GODREJPROP option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 325

Spot

1,631.49

Future

1,638.30

Forward

1,637.56

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.67

Puts 14.62 L / Calls 21.82 L

PCR (volume)

0.40

Puts 4,965 / Calls 12,451

Max pain

1,600

strike with least total payout to holders

Highest OI

1,740 CE · 1,600 PE

ΔOI calls +1.18 L · puts −12,675

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	2,275	—	—	—	—	—	0.00	253.20	1,280	1.10	-0.35	-0.18	-0.02	48.96	2	−650	6,825	Long unwinding
Neutral	975	—	—	—	—	—	0.00	273.60	1,300	2.20	0.00	-0.04	-0.00	36.37	—	—	14,950	Neutral
Neutral	—	—	—	—	—	—	0.00	450.95	1,320	1.85	0.00	-0.06	-0.01	36.38	—	—	17,875	Neutral
·	·	·	·	·	·	·	·	·	1,340	2.80	0.00	-0.09	-0.01	36.44	—	—	325	Neutral
Neutral	10,725	—	—	32.87	0.99	-0.01	0.00	218.00	1,360	1.60	-1.45	-0.23	-0.03	40.73	9	−975	54,925	Long unwinding
·	·	·	·	·	·	·	·	·	1,380	2.40	-1.60	-0.30	-0.04	40.88	21	−2,600	10,075	Long unwinding
Long buildup	2,600	+1,950	8	40.84	0.95	-0.34	+105.00	240.00	1,400	3.00	-2.00	-0.35	-0.05	39.73	94	−3,900	1.53 L	Long unwinding
Neutral	—	—	—	35.19	0.95	-0.25	0.00	253.75	1,420	3.45	-3.25	-0.38	-0.05	37.89	49	−6,500	12,350	Long unwinding
Neutral	650	—	—	35.46	0.94	-0.35	0.00	108.00	1,440	4.40	-4.50	-0.45	-0.07	36.87	111	−1,625	19,175	Long unwinding
Neutral	—	—	—	35.66	0.91	-0.47	0.00	223.60	1,460	5.55	-5.15	-0.51	-0.08	35.78	284	−10,075	36,725	Long unwinding
Neutral	12,350	—	—	35.79	0.89	-0.60	0.00	121.95	1,480	7.25	-6.85	-0.60	-0.11	35.04	196	−12,675	37,700	Long unwinding
Short covering	79,300	−6,175	80	35.13	0.86	-0.70	+41.70	147.10	1,500	9.30	-9.40	-0.68	-0.13	34.17	442	+13,325	1.24 L	Short buildup
Neutral	12,025	—	5	34.39	0.82	-0.79	+19.00	130.00	1,520	11.85	-10.20	-0.77	-0.17	33.29	715	−77,675	50,375	Long unwinding
Long buildup	63,050	+2,275	35	33.50	0.79	-0.88	+43.20	113.40	1,540	15.05	-13.50	-0.85	-0.20	32.43	745	+51,675	1.64 L	Short buildup
Short covering	53,300	−5,200	46	32.66	0.74	-0.96	+31.30	97.60	1,560	19.30	-15.75	-0.94	-0.25	31.80	387	+1,625	90,025	Short buildup
Short covering	56,225	−12,675	177	31.24	0.69	-1.00	+27.80	81.90	1,580	25.10	-18.15	-1.03	-0.30	31.62	233	+325	57,525	Neutral
Short covering	3.08 L	−1.20 L	3,089	31.09	0.63	-1.07	+24.05	68.95	1,600	31.55	-22.80	-1.08	-0.36	31.09	918	+25,675	2.35 L	Short buildup
Long buildup	1.52 L	+85,800	1,903	30.77	0.57	-1.11	+20.85	57.00	1,620	39.55	-25.30	-1.12	-0.43	30.79	380	+3,250	33,475	Short buildup
Long buildup	1.69 L	+1.04 L	2,122	30.78	0.51	-1.13	+19.45	46.85	1,640	48.25	-28.40	-1.11	-0.49	30.12	237	+6,825	34,450	Short buildup
Long buildup	61,750	+9,100	459	30.46	0.44	-1.11	+15.40	37.50	1,660	59.25	-35.25	-1.09	-0.56	30.07	71	+6,175	7,475	Short buildup
Long buildup	32,500	+4,550	321	30.21	0.37	-1.06	+12.55	29.55	1,680	72.75	-52.65	-1.08	-0.62	30.83	29	−1,300	10,725	Long unwinding
Short covering	3.09 L	−36,075	1,629	30.14	0.31	-0.99	+10.10	23.10	1,700	83.00	-33.10	-0.91	-0.69	28.48	34	−2,275	1.36 L	Long unwinding
Short covering	65,000	−6,175	210	29.77	0.26	-0.89	+7.70	17.40	1,720	100.00	-52.00	-0.89	-0.74	30.16	1	—	1,625	Neutral
Long buildup	3.39 L	+81,575	621	30.12	0.21	-0.81	+6.15	13.60	1,740	167.35	0.00	-1.09	-0.74	36.85	—	—	4,875	Neutral
Short covering	37,050	−3,900	215	30.06	0.17	-0.70	+4.65	10.15	1,760	186.00	0.00	-0.99	-0.78	36.93	—	—	5,525	Neutral
Short covering	31,200	−4,875	78	30.29	0.13	-0.61	+3.90	7.70	1,780	230.00	0.00	-0.89	-0.81	37.03	—	—	325	Neutral
Long buildup	2.79 L	+18,525	1,223	30.53	0.10	-0.51	+2.35	5.80	1,800	208.15	0.00	-0.79	-0.84	37.15	—	—	35,100	Neutral
Long buildup	60,125	+2,925	156	30.85	0.06	-0.35	+1.15	3.15	1,840	211.00	-41.00	-0.73	-0.87	40.47	2	−325	5,850	Long unwinding
Long buildup	43,875	+2,275	74	32.39	0.04	-0.27	+0.55	2.05	1,880	247.00	-33.00	-0.51	-0.92	39.88	5	−975	1.01 L	Neutral

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 7.22% (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.