HAVELLS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 500
Spot
1,028.58
Future
1,027.90
Forward
1,028.01
PCR (OI)
0.64
Puts 24.64 L / Calls 38.58 L
PCR (volume)
0.53
Puts 3,205 / Calls 6,084
Max pain
1,040
strike with least total payout to holders
Highest OI
1,100 CE · 1,000 PE
ΔOI calls −93,000 · puts +77,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 840 | 0.75 | -0.25 | 41.73 | +500 | 9,000 | Short buildup | |||
| Neutral | 4,500 | — | 51.97 | 0.00 | 154.50 | 860 | 1.45 | 0.00 | 24.67 | — | 15,000 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 870 | 1.75 | 0.00 | 25.23 | — | 1,000 | Neutral | |||
| Neutral | — | — | 46.87 | 0.00 | 402.35 | 880 | 1.30 | -0.65 | 36.72 | −2,000 | 16,500 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 890 | 1.50 | -0.80 | 35.46 | −4,000 | 9,000 | Long unwinding | |||
| Short covering | 5,000 | −2,500 | — | +8.30 | 126.00 | 900 | 1.90 | -0.95 | 34.84 | −4,000 | 1.38 L | Long unwinding | ||||||
| Neutral | — | — | 39.83 | 0.00 | 146.85 | 910 | 2.15 | -1.30 | 33.40 | −13,500 | 25,500 | Long unwinding | ||||||
| Neutral | — | — | 37.76 | 0.00 | 363.25 | 920 | 2.55 | -1.60 | 32.27 | −10,500 | 47,500 | Long unwinding | ||||||
| Neutral | — | — | 35.90 | 0.00 | 129.65 | 930 | 3.10 | -1.95 | 31.32 | −15,500 | 24,500 | Long unwinding | ||||||
| Neutral | 1,500 | — | 34.24 | 0.00 | 77.40 | 940 | 3.75 | -2.35 | 30.32 | −3,000 | 45,500 | Long unwinding | ||||||
| Neutral | 3,000 | — | 32.84 | 0.00 | 71.45 | 950 | 4.70 | -2.80 | 29.62 | −9,500 | 97,000 | Long unwinding | ||||||
| Neutral | 6,000 | — | — | -17.40 | 66.55 | 960 | 5.90 | -3.50 | 28.98 | +9,000 | 62,000 | Short buildup | ||||||
| Neutral | — | — | 30.66 | 0.00 | 57.00 | 970 | 7.35 | -3.95 | 28.30 | −4,500 | 47,500 | Long unwinding | ||||||
| Neutral | 23,000 | — | 23.40 | +5.20 | 54.00 | 980 | 9.25 | -4.80 | 27.80 | −10,500 | 1.89 L | Long unwinding | ||||||
| Neutral | 12,500 | — | 29.20 | 0.00 | 57.65 | 990 | 11.40 | -6.15 | 27.11 | +500 | 1.70 L | Neutral | ||||||
| Long buildup | 1.66 L | +11,500 | 26.77 | +7.25 | 42.20 | 1,000 | 14.40 | -6.80 | 26.90 | +11,000 | 3.92 L | Short buildup | ||||||
| Short covering | 1.09 L | −13,000 | 26.59 | +6.40 | 35.80 | 1,010 | 17.85 | -7.45 | 26.59 | +1.50 L | 2.63 L | Short buildup | ||||||
| Short covering | 1.38 L | −22,000 | 26.28 | +4.95 | 29.85 | 1,020 | 21.95 | -8.65 | 26.37 | −3,000 | 97,500 | Long unwinding | ||||||
| Short covering | 1.89 L | −29,000 | 26.17 | +4.60 | 24.70 | 1,030 | 26.75 | -9.30 | 26.24 | −7,000 | 1.05 L | Long unwinding | ||||||
| Long buildup | 2.84 L | +1.54 L | 26.20 | +3.65 | 20.30 | 1,040 | 32.25 | -10.00 | 26.20 | +6,000 | 45,500 | Short buildup | ||||||
| Short covering | 2.67 L | −13,000 | 26.25 | +2.90 | 16.50 | 1,050 | 38.40 | -10.85 | 26.23 | +500 | 1.28 L | Neutral | ||||||
| Short covering | 3.15 L | −7,000 | 26.33 | +2.55 | 13.30 | 1,060 | 45.00 | -4.50 | 26.13 | −1,000 | 36,500 | Long unwinding | ||||||
| Long buildup | 1.21 L | +7,500 | 26.66 | +1.85 | 10.80 | 1,070 | 53.15 | -2.20 | 27.26 | −6,500 | 54,500 | Long unwinding | ||||||
| Short covering | 2.65 L | −20,500 | 26.88 | +1.60 | 8.65 | 1,080 | 62.00 | -10.00 | 28.89 | −500 | 62,000 | Neutral | ||||||
| Long buildup | 57,500 | +3,500 | 27.43 | +1.25 | 7.10 | 1,090 | 78.00 | 0.00 | 19.80 | — | 7,000 | Neutral | ||||||
| Short covering | 7.19 L | −24,000 | 27.93 | +1.00 | 5.80 | 1,100 | 77.35 | -11.95 | 27.60 | −6,000 | 1.63 L | Long unwinding | ||||||
| Long buildup | 44,500 | +500 | 28.36 | +0.55 | 4.70 | 1,110 | 82.60 | 0.00 | — | — | — | Neutral | ||||||
| Short covering | 1.45 L | −21,000 | 28.99 | +0.55 | 3.90 | 1,120 | 96.65 | 0.00 | — | — | 25,500 | Neutral | ||||||
| Long buildup | 47,500 | +10,000 | 29.51 | +0.45 | 3.20 | 1,130 | 73.65 | 0.00 | — | — | 500 | Neutral | ||||||
| Short covering | 78,500 | −8,000 | 29.94 | +0.15 | 2.60 | 1,140 | 121.10 | 0.00 | — | — | 25,500 | Neutral | ||||||
| Neutral | 2.52 L | — | 30.49 | +0.15 | 2.15 | 1,150 | 140.00 | 0.00 | — | — | 500 | Neutral | ||||||
| Neutral | 57,500 | −500 | 31.62 | +0.15 | 1.95 | 1,160 | 147.50 | 0.00 | — | — | 33,500 | Neutral | ||||||
| Neutral | 14,000 | — | 26.22 | 0.00 | 1.25 | 1,170 | 158.00 | 0.00 | — | — | 14,000 | Neutral | ||||||
| Long buildup | 16,500 | +500 | 33.08 | +0.15 | 1.45 | 1,180 | 160.40 | +0.40 | 51.35 | — | 9,000 | Neutral | ||||||
| Short covering | 3.82 L | −1.20 L | 34.25 | +0.10 | 1.05 | 1,200 | 173.00 | -12.00 | 36.86 | +2,000 | 45,500 | Short buildup | ||||||
| Neutral | 9,500 | — | 26.08 | 0.00 | 1.30 | 1,210 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 36,500 | — | 26.25 | 0.00 | 0.75 | 1,220 | 201.00 | 0.00 | — | — | 8,000 | Neutral | ||||||
| Neutral | 1,500 | — | 25.94 | 0.00 | 0.70 | 1,230 | 215.00 | 0.00 | — | — | 500 | Neutral | ||||||
| Neutral | 3,000 | — | 26.31 | 0.00 | 0.65 | 1,240 | 225.00 | 0.00 | — | — | 5,500 | Neutral | ||||||
| Neutral | 31,000 | — | 41.87 | +0.40 | 0.90 | 1,260 | 245.00 | 0.00 | — | — | 1,500 | Neutral | ||||||
| Neutral | 52,500 | — | 27.77 | 0.00 | 0.65 | 1,280 | 252.00 | -0.50 | 44.16 | −2,000 | 45,000 | Long unwinding | ||||||
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 5.8% (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.