haylaavo

HAL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 150

Spot
4,854.95
Future
4,903.60
Forward
4,903.60
PCR (OI)
1.24
Puts 19,200 / Calls 15,450
PCR (volume)
1.08
Puts 41 / Calls 38
Max pain
5,000
strike with least total payout to holders
Highest OI
5,000 CE · 5,000 PE
ΔOI calls +3,150 · puts +5,700
Open interest by strike
CallsPuts│ ATM┊ Max pain
04,8759,7504,0004,4504,6504,8506,7509,7505,0505,2505,600
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········4,00010.70-2.2030.98+4,5006,750Short buildup
Neutral——28.050.00555.004,200144.200.0029.46——Neutral
Neutral——28.380.00491.254,300178.950.0029.47——Neutral
Neutral——28.590.00432.354,400218.600.0029.49——Neutral
Neutral——28.670.00556.504,45064.700.0029.50—150Neutral
Neutral——28.740.00378.454,50068.00-3.0028.66+1501,050Short buildup
Neutral——28.790.00487.354,550133.050.0029.53——Neutral
Neutral——28.840.00329.404,600163.000.0029.54—300Neutral
Neutral——28.880.00423.754,650168.350.0029.55——Neutral
Neutral——28.920.00285.154,700120.00-8.0027.40+300450Short buildup
Neutral——28.950.00365.654,750209.200.0029.59——Neutral
Long buildup900+15027.38+2.20262.454,800165.00+38.0028.06+750750Long buildup
Neutral——29.000.00313.104,850255.600.0029.63——Neutral
Short buildup750+75026.44-6.45203.954,900489.300.0029.65——Neutral
Neutral——29.040.00266.104,950307.500.0029.68——Neutral
Long buildup6,750+30026.57+20.65161.005,000282.850.0029.70—9,750Neutral
Neutral——29.070.00224.455,050364.750.0029.74——Neutral
Neutral4,800—29.080.00124.855,100628.050.0029.77——Neutral
Neutral——29.100.00187.905,150427.150.0029.81——Neutral
Short buildup1,950+1,95026.66-33.5595.105,200703.150.0029.85——Neutral
Neutral——29.120.00156.205,250494.300.0029.90——Neutral
Neutral——29.130.00108.005,300781.050.0029.96——Neutral
Neutral300—29.140.0055.005,400861.950.0030.09——Neutral
Neutral——29.160.0075.305,500945.450.0030.26——Neutral
Neutral——29.170.0062.505,6001,031.150.0030.48——Neutral

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