haylaavo

GLENMARK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 375

Spot
2,382.01
Future
2,389.90
Forward
2,389.90
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.512,0002,0802,1602,2402,3202,4002,4802,560
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——39.510.00340.652,00044.100.0028.48——Neutral
Neutral——38.170.00311.402,04054.200.0028.41——Neutral
Neutral——37.020.00283.452,08065.650.0028.32——Neutral
Neutral——36.050.00257.052,12078.600.0028.23——Neutral
Neutral——35.230.00232.302,16093.250.0028.13——Neutral
Neutral——34.550.00209.102,200109.450.0028.02——Neutral
Neutral——33.970.00187.552,240127.300.0027.90——Neutral
Neutral——33.490.00167.602,280146.700.0027.76——Neutral
Neutral——33.080.00149.252,320167.750.0027.60——Neutral
Neutral——32.740.00132.402,360190.300.0027.42——Neutral
Neutral——32.440.00117.052,400214.300.0027.22——Neutral
Neutral——32.190.00103.152,440239.750.0026.98——Neutral
Neutral——31.970.0090.552,480266.550.0026.71——Neutral
Neutral——31.790.0079.252,520294.650.0026.39——Neutral
Neutral——31.620.0069.252,560324.000.0026.01——Neutral
Neutral——31.350.0052.152,640385.700.0025.01——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.