HDFCAMC option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 300
Spot
2,379.50
Future
2,378.30
Forward
2,377.64
PCR (OI)
1.13
Puts 11.68 L / Calls 10.38 L
PCR (volume)
0.47
Puts 3,534 / Calls 7,466
Max pain
2,340
strike with least total payout to holders
Highest OI
2,300 CE · 2,200 PE
ΔOI calls +1.36 L · puts +1.37 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 55.99 | 0.00 | 310.20 | 1,960 | 1.35 | -28.15 | 38.65 | +1,200 | 1,200 | Short buildup | ||||||
| Neutral | 1,500 | — | 51.76 | 0.00 | 250.00 | 2,000 | 1.40 | -1.10 | 35.33 | +5,700 | 19,200 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 2,020 | 1.70 | -2.90 | 34.62 | −4,800 | 9,600 | Long unwinding | |||
| Neutral | — | — | 47.85 | 0.00 | 249.95 | 2,040 | 1.50 | -2.60 | 32.18 | −2,700 | 9,000 | Long unwinding | ||||||
| Neutral | — | — | 46.05 | 0.00 | 235.85 | 2,060 | 2.10 | -3.20 | 32.18 | −300 | 20,700 | Long unwinding | ||||||
| Neutral | — | — | 44.39 | 0.00 | 222.35 | 2,080 | 3.10 | -2.05 | 32.62 | — | 26,400 | Neutral | ||||||
| Neutral | — | — | 42.85 | 0.00 | 645.90 | 2,100 | 2.80 | -4.20 | 30.10 | — | 52,800 | Neutral | ||||||
| Neutral | — | — | 41.48 | 0.00 | 196.70 | 2,120 | 4.50 | -4.30 | 31.12 | +6,900 | 13,500 | Short buildup | ||||||
| Neutral | — | — | 40.24 | 0.00 | 184.60 | 2,140 | 4.20 | -5.80 | 28.64 | +17,100 | 41,400 | Short buildup | ||||||
| Neutral | 600 | — | 39.14 | 0.00 | 161.70 | 2,160 | 5.25 | -6.65 | 28.05 | −5,400 | 14,700 | Long unwinding | ||||||
| Neutral | 300 | — | 38.19 | 0.00 | 146.75 | 2,180 | 7.10 | -9.90 | 28.05 | +4,500 | 16,200 | Short buildup | ||||||
| Neutral | 15,000 | — | 30.10 | +59.00 | 189.00 | 2,200 | 9.30 | -10.15 | 27.92 | +10,500 | 1.92 L | Short buildup | ||||||
| Neutral | 3,600 | — | 36.66 | 0.00 | 116.60 | 2,220 | 13.60 | -11.45 | 28.98 | — | 21,900 | Neutral | ||||||
| Neutral | 3,900 | — | 36.04 | 0.00 | 92.35 | 2,240 | 13.15 | -17.60 | 26.12 | −300 | 22,800 | Long unwinding | ||||||
| Neutral | 18,300 | — | 21.09 | +33.00 | 127.00 | 2,260 | 16.95 | -20.45 | 26.02 | −2,100 | 85,500 | Long unwinding | ||||||
| Neutral | 45,900 | — | 22.47 | +39.30 | 113.00 | 2,280 | 20.90 | -24.30 | 25.57 | +1,500 | 30,300 | Short buildup | ||||||
| Long buildup | 1.83 L | +13,500 | 25.63 | +40.25 | 104.05 | 2,300 | 25.35 | -27.80 | 24.97 | +19,200 | 1.85 L | Short buildup | ||||||
| Long buildup | 37,800 | +18,000 | 26.45 | +40.15 | 92.40 | 2,320 | 32.35 | -29.75 | 25.21 | +59,100 | 81,600 | Short buildup | ||||||
| Long buildup | 93,300 | +49,800 | 24.14 | +31.55 | 75.15 | 2,340 | 38.70 | -34.75 | 24.64 | +900 | 19,500 | Short buildup | ||||||
| Long buildup | 69,900 | +42,000 | 24.94 | +30.30 | 65.60 | 2,360 | 48.20 | -36.80 | 25.03 | +13,800 | 21,900 | Short buildup | ||||||
| Long buildup | 13,500 | +1,200 | 24.53 | +24.65 | 54.50 | 2,380 | 56.85 | -62.00 | 24.53 | — | 1,800 | Neutral | ||||||
| Long buildup | 1.28 L | +10,200 | 24.66 | +22.35 | 45.75 | 2,400 | 66.60 | -31.35 | 24.01 | +6,600 | 1.46 L | Short buildup | ||||||
| Long buildup | 24,600 | +3,600 | 24.49 | +19.10 | 37.45 | 2,420 | 135.85 | 0.00 | 28.93 | — | 900 | Neutral | ||||||
| Short covering | 16,500 | −3,900 | 23.78 | +14.65 | 29.10 | 2,440 | 124.95 | 0.00 | 28.66 | — | 3,300 | Neutral | ||||||
| Short covering | 24,000 | −4,200 | 24.78 | +13.95 | 25.25 | 2,460 | 110.00 | -62.40 | 26.11 | −300 | 3,000 | Long unwinding | ||||||
| Long buildup | 13,200 | +3,900 | 24.70 | +11.05 | 20.10 | 2,480 | 285.05 | 0.00 | 27.95 | — | — | Neutral | ||||||
| Long buildup | 1.47 L | +7,200 | 24.72 | +8.70 | 15.95 | 2,500 | 135.30 | -70.75 | 23.03 | +6,000 | 80,100 | Short buildup | ||||||
| Long buildup | 10,500 | +7,200 | 24.44 | +4.95 | 12.10 | 2,520 | 316.35 | 0.00 | 26.91 | — | — | Neutral | ||||||
| Short covering | 13,500 | −15,300 | 25.12 | +4.40 | 10.20 | 2,540 | 285.00 | 0.00 | 26.18 | — | 2,400 | Neutral | ||||||
| Short covering | 21,300 | −3,300 | 25.50 | +4.55 | 8.30 | 2,560 | 273.00 | 0.00 | 25.22 | — | 900 | Neutral | ||||||
| Short covering | 2,400 | −4,500 | 25.88 | +2.25 | 6.75 | 2,580 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 52,500 | −5,700 | 26.16 | +2.75 | 5.40 | 2,600 | 222.30 | -87.70 | 17.26 | — | 28,200 | Neutral | ||||||
| Long unwinding | 11,700 | −9,900 | 26.82 | -0.30 | 4.60 | 2,620 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 18,900 | −6,600 | 27.28 | +0.80 | 3.80 | 2,640 | 417.05 | 0.00 | — | — | — | Neutral | ||||||
| Long buildup | 600 | +300 | 28.55 | +0.35 | 2.80 | 2,680 | 452.40 | 0.00 | — | — | — | Neutral | ||||||
| Long buildup | 21,600 | +3,900 | 29.14 | +0.50 | 2.40 | 2,700 | 380.00 | 0.00 | — | — | 9,600 | Neutral | ||||||
| Short covering | 6,000 | −1,200 | 30.04 | +0.20 | 2.20 | 2,720 | · | · | · | · | · | · | · | · | · | |||
| Short buildup | 30,900 | +30,600 | 31.49 | -12.10 | 2.25 | 2,740 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 7,800 | −1,200 | 31.33 | +0.65 | 1.70 | 2,760 | 420.00 | 0.00 | — | — | 6,000 | 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 4.85% (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.