HAL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 150
Spot
4,854.95
Future
4,872.00
Forward
4,873.46
PCR (OI)
0.76
Puts 13.33 L / Calls 17.49 L
PCR (volume)
0.48
Puts 7,853 / Calls 16,349
Max pain
4,850
strike with least total payout to holders
Highest OI
5,000 CE · 4,800 PE
ΔOI calls +1.95 L · puts +1.94 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 4,000 | 2.55 | -1.45 | 38.94 | −3,150 | 68,550 | Long unwinding | |||
| Neutral | 2,100 | — | — | 0.00 | 795.00 | 4,100 | 5.55 | +0.25 | 39.36 | +300 | 8,100 | Long buildup | ||||||
| · | · | · | · | · | · | · | · | · | 4,150 | 14.50 | 0.00 | 29.40 | — | 300 | Neutral | |||
| Neutral | 600 | — | — | 0.00 | 646.00 | 4,200 | 6.70 | -2.35 | 35.96 | +1,200 | 77,100 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 4,250 | 10.35 | 0.00 | 29.41 | — | 10,350 | Neutral | |||
| Neutral | 150 | — | 26.61 | 0.00 | 600.00 | 4,300 | 10.30 | -4.90 | 34.18 | +45,000 | 79,200 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 4,350 | 13.90 | -4.95 | 33.99 | −2,250 | 4,200 | Long unwinding | |||
| Neutral | 1,650 | — | 27.92 | 0.00 | 461.10 | 4,400 | 17.25 | -8.20 | 33.17 | +8,850 | 44,550 | Short buildup | ||||||
| Neutral | 450 | — | 28.25 | 0.00 | 409.35 | 4,450 | 23.10 | -8.65 | 33.10 | +4,500 | 10,650 | Short buildup | ||||||
| Neutral | 19,800 | — | 28.47 | 0.00 | 370.80 | 4,500 | 28.55 | -11.30 | 32.33 | +3,300 | 94,200 | Short buildup | ||||||
| Neutral | 2,550 | — | 28.63 | 0.00 | 345.40 | 4,550 | 37.10 | -11.90 | 32.20 | +1,350 | 8,400 | Short buildup | ||||||
| Neutral | 12,150 | — | 28.75 | 0.00 | 290.60 | 4,600 | 46.00 | -15.35 | 31.62 | +4,500 | 77,400 | Short buildup | ||||||
| Neutral | 14,850 | — | 28.84 | 0.00 | 265.00 | 4,650 | 58.25 | -17.40 | 31.47 | +150 | 30,000 | Neutral | ||||||
| Short covering | 52,500 | −1,350 | 31.37 | +25.20 | 245.80 | 4,700 | 72.75 | -17.95 | 31.31 | +2,250 | 95,100 | Short buildup | ||||||
| Short covering | 20,400 | −750 | 30.93 | +31.70 | 211.75 | 4,750 | 89.60 | -22.45 | 31.13 | +4,800 | 34,500 | Short buildup | ||||||
| Long buildup | 1.43 L | +3,300 | 30.85 | +23.50 | 181.80 | 4,800 | 108.15 | -22.00 | 30.75 | +26,100 | 1.70 L | Short buildup | ||||||
| Long buildup | 1.73 L | +74,100 | 30.53 | +21.35 | 153.45 | 4,850 | 132.25 | -22.05 | 31.00 | +41,400 | 1.26 L | Short buildup | ||||||
| Long buildup | 2.22 L | +24,000 | 30.46 | +20.90 | 129.05 | 4,900 | 155.35 | -28.25 | 30.43 | +50,250 | 1.51 L | Short buildup | ||||||
| Short covering | 48,600 | −600 | 30.33 | +17.55 | 107.10 | 4,950 | 183.35 | -21.65 | 30.33 | +4,200 | 32,850 | Short buildup | ||||||
| Long buildup | 2.73 L | +14,550 | 30.11 | +14.70 | 87.45 | 5,000 | 212.55 | -26.70 | 29.89 | +1,050 | 1.38 L | Neutral | ||||||
| Long buildup | 37,050 | +3,000 | 30.04 | +11.40 | 71.10 | 5,050 | 276.35 | 0.00 | 29.74 | — | 1,350 | Neutral | ||||||
| Long buildup | 1.29 L | +19,500 | 30.01 | +10.90 | 57.30 | 5,100 | 294.40 | +4.40 | 32.90 | — | 18,300 | Neutral | ||||||
| Long buildup | 10,950 | +4,050 | 30.16 | +10.45 | 46.30 | 5,150 | 341.60 | 0.00 | 29.88 | — | 300 | Neutral | ||||||
| Long buildup | 1.02 L | +4,800 | 30.13 | +8.05 | 36.55 | 5,200 | 365.00 | -17.00 | 31.09 | +300 | 12,750 | Short buildup | ||||||
| Long buildup | 22,050 | +1,950 | 30.38 | +7.55 | 29.35 | 5,250 | 410.00 | -302.90 | 32.25 | +150 | 150 | Short buildup | ||||||
| Long buildup | 68,250 | +4,500 | 30.28 | +4.85 | 22.60 | 5,300 | 484.00 | 0.00 | 30.27 | — | 6,750 | Neutral | ||||||
| Long buildup | 21,750 | +3,900 | 30.55 | +3.45 | 17.95 | 5,350 | 545.00 | 0.00 | 30.47 | — | 900 | Neutral | ||||||
| Short covering | 1.54 L | −10,800 | 30.78 | +4.20 | 14.15 | 5,400 | 540.00 | 0.00 | 30.71 | — | 300 | Neutral | ||||||
| Short buildup | 13,500 | +2,250 | 30.69 | -1.85 | 10.60 | 5,450 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 1.70 L | +46,950 | 31.25 | +2.25 | 8.70 | 5,500 | 650.00 | 0.00 | 31.41 | — | 25,950 | Neutral | ||||||
| Long buildup | 16,950 | +1,050 | 32.30 | +0.90 | 5.85 | 5,600 | 765.00 | 0.00 | 32.45 | — | 3,150 | Neutral | ||||||
| Long buildup | 16,650 | +900 | 34.09 | +0.55 | 4.55 | 5,700 | 865.00 | 0.00 | 33.94 | — | 2,100 | 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 6.55% (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.