haylaavo

ENRIN option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 175

Spot
2,938.96
Future
2,888.50
Forward
2,888.50
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.512,4002,6002,8003,0003,200
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——59.240.00539.602,40058.650.0032.50——Neutral
Neutral——55.070.00466.102,50083.600.0032.05——Neutral
Neutral——51.700.00398.652,600114.600.0031.51——Neutral
Neutral——49.040.00337.902,700152.300.0030.86——Neutral
Neutral——46.960.00283.802,800196.700.0030.05——Neutral
Neutral——45.330.00236.252,900247.600.0029.03——Neutral
Neutral——44.050.00195.053,000304.850.0027.69——Neutral
Neutral——43.040.00159.703,100367.950.0025.82——Neutral
Neutral——42.230.00129.753,200436.450.0022.92——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 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.