haylaavo

GODREJPROP option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 325

Spot
1,631.49
Future
1,650.00
Forward
1,650.00
PCR (OI)
0.29
Puts 47,450 / Calls 1.66 L
PCR (volume)
0.25
Puts 42 / Calls 168
Max pain
1,560
strike with least total payout to holders
Highest OI
1,720 CE · 1,520 PE
ΔOI calls +12,350 · puts +3,900
Open interest by strike
CallsPuts│ ATM┊ Max pain
057,5251.2 L1,2801,4001,46015,6001,5201,5801,6401,7001.2 L1,760
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········1,28010.000.0036.66—650Neutral
Neutral——31.520.00357.951,3209.950.0036.69—325Neutral
Neutral——33.170.00326.151,36016.550.0036.72—650Neutral
Neutral——34.060.00295.851,40022.750.0036.75—1,300Neutral
Neutral——34.370.00221.401,42040.400.0036.77——Neutral
Neutral——34.610.00267.251,44051.750.0036.80——Neutral
Neutral——34.820.00193.901,46052.500.0036.82——Neutral
Neutral——34.980.00240.251,48034.400.0036.85—4,550Neutral
Neutral——35.120.00168.651,50029.15-8.8533.89+6503,575Short buildup
Neutral——35.240.00215.101,52038.00-12.0035.54+32515,600Short buildup
Neutral650—35.340.00140.001,54041.75-13.2034.36+1,3002,600Short buildup
Long buildup29,900+1,30033.28+35.15135.151,56050.00-10.0034.96+32513,975Short buildup
Neutral——35.500.00124.951,580102.250.0037.00——Neutral
Long buildup13,000+8,12533.18+26.25111.001,60067.95-12.0535.77+1,3001,625Short buildup
Neutral——35.620.00106.451,620123.300.0037.09——Neutral
Neutral——35.680.00150.601,640132.200.0037.14——Neutral
Neutral325—35.720.0070.001,660146.450.0037.19——Neutral
Neutral650—35.760.0061.951,680153.750.0037.25—325Neutral
Long buildup1,300+32532.36+7.2562.001,700171.650.0037.32——Neutral
Neutral1.15 L—31.93+16.5053.701,720195.000.0037.39—1,300Neutral
Neutral——35.860.0063.201,740198.750.0037.47——Neutral
Neutral——35.880.0027.351,760200.000.0037.55—650Neutral
Long buildup4,225+2,60032.27+10.4031.951,800227.900.0037.76——Neutral
Neutral650—35.970.0021.751,840250.000.0038.01—325Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 7.22% (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.