ENRIN option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 175
Spot
2,938.96
Future
2,936.00
Forward
2,929.14
PCR (OI)
0.57
Puts 93,625 / Calls 1.63 L
PCR (volume)
0.15
Puts 473 / Calls 3,194
Max pain
2,900
strike with least total payout to holders
Highest OI
3,000 CE · 2,800 PE
ΔOI calls +55,125 · puts +6,475
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 75.98 | 0.00 | 922.25 | 2,300 | 9.00 | 0.00 | 35.11 | — | 700 | Neutral | ||||||
| Long buildup | 175 | +175 | 31.80 | +73.90 | 527.20 | 2,400 | 7.30 | -6.90 | 51.44 | +525 | 2,975 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 2,450 | 20.70 | 0.00 | 34.96 | — | 2,625 | Neutral | |||
| Neutral | — | — | 56.97 | 0.00 | 732.20 | 2,500 | 10.65 | -14.35 | 46.63 | +1,750 | 12,250 | Short buildup | ||||||
| Neutral | — | — | 53.14 | 0.00 | 686.35 | 2,550 | 14.55 | -22.25 | 45.64 | −700 | 1,400 | Long unwinding | ||||||
| Neutral | — | — | 49.86 | 0.00 | 641.45 | 2,600 | 19.40 | -23.40 | 44.46 | −875 | 7,350 | Long unwinding | ||||||
| Neutral | 175 | — | 47.14 | 0.00 | 144.00 | 2,650 | 100.00 | 0.00 | 34.47 | — | 350 | Neutral | ||||||
| Short covering | 3,850 | −350 | 41.00 | +84.55 | 259.65 | 2,700 | 35.05 | -40.45 | 42.86 | −875 | 12,425 | Long unwinding | ||||||
| Neutral | 175 | — | 43.27 | 0.00 | 150.00 | 2,750 | 45.70 | -43.55 | 41.88 | −175 | 700 | Long unwinding | ||||||
| Short covering | 21,525 | −1,050 | 41.48 | +72.55 | 188.90 | 2,800 | 60.30 | -62.80 | 41.48 | −1,225 | 25,900 | Long unwinding | ||||||
| Neutral | 525 | — | 43.49 | +63.20 | 163.20 | 2,850 | 163.20 | 0.00 | 33.50 | — | 175 | Neutral | ||||||
| Long buildup | 27,475 | +15,050 | 41.61 | +53.10 | 130.60 | 2,900 | 96.30 | -93.25 | 39.70 | +7,175 | 9,625 | Short buildup | ||||||
| Neutral | — | — | 39.58 | 0.00 | 364.15 | 2,950 | 180.00 | 0.00 | 32.60 | — | 350 | Neutral | ||||||
| Long buildup | 43,400 | +16,800 | 41.79 | +37.20 | 86.05 | 3,000 | 152.00 | -104.50 | 40.10 | +875 | 13,125 | Short buildup | ||||||
| Short buildup | 525 | +525 | 40.16 | -236.10 | 64.10 | 3,050 | 124.10 | 0.00 | 31.06 | — | — | Neutral | ||||||
| Long buildup | 22,050 | +3,675 | 41.95 | +24.05 | 54.00 | 3,100 | 144.55 | 0.00 | 29.83 | — | — | Neutral | ||||||
| Neutral | 2,100 | — | 38.18 | 0.00 | 23.35 | 3,150 | 167.00 | 0.00 | 27.95 | — | — | Neutral | ||||||
| Long buildup | 10,150 | +7,525 | 42.46 | +13.50 | 33.00 | 3,200 | 385.00 | 0.00 | 24.49 | — | 3,675 | Neutral | ||||||
| Long buildup | 5,250 | +875 | 43.63 | +8.20 | 20.55 | 3,300 | 245.75 | 0.00 | — | — | — | Neutral | ||||||
| Long buildup | 14,525 | +4,550 | 44.60 | +3.50 | 12.50 | 3,400 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 2,100 | +350 | 49.34 | +0.80 | 6.30 | 3,600 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 9,100 | +7,000 | 50.36 | +0.10 | 4.00 | 3,700 | · | · | · | · | · | · | · | · | · | |||
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 7.33% (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.