haylaavo

GMRAIRPORT option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 6975

Spot
88.65
Future
89.22
Forward
89.21
PCR (OI)
0.82
Puts 2.56 Cr / Calls 3.11 Cr
PCR (volume)
0.35
Puts 1,130 / Calls 3,267
Max pain
90
strike with least total payout to holders
Highest OI
90 CE · 90 PE
ΔOI calls +13.32 L · puts +3.91 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
043.5 L87.0 L7278828687.0 L41.6 L909498103
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral6,975——0.0018.00720.070.0034.50—41,850Neutral
Long buildup1.26 L+20,92542.46+0.5515.25740.05-0.0437.50−6,9752.51 LLong unwinding
Neutral———0.0025.39760.09-0.0636.16−6,9753.77 LLong unwinding
Neutral55,800——0.0012.3777·········
Neutral———0.0023.58780.15-0.0834.43−6,9751.60 LLong unwinding
Neutral———0.0016.12790.670.0032.64——Neutral
Long buildup13,950+6,975—+0.609.10800.23-0.1732.11−2.09 L10.39 LLong unwinding
Neutral——23.680.0014.42810.33-0.1932.18—1.12 LNeutral
Neutral13,950—26.210.007.35820.39-0.2830.60+90,6756.63 LShort buildup
Neutral——27.650.0012.80830.50-0.2529.77+20,9256.70 LShort buildup
Neutral——28.350.0018.46840.71-0.4130.18+69,7505.72 LShort buildup
Long buildup8.58 L+3.28 L29.78+1.265.11850.84-0.5828.54+34,87525.25 LShort buildup
Short covering69,750−6,97530.45+1.244.45861.09-0.6628.15+2.30 L24.41 LShort buildup
Short covering5.23 L−55,80028.12+0.903.62871.40-0.8227.83+13,95011.02 LShort buildup
Long buildup16.39 L+83,70027.73+0.732.99881.81-0.8727.99—14.09 LNeutral
Long buildup12.76 L+1.46 L27.75+0.612.46892.21-1.0327.23+69,75011.86 LShort buildup
Long buildup86.98 L+1.81 L27.69+0.511.99902.78-1.0427.69+2.02 L41.57 LShort buildup
Neutral11.37 L+6,97527.69+0.411.59914.220.0033.79—8.16 LNeutral
Long buildup27.69 L+3.56 L27.79+0.341.26924.08-0.9028.29+62,77517.37 LShort buildup
Long buildup16.18 L+41,85028.22+0.281.01935.140.0034.32—11.16 LNeutral
Long buildup5.93 L+20,92528.42+0.210.79946.000.0034.79—8.23 LNeutral
Long buildup31.32 L+1.53 L28.92+0.170.63956.17-2.8324.69−1.53 L12.76 LLong unwinding
Long buildup11.02 L+13,95029.39+0.140.50965.900.0035.68—4.74 LNeutral
Long buildup4.32 L+69,75029.73+0.100.39979.720.0036.26—13,950Neutral
Neutral11.65 L−6,97529.98+0.080.309810.260.0037.00—1.53 LNeutral
Short covering2.51 L−13,95030.56+0.050.249910.14-1.8634.59—69,750Neutral
Neutral41.57 L−13,95031.41+0.030.2010011.420.0038.76—12.21 LNeutral
Neutral1.12 L+62,77533.460.000.1510212.440.0041.26—97,650Neutral
·········10313.850.0042.69—1.19 LNeutral
Long buildup34,875+6,97533.96+0.010.0910418.000.0044.01—6,975Neutral
Long buildup2.93 L+20,92535.68+0.030.0910515.650.0045.53—1.53 LNeutral
Neutral1.26 L−90,67535.890.000.07106·········
Neutral97,650—30.490.000.1110818.60-0.76—+6,97569,750Short buildup
Neutral7.60 L—38.970.000.0411020.45-1.03—−27,9007.46 LLong unwinding
Neutral27,900—40.380.000.02116·········

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.