haylaavo

GRASIM option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 250

Spot
3,057.07
Future
3,067.10
Forward
3,067.10
PCR (OI)
0.50
Puts 500 / Calls 1,000
PCR (volume)
0.00
Puts — / Calls 2
Max pain
2,800
strike with least total payout to holders
Highest OI
3,400 CE · 2,720 PE
ΔOI calls +500 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
02505002,7602,8402,9203,0003,0803,1603,2405003,400
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——41.880.00700.502,4404.750.0022.59——Neutral
Neutral——39.750.00662.752,4806.400.0022.57——Neutral
Neutral——37.710.00625.502,5208.550.0022.54——Neutral
Neutral——35.800.00588.802,56011.250.0022.50——Neutral
Neutral——34.040.00552.702,60014.600.0022.45——Neutral
Neutral——32.440.00517.352,64018.700.0022.42——Neutral
Neutral——31.710.00304.202,66034.600.0022.39——Neutral
Neutral——31.030.00482.852,68023.600.0022.37——Neutral
Neutral——30.400.00273.852,70029.950.0022.34——Neutral
Neutral——29.810.00449.302,72043.300.0022.31—250Neutral
Neutral——29.270.00245.052,74054.600.0022.29——Neutral
Neutral——28.770.00416.752,76036.300.0022.25——Neutral
Neutral——28.320.00218.102,78067.150.0022.22——Neutral
Neutral——27.910.00385.352,80061.350.0022.18—250Neutral
Neutral——27.540.00192.902,82081.550.0022.15——Neutral
Neutral——27.200.00355.102,84053.500.0022.11——Neutral
Neutral——26.890.00169.652,86097.850.0022.06——Neutral
Neutral——26.610.00326.252,88064.050.0022.02——Neutral
Neutral——26.360.00148.252,900116.050.0021.97——Neutral
Neutral——26.130.00298.502,92075.750.0021.91——Neutral
Neutral——25.930.00128.802,940136.150.0021.86——Neutral
Neutral——25.740.00272.302,96088.950.0021.79——Neutral
Neutral——25.570.00111.202,980158.100.0021.73——Neutral
Neutral250—25.420.0076.003,000103.600.0021.66——Neutral
Neutral——25.270.0095.403,020181.850.0021.58——Neutral
Neutral250—25.150.0068.653,040119.750.0021.49——Neutral
Neutral——25.030.0081.353,060207.400.0021.40——Neutral
Neutral——24.930.00202.503,080137.350.0021.30——Neutral
Neutral——24.830.0068.953,100234.550.0021.19——Neutral
Neutral——24.740.00182.153,120156.450.0021.07——Neutral
Neutral——24.660.0058.053,140263.250.0020.93——Neutral
Neutral——24.590.00163.303,160177.000.0020.78——Neutral
Neutral——24.520.0048.803,180293.550.0020.62——Neutral
Neutral——24.450.00145.903,200199.000.0020.43——Neutral
——24.39—40.553,220324.85—20.23——
Neutral——24.340.00129.903,240222.450.0019.99——Neutral
Neutral——24.240.00115.253,280247.200.0019.41——Neutral
Neutral——24.160.00101.903,320273.250.0018.63——Neutral
Neutral——24.080.0089.803,360300.550.0017.48——Neutral
Short buildup500+50021.39-64.2514.603,400329.050.0015.46——Neutral
Neutral——23.960.0069.203,440358.800.00———Neutral
——23.91—60.303,480389.35————

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 5.04% (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.