haylaavo

ETERNAL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 2425

Spot
344.00
Future
350.00
Forward
350.00
PCR (OI)
0.29
Puts 4,850 / Calls 16,975
PCR (volume)
0.00
Puts — / Calls 1
Max pain
330
strike with least total payout to holders
Highest OI
350 CE · 330 PE
ΔOI calls +2,425 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
03,637.57,2752803104,8503307,275350370
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——27.150.0061.452806.150.0034.89——Neutral
Neutral2,425—31.170.0047.2030011.350.0034.97——Neutral
Neutral——31.950.0040.6031014.850.0035.03——Neutral
Neutral——32.460.0034.8532018.900.0035.10——Neutral
Neutral2,425—32.820.0030.0033012.500.0035.19—4,850Neutral
Neutral4,850—33.090.0023.6034028.800.0035.29——Neutral
Long buildup7,275+2,42529.72+1.1519.6535034.600.0035.40——Neutral
Neutral——33.430.0017.5036040.950.0035.54——Neutral
Neutral——33.540.0014.5037047.800.0035.69——Neutral
Neutral——33.640.0011.9538055.100.0035.89——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.