haylaavo

GMRAIRPORT option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 6975

Spot
88.65
Future
89.87
Forward
89.87
PCR (OI)
0.35
Puts 1.46 L / Calls 4.18 L
PCR (volume)
0.00
Puts — / Calls 54
Max pain
88
strike with least total payout to holders
Highest OI
104 CE · 80 PE
ΔOI calls +83,700 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
083,7001.7 L72791.3 L83879195991.7 L
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
————23.28720.48—32.32——
Neutral———0.0021.50740.660.0032.40——Neutral
Neutral——22.730.0019.77760.900.0032.47——Neutral
Neutral——26.380.0018.10781.200.0032.58——Neutral
Neutral——27.230.0012.79791.450.0032.70——Neutral
Neutral——27.910.0016.49800.890.0032.75—1.33 LNeutral
Neutral——28.470.0011.29811.940.0032.71——Neutral
Neutral——28.810.0014.96822.010.0032.79——Neutral
Neutral——29.160.009.89832.510.0032.86——Neutral
Neutral——29.430.0013.52842.540.0032.90——Neutral
Neutral——29.710.008.61853.210.0033.00——Neutral
Neutral——29.910.0012.15863.140.0033.07——Neutral
Neutral——30.040.007.43874.010.0033.10——Neutral
Neutral6,975—23.40+0.054.25883.110.0033.18—6,975Neutral
Neutral——30.340.006.37894.920.0033.29——Neutral
Neutral41,850—25.37+0.343.49904.600.0033.38—6,975Neutral
Neutral——30.500.005.41915.950.0033.52——Neutral
Neutral——30.580.008.59924.810.0033.64——Neutral
Neutral——30.640.004.57937.080.0033.75——Neutral
Neutral——30.760.007.58946.450.0033.94——Neutral
Neutral——30.790.003.83958.320.0034.07——Neutral
Neutral62,775—30.830.002.84967.510.0034.30——Neutral
Neutral——30.880.003.19979.660.0034.50——Neutral
Neutral——30.970.005.83988.650.0034.68——Neutral
Neutral——31.030.002.639911.080.0034.94——Neutral
Long buildup97,650+13,95027.66+0.100.891009.870.0035.20——Neutral
Neutral41,850—31.060.000.5410211.170.0035.83——Neutral
Short buildup1.67 L+69,75028.61-0.060.5010412.540.0036.63——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 7.36% (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.