haylaavo

GAIL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 3550

Spot
176.97
Future
178.33
Forward
178.33
PCR (OI)
0.16
Puts 95,850 / Calls 6.00 L
PCR (volume)
0.13
Puts 19 / Calls 142
Max pain
170
strike with least total payout to holders
Highest OI
170 CE · 170 PE
ΔOI calls +2.45 L · puts +14,200
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.1 L2.3 L140150157.51652.3 L56,800172.5180187.5195
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——33.360.0033.191401.090.0026.61——Neutral
Neutral——31.040.0028.911451.750.0026.74——Neutral
Neutral——30.240.0021.60147.501.820.0026.84——Neutral
Neutral——29.550.0024.891502.450.0026.82—3,550Neutral
Neutral——29.080.0017.75152.502.910.0026.87——Neutral
Neutral——28.660.0021.171553.860.0026.85——Neutral
Neutral——28.370.0014.28157.504.390.0026.78——Neutral
Neutral——28.160.0017.771602.400.0026.80—14,200Neutral
Neutral——27.990.0011.26162.506.320.0026.75——Neutral
Neutral7,100—27.810.008.111654.650.0026.75—7,100Neutral
Neutral——27.700.008.69167.508.690.0026.70——Neutral
Long buildup2.27 L+28,40020.24+4.7010.601702.61-3.8121.43+7,10056,800Short buildup
Neutral——27.530.006.56172.508.250.0026.66—3,550Neutral
Long buildup17,750+10,65016.36+1.366.361754.35-7.7921.20+7,1007,100Short buildup
Neutral——27.440.004.86177.5014.750.0026.59——Neutral
Long buildup1.24 L+21,30021.14+2.495.1318015.100.0026.54——Neutral
Neutral3,550—27.350.001.25182.5018.370.0026.49——Neutral
Long buildup63,900+46,15018.80+0.922.6718518.390.0026.42——Neutral
——27.28—2.50187.5022.29—26.36——
Long buildup1.56 L+1.38 L21.19+1.011.9819024.700.0026.24—3,550Neutral
——27.26—1.75192.5026.48—26.16——
——27.25—3.6919525.79—26.00——
——27.25—1.19197.5030.87—25.85——
Neutral——27.240.002.8120029.840.0025.66——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 5.19% (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.