73 | +12,500 | 2.40 L | Long buildup | ||||||
| Short buildup | 3.16 L | +26,250 | 22.53 | -9.70 | 40.35 | 1,320 | 18.95 | +1.60 | 22.15 | +42,500 | 4.39 L | Long buildup | ||||||
| Long unwinding | 1.44 L | −2,500 | 21.95 | -10.30 | 33.85 | 1,330 | 22.85 | +2.00 | 21.91 | +45,625 | 2.09 L | Long buildup | ||||||
| Short buildup | 2.15 L | +51,875 | 21.39 | -9.60 | 27.90 | 1,340 | 27.05 | +2.75 | 21.47 | +64,375 | 2.11 L | Long buildup | ||||||
| Short buildup | 4.16 L | +1.45 L | 21.20 | -9.05 | 23.00 | 1,350 | 32.05 | +3.45 | 21.20 | +51,250 | 2.55 L | Long buildup | ||||||
| Short buildup | 4.19 L | +31,250 | 20.83 | -8.70 | 18.45 | 1,360 | 37.70 | +4.25 | 21.00 | +11,875 | 3.14 L | Long buildup | ||||||
| Short buildup | 10.88 L | +10.06 L | 20.89 | -7.25 | 15.00 | 1,370 | 44.35 | +6.70 | 21.15 | +38,125 | 45,625 | Long buildup | ||||||
| Long unwinding | 2.90 L | −17,500 | 20.48 | -6.75 | 11.55 | 1,380 | 51.25 | +6.70 | 21.08 | +1,875 | 18,125 | Long buildup | ||||||
| Short buildup | 61,250 | +6,875 | 20.70 | -5.70 | 9.30 | 1,390 | 48.10 | 0.00 | 19.93 | — | 7,500 | Neutral | ||||||
| Long unwinding | 5.05 L | −65,625 | 20.43 | -5.40 | 7.00 | 1,400 | 62.80 | +4.75 | 16.46 | −1,875 | 43,125 | Short covering | ||||||
| Short buildup | 64,375 | +13,125 | 20.56 | -4.30 | 5.45 | 1,410 | 156.80 | 0.00 | 18.17 | — | — | Neutral | ||||||
| Long unwinding | 2.22 L | −77,500 | 20.74 | -3.75 | 4.25 | 1,420 | 216.75 | 0.00 | 16.55 | — | — | Neutral | ||||||
| Long unwinding | 41,250 | −5,000 | 21.02 | -3.05 | 3.35 | 1,430 | 174.15 | 0.00 | 12.68 | — | — | Neutral | ||||||
| Short buildup | 1.11 L | +21,875 | 21.04 | -2.45 | 2.50 | 1,440 | 234.40 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 1.03 L | +23,125 | 21.55 | -1.85 | 2.05 | 1,450 | 191.95 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 31,250 | +3,750 | 21.81 | -1.65 | 1.60 | 1,460 | 252.40 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | 1.39 L | −625 | 22.25 | -1.00 | 1.30 | 1,470 | 210.20 | 0.00 | — | — | — | Neutral | ||||||
| Long unwinding | 21,875 | −8,750 | 22.46 | -0.95 | 1.00 | 1,480 | 270.70 | 0.00 | — | — | — | Neutral | ||||||
| Long unwinding | 3.21 L | −20,000 | 23.50 | -0.55 | 0.70 | 1,500 | 289.20 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | — | — | 24.53 | 0.00 | 4.00 | 1,520 | 307.95 | 0.00 | — | — | — | Neutral | ||||||
| — | — | 24.47 | — | 3.20 | 1,540 | 326.85 | — | — | — | — | ||||||||
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 0.68% (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.