haylaavo

EICHERMOT option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 100

Spot
7,212.96
Future
7,195.50
Forward
7,193.27
PCR (OI)
0.90
Puts 10.82 L / Calls 12.02 L
PCR (volume)
0.74
Puts 12,078 / Calls 16,350
Max pain
7,200
strike with least total payout to holders
Highest OI
8,000 CE · 7,000 PE
ΔOI calls +1.34 L · puts +46,200
Open interest by strike
CallsPuts│ ATM┊ Max pain
080,5001.6 L5,8006,3006,7001.6 L7,1007,5007,9001.5 L8,400
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········5,8003.00-0.1540.66—1,100Neutral
Neutral——59.150.002,154.206,0003.85-0.1536.29—14,800Neutral
·········6,10018.200.0024.95—600Neutral
Neutral900—51.160.00910.006,2006.15-0.2032.98−20028,100Neutral
·········6,3004.85-3.2028.78—2,200Neutral
Neutral15,400—43.790.00749.156,40011.90+0.0530.68−30085,000Neutral
Neutral1,400—40.530.00628.656,50018.00+0.5030.15+1,00076,600Long buildup
Neutral12,400—37.670.00600.006,60027.65+1.3029.92+13,50062,400Long buildup
Neutral7,800—35.260.00490.356,70039.80+0.5529.34+1,10052,500Long buildup
Neutral16,600—33.320.00517.006,80060.05+5.9029.55—59,700Neutral
Long unwinding15,400−20029.48-63.70377.406,90081.10+5.0028.74+5,6001.51 LLong buildup
Short buildup94,900+4,40027.81-37.75299.857,000108.55+3.1028.01−1,0001.61 LNeutral
Short buildup52,600+7,00028.02-32.65240.907,100147.55+10.0527.95+16,30057,100Long buildup
Short buildup91,800+21,90027.65-31.00186.307,200193.00+11.8527.65−2,30086,600Short covering
Short buildup92,500+27,10027.55-26.55141.857,300248.25+15.9527.56+12,80062,900Long buildup
Short buildup1.12 L+45,20027.20-23.95103.757,400306.95+17.8526.77−20017,900Short covering
Short buildup1.26 L+5,70027.32-18.9576.057,500380.00+21.2027.03+10039,000Neutral
Short buildup41,700+9,40027.37-15.1054.357,600428.750.0017.01—5,200Neutral
Short buildup32,600+70027.51-11.5538.357,700720.000.00——100Neutral
Long unwinding42,900−70027.71-7.5526.807,800626.50+32.1526.27−2006,200Short covering
Long unwinding30,500−5,70027.88-5.8518.357,900606.850.00——5,800Neutral
Short buildup1.52 L+18,90028.25-3.2012.808,000677.600.00——3,700Neutral
Neutral1.43 L+1,00027.93-2.207.808,100950.000.00——1,100Neutral
Short buildup26,700+50028.29-1.655.308,200850.000.00——6,300Neutral
Neutral24,100—29.73-1.152.908,400975.000.00——200Neutral
Neutral69,800−70030.94-0.201.558,6001,240.000.00——95,000Neutral

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 6.6% (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.