haylaavo

GLENMARK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 375

Spot
2,382.01
Future
2,403.80
Forward
2,403.80
PCR (OI)
—
Puts 1,500 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
2,260
strike with least total payout to holders
Highest OI
— CE · 2,200 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
0562.51,1252,1002,1801,1252,2602,3402,4202,5002,580
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——30.810.00561.351,92011.750.0029.61——Neutral
Neutral——30.390.00525.651,96015.400.0029.60——Neutral
Neutral——30.120.00490.702,00019.900.0029.60——Neutral
Neutral——29.950.00456.752,04025.350.0029.61——Neutral
Neutral——29.880.00271.052,06043.000.0029.61——Neutral
Neutral——29.830.00423.802,08031.850.0029.62——Neutral
Neutral——29.790.00242.452,10054.000.0029.62——Neutral
Neutral——29.760.00392.002,12039.450.0029.62——Neutral
Neutral——29.730.00215.602,14066.750.0029.62——Neutral
Neutral——29.710.00361.452,16048.300.0029.62——Neutral
Neutral——29.690.00190.752,18081.450.0029.63——Neutral
Neutral——29.670.00332.252,20052.000.0029.63—1,125Neutral
Neutral——29.660.00167.802,22098.050.0029.63——Neutral
Neutral——29.650.00304.302,24070.000.0029.64——Neutral
Neutral——29.630.00146.752,26074.000.0029.64—375Neutral
Neutral——29.630.00277.752,28082.850.0029.64——Neutral
Neutral——29.620.00127.602,300137.000.0029.65——Neutral
Neutral——29.620.00252.752,32097.300.0029.65——Neutral
Neutral——29.610.00110.352,340159.300.0029.66——Neutral
Neutral——29.600.00229.302,360113.200.0029.66——Neutral
Neutral——29.600.0094.902,380183.400.0029.67——Neutral
Neutral——29.600.00207.302,400130.650.0029.68——Neutral
Neutral——29.600.0081.152,420209.200.0029.68——Neutral
Neutral——29.590.00186.802,440149.550.0029.69——Neutral
Neutral——29.590.0069.002,460236.650.0029.70——Neutral
Neutral——29.590.00167.802,480169.950.0029.71——Neutral
Neutral——29.590.0058.452,500265.700.0029.73——Neutral
Neutral——29.590.00150.252,520191.850.0029.74——Neutral
Neutral——29.580.0049.252,540296.050.0029.75——Neutral
Neutral——29.580.00134.152,560215.100.0029.77——Neutral
Neutral——29.580.0041.202,580327.550.0029.79——Neutral
Neutral——29.580.00119.352,600239.750.0029.81——Neutral
Neutral——29.580.00105.902,640265.700.0029.85——Neutral
Neutral——29.580.0093.702,680292.900.0029.91——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 7.07% (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.