haylaavo

ETERNAL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2425

Spot
344.00
Future
347.80
Forward
347.80
PCR (OI)
0.84
Puts 9.05 L / Calls 10.74 L
PCR (volume)
1.60
Puts 146 / Calls 91
Max pain
330
strike with least total payout to holders
Highest OI
360 CE · 300 PE
ΔOI calls +2,425 · puts +1.89 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.6 L3.3 L2803.3 L3003153303452.9 L360375
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——27.440.0058.752801.200.0034.71—19,400Neutral
Neutral——30.700.0051.452902.850.0034.70—26,675Neutral
Neutral——31.500.0046.202957.000.0034.71——Neutral
Neutral——32.010.0044.653002.40-0.3031.93+36,3753.27 LShort buildup
Neutral——32.440.0039.153053.950.0034.76—80,025Neutral
Neutral7,275—32.740.0029.903104.000.0034.78—1.09 LNeutral
Neutral——32.980.0032.803155.850.0034.79——Neutral
Neutral82,450—33.150.0032.703205.20-0.8029.07+1.04 L2.35 LShort buildup
Neutral2,425—33.320.0017.7532517.650.0034.85——Neutral
Short covering67,900−2,42529.27+1.1525.903307.95-0.8528.65+48,50097,000Short buildup
Neutral——33.540.0022.2033510.700.0034.92—7,275Neutral
Long buildup1.60 L+4,85029.18+1.7519.8534012.500.0034.94—2,425Neutral
Neutral——33.720.0017.9534528.250.0034.99——Neutral
Short covering1.55 L−12,12528.18+1.3014.3035036.700.0035.04——Neutral
Neutral——33.830.0014.3535534.550.0035.08——Neutral
Short covering2.89 L−12,12526.80+0.509.5536043.200.0035.15——Neutral
Neutral——33.900.0011.3536541.400.0035.21——Neutral
Long buildup1.12 L+2,42526.56+0.256.4037050.200.0035.27——Neutral
——33.97—8.9537548.85—35.36——
Neutral1.79 L+4,85026.670.004.2538057.650.0035.45——Neutral
Long buildup19,400+16,97526.95+0.202.8039065.500.0035.67——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 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.