FORTIS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 775
Spot
761.50
Future
761.85
Forward
762.07
PCR (OI)
0.49
Puts 15.93 L / Calls 32.53 L
PCR (volume)
0.41
Puts 1,742 / Calls 4,301
Max pain
740
strike with least total payout to holders
Highest OI
800 CE · 750 PE
ΔOI calls +775 · puts −1.55 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 580 | 0.30 | -0.10 | 49.76 | −775 | 10,850 | Long unwinding | |||
| Neutral | 775 | — | 60.95 | 0.00 | 137.10 | 600 | 0.35 | -0.10 | 45.18 | — | 9,300 | Neutral | ||||||
| Neutral | — | — | 54.01 | 0.00 | 313.40 | 620 | 0.65 | -0.25 | 43.57 | −775 | 10,850 | Long unwinding | ||||||
| Neutral | 775 | — | 47.33 | 0.00 | 117.85 | 640 | 1.55 | 0.00 | 27.61 | — | 3,875 | Neutral | ||||||
| Neutral | 1,550 | — | 44.21 | 0.00 | 107.55 | 650 | 1.40 | +0.25 | 40.23 | −3,100 | 32,550 | Short covering | ||||||
| Neutral | — | — | 41.30 | 0.00 | 274.45 | 660 | 1.65 | 0.00 | 38.38 | +3,875 | 13,950 | Neutral | ||||||
| Neutral | — | — | 38.71 | 0.00 | 159.60 | 670 | 1.95 | +0.15 | 36.50 | +1,550 | 8,525 | Long buildup | ||||||
| Neutral | — | — | 36.44 | 0.00 | 255.20 | 680 | 2.75 | +0.40 | 36.17 | +1,550 | 24,025 | Long buildup | ||||||
| Neutral | — | — | 34.59 | 0.00 | 141.05 | 690 | 3.50 | +0.45 | 34.95 | +6,200 | 60,450 | Long buildup | ||||||
| Neutral | 3.28 L | — | 46.36 | +3.60 | 72.15 | 700 | 4.85 | +0.80 | 34.71 | −37,975 | 1.76 L | Short covering | ||||||
| Neutral | 7,750 | — | 32.01 | 0.00 | 51.05 | 710 | 6.25 | +0.60 | 33.77 | −3,875 | 48,050 | Short covering | ||||||
| Short covering | 33,325 | −3,100 | 42.79 | +3.50 | 55.65 | 720 | 8.45 | +1.05 | 33.65 | −1.48 L | 1.56 L | Short covering | ||||||
| Neutral | 16,275 | — | 35.68 | +0.85 | 44.45 | 730 | 11.15 | +1.50 | 33.47 | −3,875 | 1.11 L | Short covering | ||||||
| Neutral | 3.40 L | +775 | 33.22 | -1.40 | 36.35 | 740 | 14.15 | +1.70 | 32.88 | — | 2.28 L | Neutral | ||||||
| Long unwinding | 1.52 L | −25,575 | 32.14 | -1.05 | 29.65 | 750 | 17.90 | +1.85 | 32.52 | +21,700 | 2.46 L | Long buildup | ||||||
| Long unwinding | 3.08 L | −76,725 | 32.01 | -1.10 | 24.25 | 760 | 22.35 | +2.20 | 32.23 | +22,475 | 1.51 L | Long buildup | ||||||
| Short buildup | 2.20 L | +71,300 | 31.43 | -1.20 | 19.20 | 770 | 27.10 | +1.60 | 31.43 | +6,975 | 61,225 | Long buildup | ||||||
| Long unwinding | 4.67 L | −78,275 | 31.51 | -0.90 | 15.30 | 780 | 31.30 | 0.00 | 26.26 | — | 62,775 | Neutral | ||||||
| Short buildup | 89,125 | +19,375 | 31.54 | -0.65 | 12.00 | 790 | 44.50 | 0.00 | 25.91 | — | 775 | Neutral | ||||||
| Short buildup | 7.84 L | +53,475 | 31.37 | -0.40 | 9.15 | 800 | 46.00 | +1.15 | 29.82 | −20,925 | 99,975 | Short covering | ||||||
| Short buildup | 55,025 | +17,050 | 31.48 | -0.25 | 7.00 | 810 | 95.00 | 0.00 | 24.73 | — | 3,875 | Neutral | ||||||
| Short buildup | 48,825 | +3,100 | 31.83 | -0.15 | 5.40 | 820 | 98.00 | 0.00 | 23.69 | — | 1,550 | Neutral | ||||||
| Long unwinding | 93,000 | −5,425 | 32.08 | -0.05 | 4.10 | 830 | 90.00 | 0.00 | 21.82 | — | 2,325 | Neutral | ||||||
| Short covering | 56,575 | −3,875 | 32.22 | +0.05 | 3.05 | 840 | 98.80 | 0.00 | 14.78 | — | 2,325 | Neutral | ||||||
| Long buildup | 72,850 | +8,525 | 32.89 | +0.10 | 2.40 | 850 | 107.50 | 0.00 | — | — | 43,400 | Neutral | ||||||
| Long buildup | 31,775 | +24,800 | 33.59 | +0.25 | 1.90 | 860 | 118.00 | 0.00 | — | — | 775 | Neutral | ||||||
| Long buildup | 16,275 | +2,325 | 34.00 | +0.70 | 1.45 | 870 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 34,100 | −775 | 35.50 | +0.40 | 1.30 | 880 | 139.00 | 0.00 | — | — | 2,325 | Neutral | ||||||
| Neutral | 1,550 | — | 34.51 | +0.35 | 0.80 | 890 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 79,050 | −6,200 | 35.29 | 0.00 | 0.65 | 900 | 134.60 | 0.00 | — | — | 20,925 | Neutral | ||||||
| Neutral | 17,050 | — | 28.48 | 0.00 | 0.30 | 920 | 172.50 | 0.00 | — | — | 1,550 | 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 7.36% (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.