FINNIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 60

Spot

24,899.05

Future

24,932.80

Forward

24,927.92

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.89

Puts 2.01 L / Calls 2.25 L

PCR (volume)

0.36

Puts 7,191 / Calls 20,057

Max pain

24,800

strike with least total payout to holders

Highest OI

25,500 CE · 24,600 PE

ΔOI calls +61,560 · puts +37,620

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	38.40	0.95	-5.24	0.00	5,081.85	21,500	9.70	-0.90	-1.60	-0.02	29.02	33	—	4,560	Neutral
Neutral	—	—	—	35.56	0.95	-5.18	0.00	4,793.40	21,800	22.55	0.00	-0.03	-0.00	16.45	—	—	—	Neutral
Neutral	—	—	—	34.61	0.94	-5.16	0.00	4,697.75	21,900	25.45	0.00	-0.04	-0.00	16.40	—	—	—	Neutral
Neutral	—	—	—	33.67	0.94	-5.14	0.00	4,602.45	22,000	14.25	-1.20	-2.09	-0.02	26.63	8	—	2,280	Neutral
Neutral	—	—	—	32.73	0.94	-5.12	0.00	4,507.45	22,100	32.20	0.00	-0.08	-0.00	16.43	—	—	—	Neutral
Neutral	—	—	—	31.79	0.94	-5.10	0.00	4,412.80	22,200	36.05	0.00	-0.12	-0.00	16.41	—	—	60	Neutral
Neutral	—	—	—	30.86	0.94	-5.08	0.00	4,318.55	22,300	40.35	0.00	-0.16	-0.00	16.39	—	—	—	Neutral
Neutral	—	—	—	29.94	0.94	-5.07	0.00	4,224.75	22,400	45.00	0.00	-0.22	-0.00	16.39	—	—	—	Neutral
Neutral	—	—	—	29.03	0.93	-5.07	0.00	4,131.35	22,500	19.00	-2.55	-2.51	-0.03	23.69	16	−120	2,400	Long unwinding
Neutral	—	—	—	28.14	0.93	-5.07	0.00	4,038.45	22,600	34.20	0.00	-0.39	-0.01	16.37	—	—	60	Neutral
Neutral	—	—	—	27.26	0.93	-5.08	0.00	3,946.00	22,700	61.85	0.00	-0.51	-0.01	16.36	—	—	—	Neutral
Neutral	—	—	—	26.41	0.92	-5.11	0.00	3,854.15	22,800	68.50	0.00	-0.67	-0.01	16.35	—	—	—	Neutral
Neutral	—	—	—	25.58	0.92	-5.15	0.00	3,762.85	22,900	75.70	0.00	-0.85	-0.01	16.33	—	—	—	Neutral
Neutral	—	—	—	24.79	0.92	-5.21	0.00	3,672.10	23,000	32.00	-11.85	-3.51	-0.06	21.59	88	−180	1,380	Long unwinding
Neutral	—	—	—	24.41	0.91	-5.26	0.00	1,457.65	23,050	96.60	0.00	-1.20	-0.02	16.31	—	—	—	Neutral
Neutral	—	—	—	24.03	0.91	-5.31	0.00	3,582.05	23,100	91.95	0.00	-1.34	-0.03	16.31	—	—	—	Neutral
Neutral	—	—	—	23.67	0.91	-5.36	0.00	1,374.20	23,150	112.65	0.00	-1.48	-0.03	16.30	—	—	—	Neutral
Neutral	—	—	—	23.32	0.90	-5.43	0.00	3,492.65	23,200	34.80	-20.20	-3.63	-0.07	20.11	26	−60	4,560	Long unwinding
Neutral	—	—	—	22.98	0.90	-5.50	0.00	1,292.70	23,250	130.70	0.00	-1.81	-0.04	16.28	—	—	—	Neutral
Neutral	—	—	—	22.66	0.90	-5.58	0.00	3,403.95	23,300	110.90	0.00	-1.99	-0.04	16.27	—	—	—	Neutral
Neutral	—	—	—	22.34	0.89	-5.67	0.00	1,213.40	23,350	150.90	0.00	-2.19	-0.05	16.26	—	—	—	Neutral
Neutral	—	—	—	22.04	0.89	-5.77	0.00	3,316.05	23,400	121.45	0.00	-2.39	-0.05	16.25	—	—	—	Neutral
Neutral	—	—	—	21.76	0.88	-5.88	0.00	1,136.30	23,450	173.35	0.00	-2.61	-0.06	16.24	—	—	—	Neutral
Neutral	—	—	—	21.48	0.88	-6.00	0.00	3,228.85	23,500	57.00	-24.00	-4.91	-0.10	19.61	79	+720	1,740	Short buildup
Neutral	—	—	—	21.22	0.87	-6.13	0.00	1,062.50	23,550	73.25	-125.85	-5.80	-0.12	20.53	132	+420	420	Short buildup
Neutral	—	—	—	20.97	0.87	-6.27	0.00	3,142.50	23,600	71.45	-20.90	-5.64	-0.12	19.84	194	+3,240	4,680	Short buildup
Neutral	—	—	—	20.74	0.86	-6.42	0.00	989.30	23,650	213.35	0.00	-3.57	-0.09	16.20	—	—	60	Neutral
Neutral	—	—	—	20.52	0.85	-6.57	0.00	3,057.00	23,700	75.85	-24.60	-5.74	-0.13	19.10	7	+60	180	Short buildup
Neutral	—	—	—	20.31	0.84	-6.74	0.00	919.80	23,750	114.00	0.00	-4.10	-0.10	16.17	—	—	720	Neutral
Neutral	—	—	—	20.11	0.84	-6.91	0.00	2,972.40	23,800	81.50	-33.65	-5.88	-0.14	18.41	56	+780	3,240	Short buildup
Neutral	—	—	—	19.92	0.83	-7.09	0.00	853.00	23,850	90.95	-44.45	-6.25	-0.15	18.52	1	—	840	Neutral
Neutral	—	—	—	19.75	0.82	-7.27	0.00	2,888.75	23,900	98.05	-49.45	-6.49	-0.16	18.43	14	+180	1,380	Short buildup
Neutral	—	—	—	19.58	0.81	-7.47	0.00	789.05	23,950	96.95	-51.15	-6.34	-0.17	17.76	10	—	1,080	Neutral
Neutral	—	—	—	19.43	0.80	-7.66	0.00	845.85	24,000	111.50	-42.60	-6.85	-0.19	18.09	508	+3,060	9,960	Short buildup
Neutral	120	—	—	19.28	0.79	-7.86	0.00	940.10	24,050	133.00	-67.25	-7.59	-0.21	18.76	18	−120	1,380	Long unwinding
Neutral	1,020	—	—	19.15	0.77	-8.05	0.00	990.40	24,100	124.50	-50.60	-7.13	-0.21	17.62	34	—	1,140	Neutral
Neutral	—	—	—	19.02	0.76	-8.25	0.00	669.85	24,150	143.70	-35.10	-7.70	-0.23	18.07	5	−120	1,080	Long unwinding
Short covering	4,260	−480	10	18.47	0.75	-8.16	+141.25	890.00	24,200	146.95	-50.85	-7.65	-0.23	17.58	73	+180	8,700	Short buildup
Neutral	—	—	—	18.79	0.74	-8.63	0.00	614.65	24,250	156.20	-62.55	-7.80	-0.25	17.39	57	+2,160	2,940	Short buildup
Long unwinding	2,340	−60	3	—	—	—	-60.45	614.70	24,300	166.90	-62.35	-7.97	-0.26	17.25	189	+720	6,300	Short buildup
Neutral	1,380	—	—	18.59	0.71	-9.00	0.00	639.50	24,350	180.00	-69.95	-8.18	-0.28	17.20	27	+720	1,740	Short buildup
Short covering	1,500	−60	3	15.42	0.72	-7.25	+74.00	685.85	24,400	192.05	-73.60	-8.32	-0.29	17.06	72	+1,200	4,260	Short buildup
Neutral	960	—	2	16.53	0.69	-8.17	+115.85	673.70	24,450	202.05	-78.90	-8.37	-0.31	16.78	54	+420	5,040	Short buildup
Neutral	3,900	—	30	17.38	0.67	-8.90	+122.05	658.70	24,500	217.95	-81.75	-8.56	-0.33	16.75	445	+1,080	9,240	Short buildup
Neutral	960	—	1	17.70	0.65	-9.27	+125.40	633.55	24,550	233.65	-85.95	-8.69	-0.34	16.67	91	+60	1,140	Short buildup
Short covering	13,860	−780	58	16.71	0.64	-8.85	+104.25	580.10	24,600	247.55	-88.45	-8.74	-0.36	16.47	382	+300	61,080	Neutral
Short covering	3,840	−240	9	16.81	0.62	-9.06	+99.55	551.95	24,650	265.20	-92.60	-8.85	-0.38	16.40	64	−360	960	Long unwinding
Short covering	5,520	−1,860	190	16.30	0.60	-8.90	+87.75	510.60	24,700	280.95	-94.45	-8.86	-0.40	16.20	861	+3,600	9,960	Short buildup
Long buildup	4,500	+1,380	121	15.90	0.58	-8.78	+78.10	472.55	24,750	302.70	-101.30	-8.98	-0.42	16.23	149	+360	960	Short buildup
Short covering	11,040	−6,900	1,030	16.14	0.56	-9.00	+82.20	450.55	24,800	318.35	-105.40	-8.91	-0.44	15.95	1,208	+1,920	6,960	Short buildup
Long buildup	2,880	+2,160	601	15.82	0.54	-8.88	+81.85	416.25	24,850	342.00	-98.70	-8.98	-0.46	15.97	373	+3,720	4,680	Short buildup
Long buildup	8,520	+6,120	559	15.95	0.52	-8.99	+77.45	393.60	24,900	363.80	-117.25	-8.95	-0.48	15.87	629	+4,080	11,100	Short buildup
Short covering	960	−120	64	15.49	0.50	-8.75	+68.60	358.10	24,950	382.75	-67.35	-8.81	-0.50	15.60	16	−120	540	Long unwinding
Long buildup	19,440	+4,020	1,799	15.70	0.48	-8.85	+65.05	339.45	25,000	408.95	-114.80	-8.79	-0.52	15.60	1,195	+8,460	11,580	Short buildup
Long buildup	1,380	+540	260	15.48	0.45	-8.69	+59.00	311.70	25,050	433.55	-55.95	-8.68	-0.54	15.48	2	+120	1,680	Short buildup
Short covering	4,560	−180	283	15.42	0.43	-8.59	+56.65	288.80	25,100	463.00	-116.10	-8.64	-0.57	15.52	54	+120	2,520	Short buildup
Short covering	1,560	−540	46	14.57	0.41	-8.01	+11.00	248.85	25,150	514.35	-79.55	-9.09	-0.58	16.46	3	+180	720	Short buildup
Short covering	3,240	−7,500	569	15.33	0.39	-8.34	+53.25	247.00	25,200	585.35	+1.90	-10.01	-0.59	18.22	2	—	540	Neutral
Long buildup	4,140	+2,460	136	15.26	0.37	-8.17	+39.90	227.25	25,250	588.70	-47.10	-9.19	-0.61	17.03	8	+480	600	Short buildup
Short covering	3,900	−3,900	549	15.17	0.35	-7.95	+45.90	207.80	25,300	576.75	-92.30	-7.85	-0.65	15.06	4	+180	600	Short buildup
Long buildup	1,260	+960	64	13.87	0.31	-6.96	+3.35	163.80	25,350	614.00	-91.75	-7.77	-0.67	15.22	2	+120	420	Short buildup
Long buildup	9,900	+9,180	2,265	14.93	0.31	-7.43	+39.35	171.30	25,400	542.75	0.00	-7.42	-0.69	14.98	—	—	—	Neutral
Long buildup	540	+360	22	14.18	0.28	-6.73	+6.20	141.95	25,450	1,202.70	0.00	-7.14	-0.71	14.88	—	—	—	Neutral
Long buildup	44,460	+34,080	9,789	14.89	0.27	-6.96	+31.55	143.10	25,500	1,300.00	0.00	-6.84	-0.73	14.78	—	—	1,140	Neutral
Short buildup	2,100	+2,100	88	14.72	0.25	-6.61	-27.00	127.55	25,550	1,281.80	0.00	-6.51	-0.75	14.67	—	—	—	Neutral
Neutral	—	—	—	17.41	0.27	-8.15	0.00	1,639.45	25,600	612.15	0.00	-6.17	-0.77	14.54	—	—	—	Neutral
Neutral	—	—	—	17.39	0.25	-7.90	0.00	136.05	25,650	1,362.85	0.00	-5.81	-0.79	14.40	—	—	—	Neutral
Neutral	—	—	—	17.37	0.24	-7.64	0.00	1,577.75	25,700	649.00	0.00	-5.43	-0.81	14.25	—	—	—	Neutral
Neutral	—	—	—	17.35	0.22	-7.37	0.00	119.40	25,750	1,445.75	0.00	-5.03	-0.83	14.08	—	—	—	Neutral
Neutral	—	—	—	17.34	0.21	-7.09	0.00	1,517.50	25,800	687.30	0.00	-4.61	-0.84	13.88	—	—	—	Neutral
Short buildup	60	+60	1	16.85	0.19	-6.48	-1.50	103.00	25,850	1,530.35	0.00	-4.18	-0.86	13.66	—	—	—	Neutral
Long buildup	180	+60	12	14.06	0.13	-4.26	+14.05	54.75	25,900	727.00	0.00	-3.73	-0.88	13.41	—	—	—	Neutral
Neutral	—	—	—	17.29	0.17	-6.24	0.00	91.15	25,950	1,616.55	0.00	-3.26	-0.90	13.11	—	—	—	Neutral
Long buildup	15,660	+12,480	853	14.68	0.12	-4.15	+9.60	50.60	26,000	1,100.00	-370.00	-2.76	-0.91	12.75	1	+60	2,040	Short buildup
Neutral	—	—	—	17.25	0.14	-5.39	0.00	1,345.50	26,100	810.80	0.00	-1.71	-0.95	11.77	—	—	—	Neutral
Neutral	—	—	—	17.22	0.12	-4.84	0.00	1,291.05	26,200	854.90	0.00	-0.43	-0.98	9.63	—	—	—	Neutral
Neutral	—	—	—	17.20	0.10	-4.30	0.00	1,238.10	26,300	900.45	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	17.18	0.09	-3.79	0.00	1,186.60	26,400	947.45	0.00	—	—	—	—	—	—	Neutral
Short buildup	5,580	+5,220	115	15.30	0.05	-2.23	-1.80	18.70	26,500	1,600.00	-100.00	-3.10	-0.93	17.03	1	—	60	Neutral
Neutral	—	—	—	17.14	0.06	-2.88	0.00	1,087.85	26,600	1,045.70	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	17.12	0.05	-2.48	0.00	1,040.70	26,700	1,097.10	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	17.10	0.04	-2.11	0.00	994.95	26,800	1,900.00	0.00	—	—	—	—	—	60	Neutral
Neutral	—	—	—	17.09	0.03	-1.79	0.00	950.70	26,900	1,204.10	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	17.07	0.03	-1.50	0.00	907.80	27,000	2,500.00	0.00	—	—	—	—	—	120	Neutral
Neutral	—	—	—	17.06	0.02	-1.25	0.00	866.35	27,100	1,316.85	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	17.05	0.02	-1.04	0.00	826.30	27,200	1,375.25	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	17.04	0.01	-0.85	0.00	787.60	27,300	1,435.10	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	17.03	0.01	-0.69	0.00	750.25	27,400	1,496.25	0.00	—	—	—	—	—	—	Neutral
Short covering	24,180	−780	145	18.40	0.01	-0.92	+0.90	5.25	27,500	2,650.00	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	17.01	0.01	-0.45	0.00	679.55	27,600	1,622.55	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	17.00	0.01	-0.36	0.00	646.10	27,700	1,687.65	0.00	—	—	—	—	—	—	Neutral
Short buildup	60	+60	3	20.01	0.01	-0.90	-609.00	5.00	27,800	1,754.05	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	16.99	0.00	-0.22	0.00	583.10	27,900	1,821.65	0.00	—	—	—	—	—	—	Neutral
Neutral	120	—	—	16.97	0.00	-0.17	0.00	3.05	28,000	1,890.50	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	16.96	0.00	-0.13	0.00	524.90	28,100	1,960.50	0.00	—	—	—	—	—	—	Neutral
Short buildup	120	+120	5	20.17	0.01	-0.47	-495.40	2.20	28,200	2,031.70	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	16.96	0.00	-0.08	0.00	471.40	28,300	2,104.00	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	16.92	0.00	-0.06	0.00	447.50	28,400	2,178.65	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	16.94	0.00	-0.04	0.00	423.65	28,500	2,253.30	0.00	—	—	—	—	—	—	Neutral
Short buildup	14,880	+3,600	372	23.45	0.00	-0.38	-0.20	1.65	29,000	2,640.20	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	17.75	0.00	-0.00	0.00	235.60	29,500	3,050.45	0.00	—	—	—	—	—	—	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 3.34% (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.