GODREJCP option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 500

Spot

821.35

Future

810.75

Forward

811.03

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.86

Puts 38.29 L / Calls 44.38 L

PCR (volume)

0.45

Puts 5,464 / Calls 12,186

Max pain

840

strike with least total payout to holders

Highest OI

900 CE · 800 PE

ΔOI calls −2.04 L · puts −1.72 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	82.31	0.86	-0.84	0.00	191.80	670	1.00	+0.15	-0.13	-0.03	43.40	1	+500	500	Long buildup
Neutral	2,000	—	—	78.00	0.85	-0.83	0.00	106.55	680	1.30	0.00	-0.01	-0.00	24.89	—	—	—	Neutral
Neutral	—	—	—	73.71	0.84	-0.81	0.00	172.65	690	1.50	0.00	-0.01	-0.00	24.54	—	—	—	Neutral
Neutral	500	—	—	69.48	0.83	-0.79	0.00	104.50	700	0.70	-0.10	-0.10	-0.03	32.77	107	−14,000	52,500	Long unwinding
Neutral	—	—	—	65.32	0.82	-0.77	0.00	153.95	710	1.50	0.00	-0.03	-0.01	24.30	—	—	1,000	Neutral
Neutral	—	—	—	61.25	0.81	-0.75	0.00	223.00	720	1.10	-0.30	-0.13	-0.05	29.89	38	−5,000	14,000	Long unwinding
Neutral	6,000	—	—	57.35	0.80	-0.74	0.00	75.90	730	1.30	-0.60	-0.14	-0.06	28.03	45	−2,500	8,500	Long unwinding
Neutral	—	—	—	53.63	0.78	-0.72	0.00	204.80	740	1.85	-0.75	-0.18	-0.08	27.28	86	−13,000	46,000	Long unwinding
Short buildup	3,500	+3,500	12	23.99	0.92	-0.16	-55.80	62.70	750	2.40	-1.05	-0.21	-0.10	25.91	290	+15,500	1.21 L	Short buildup
Short buildup	7,000	+7,000	19	24.38	0.87	-0.23	-133.05	54.00	760	3.30	-1.55	-0.25	-0.13	24.93	320	+2,500	92,500	Short buildup
Neutral	—	—	—	44.18	0.71	-0.70	0.00	102.10	770	4.65	-1.75	-0.29	-0.18	24.21	765	−22,500	1.79 L	Long unwinding
Short covering	67,000	−11,500	54	23.34	0.76	-0.33	+3.95	37.35	780	6.60	-2.20	-0.34	-0.24	23.71	1,137	−93,000	3.37 L	Long unwinding
Short covering	82,000	−6,000	54	23.61	0.69	-0.38	+3.95	30.45	790	9.10	-2.90	-0.37	-0.31	23.08	429	−25,500	1.30 L	Long unwinding
Short covering	2.94 L	−39,000	919	22.55	0.61	-0.40	+2.75	23.40	800	12.75	-3.20	-0.41	-0.39	23.03	986	−13,000	5.13 L	Long unwinding
Short covering	2.39 L	−63,500	1,325	22.26	0.52	-0.41	+2.00	17.75	810	17.15	-3.75	-0.42	-0.48	22.82	581	+9,500	1.60 L	Short buildup
Long buildup	3.34 L	+21,500	2,499	22.56	0.43	-0.41	+1.60	13.45	820	22.40	-4.60	-0.41	-0.57	22.56	414	+2,500	1.55 L	Short buildup
Short covering	4.00 L	−1.00 L	1,545	22.84	0.35	-0.39	+1.20	10.00	830	28.55	-5.25	-0.38	-0.66	22.31	107	−2,500	3.67 L	Neutral
Long buildup	5.05 L	+86,500	1,451	23.20	0.27	-0.36	+0.85	7.35	840	35.65	-5.75	-0.33	-0.73	22.25	63	−6,000	4.04 L	Long unwinding
Short covering	4.94 L	−1.38 L	1,884	23.77	0.21	-0.32	+0.60	5.45	850	44.45	-5.25	-0.32	-0.78	23.97	22	−3,000	2.09 L	Long unwinding
Neutral	3.28 L	−1,500	773	24.50	0.17	-0.28	+0.45	4.10	860	53.25	-4.40	-0.29	-0.83	25.08	6	+1,000	1.08 L	Neutral
Long buildup	2.38 L	+19,500	442	25.14	0.13	-0.24	+0.30	3.05	870	61.30	-5.95	-0.20	-0.89	23.60	23	−500	1.24 L	Neutral
Short covering	1.56 L	−19,000	205	26.00	0.10	-0.21	+0.25	2.35	880	67.65	0.00	—	—	—	—	—	29,500	Neutral
Long buildup	51,500	+5,000	148	26.95	0.08	-0.19	+0.20	1.85	890	105.80	0.00	—	—	—	—	—	500	Neutral
Long buildup	6.29 L	+31,000	534	28.42	0.07	-0.17	+0.20	1.60	900	95.65	0.00	—	—	—	—	—	1.09 L	Neutral
Long buildup	76,000	+12,000	55	29.17	0.05	-0.15	+0.20	1.25	910	71.60	0.00	—	—	—	—	—	—	Neutral
Short covering	1.06 L	−3,500	82	29.73	0.04	-0.12	+0.05	0.95	920	112.70	-3.00	-0.34	-0.89	40.85	2	+500	10,000	Short buildup
Long buildup	21,000	+1,500	22	31.14	0.04	-0.11	+0.15	0.85	930	119.85	-5.15	-0.13	-0.95	32.77	1	—	43,500	Neutral
Short covering	97,500	−1,500	35	32.03	0.03	-0.10	+0.10	0.70	940	133.60	+32.50	-0.41	-0.89	48.42	2	−1,000	3.42 L	Neutral
Short covering	66,500	−1,000	14	33.07	0.03	-0.09	+0.05	0.60	950	138.00	-9.00	—	—	—	19	+4,500	1.89 L	Short buildup
Long buildup	16,000	+1,000	82	37.26	0.03	-0.13	+0.35	0.90	960	130.55	0.00	—	—	—	—	—	1,000	Neutral
Neutral	1,500	—	—	28.94	0.00	-0.01	0.00	0.45	980	168.70	-23.40	-0.00	-0.99	29.69	3	—	5,000	Neutral
Short covering	2.17 L	−8,000	32	39.45	0.02	-0.07	+0.10	0.40	1,000	186.15	-9.85	—	—	—	17	−6,500	77,500	Long unwinding

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 3.56% (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.