haylaavo

GODFRYPHLP option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 275

Spot
1,700.10
Future
1,695.40
Forward
1,693.02
PCR (OI)
0.59
Puts 3.29 L / Calls 5.59 L
PCR (volume)
0.26
Puts 866 / Calls 3,393
Max pain
1,700
strike with least total payout to holders
Highest OI
1,700 CE · 1,700 PE
ΔOI calls +1.96 L · puts +78,650
Open interest by strike
CallsPuts│ ATM┊ Max pain
076,1751.5 L1,4001,5001,5801,6601.3 L1.5 L1,7401,8201,9001,980
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——69.290.00748.251,4007.00-13.4555.43+9,6259,625Short buildup
Neutral——64.870.00458.201,4409.450.0047.07—10,175Neutral
·········1,46010.200.0046.97—275Neutral
Neutral——61.350.00425.101,48010.950.0046.88—3,025Neutral
Neutral——59.900.00663.101,50015.00-0.6049.37−3,85011,550Long unwinding
Neutral——58.650.00393.251,52016.300.0046.66—1,375Neutral
Neutral——57.550.00377.801,54042.100.0046.54——Neutral
Neutral——56.620.00362.651,56017.700.0046.41—4,675Neutral
Neutral——55.810.00347.951,58020.950.0046.26—1,100Neutral
Short buildup33,275+13,20043.20-46.00124.001,60032.650.0044.21+9,35041,525Neutral
Neutral275—54.500.00102.101,62063.050.0045.90——Neutral
Short covering5,775−2,20043.29+3.2098.401,64045.55-2.3543.29+13,20039,325Short buildup
Neutral1,925—53.520.0083.101,66056.100.0045.47—11,825Neutral
Long unwinding10,450−1,37540.12-4.9571.201,68061.00-7.5041.85−2756,050Long unwinding
Long buildup1.31 L+20,62542.74+3.3565.701,70071.15-3.3541.81+51,4251.52 LShort buildup
Long buildup14,025+2,47541.98+3.7055.701,72081.80-8.8041.49−8257,425Long unwinding
Long buildup28,600+21,72542.39+4.9548.451,740101.050.0044.22—550Neutral
Short buildup15,125+5,22539.99-2.0037.751,76081.000.0043.80—825Neutral
Neutral275—51.750.0099.451,780169.950.0043.30—550Neutral
Long buildup1.09 L+20,35042.75+1.9030.201,800142.000.0042.72—7,700Neutral
Neutral4,400—51.390.0023.951,820118.800.0042.04—1,100Neutral
Neutral550—51.240.0091.351,840154.000.0041.22—275Neutral
Neutral——51.100.00180.051,860161.500.0040.22——Neutral
Neutral——50.970.00170.851,880101.250.0038.95—275Neutral
Short buildup56,100+56,10044.35-365.9513.451,900225.000.0037.30—5,775Neutral
Neutral——50.760.00153.651,920194.600.0034.96——Neutral
Neutral——50.660.00145.551,940206.300.0031.02——Neutral
Neutral——50.580.00137.801,960218.400.00———Neutral
Neutral5,225—50.500.008.901,980·········
Short buildup1.20 L+54,72548.78-0.657.452,000315.000.00——5,775Neutral
Neutral275—50.370.004.302,020·········
Neutral275—50.290.004.202,040269.950.00———Neutral
Neutral275—50.240.004.852,060·········
Short buildup13,200+5,22552.35-0.204.152,100418.050.00——3,850Neutral
Short buildup8,525+27557.39-0.502.902,200520.000.00——1,925Neutral

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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.