haylaavo

ETERNAL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 2425

Spot
344.00
Future
346.00
Forward
345.82
PCR (OI)
1.01
Puts 4.70 Cr / Calls 4.64 Cr
PCR (volume)
0.66
Puts 17,761 / Calls 27,090
Max pain
330
strike with least total payout to holders
Highest OI
350 CE · 330 PE
ΔOI calls +39.67 L · puts +31.36 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
036.4 L72.8 L27028530031567.4 L33034572.8 L360375
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral4,850——0.0070.002600.150.0052.39−97,0008.56 LNeutral
Neutral70,325——0.0073.002700.20-0.0548.09+2,4256.04 LNeutral
·········2750.200.0044.96−21,82555,775Neutral
Neutral77,600——0.0064.452800.250.0043.29−12,1259.43 LNeutral
Neutral2,425——0.0032.002850.30-0.0541.34−53,3503.13 LLong unwinding
Neutral2.04 L——0.0039.502900.35-0.1039.15−1.75 L10.94 LLong unwinding
Neutral2,425——0.0035.002950.45-0.0537.60−7,2755.89 LLong unwinding
Neutral10.09 L——0.0044.053000.60-0.1036.28+5.41 L65.11 LShort buildup
Neutral2.96 L−2,42535.02+1.9041.503050.75-0.1534.46+36,37516.22 LShort buildup
Neutral16.47 L+2,42535.37+1.5037.003100.95-0.2032.69−5.12 L60.12 LLong unwinding
Neutral9.09 L+4,85031.36+1.7532.003151.30-0.3031.53+48,50017.70 LShort buildup
Neutral35.38 L−14,55028.86+1.7527.253201.75-0.4030.23+87,30056.14 LShort buildup
Short covering29.25 L−67,90029.37+1.5023.203252.40-0.6029.16+2.30 L30.12 LShort buildup
Short covering34.24 L−3.49 L28.13+1.3019.053303.30-0.8028.21+9.85 L67.44 LShort buildup
Short covering15.42 L−65,47527.37+1.1515.303354.60-0.9027.66+2.81 L24.54 LShort buildup
Long buildup58.49 L+10.77 L26.90+0.9512.003406.20-1.1526.90−1.38 L36.88 LLong unwinding
Long buildup56.79 L+4.12 L26.21+0.759.053458.25-1.4526.26+7.03 L19.45 LShort buildup
Long buildup72.75 L+10.77 L25.99+0.556.7035010.75-1.7525.62+9.55 L23.79 LShort buildup
Long buildup19.69 L+1.19 L25.77+0.304.8035513.90-1.8525.60+1.04 L2.86 LShort buildup
Short covering32.28 L−7.18 L25.67+0.153.3536017.55-1.7525.90+1.60 L3.44 LShort buildup
Long buildup13.39 L+4.41 L25.95+0.052.3536542.850.0036.21——Neutral
Short buildup33.78 L+16.22 L26.13-0.051.6037025.50-2.5025.00+16,9751.75 LShort buildup
2.86 L+2.86 L26.85—1.1537550.60—36.97——
Short buildup11.64 L+19,40027.74-0.050.8538056.500.0037.46—12,125Neutral
Short buildup5.41 L+1.24 L29.20-0.050.4539063.950.0038.89——Neutral

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 5.26% (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.