haylaavo

HDFCAMC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 300

Spot
2,379.50
Future
2,389.70
Forward
2,389.70
PCR (OI)
8.60
Puts 12,900 / Calls 1,500
PCR (volume)
1.50
Puts 3 / Calls 2
Max pain
2,400
strike with least total payout to holders
Highest OI
2,320 CE · 2,400 PE
ΔOI calls +600 · puts +600
Open interest by strike
CallsPuts│ ATM┊ Max pain
05,40010,8002,0802,1602,2406002,32010,8002,4002,4802,560
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——39.540.00343.601,96051.600.0030.87——Neutral
Neutral——38.160.00315.002,0009.000.0030.82—300Neutral
Neutral——37.020.00287.752,04074.550.0030.77——Neutral
Neutral——36.530.00279.552,06049.550.0030.75——Neutral
Neutral——36.090.00262.102,08088.300.0030.72——Neutral
Neutral——35.700.00251.452,10061.000.0030.69——Neutral
Neutral——35.350.00237.952,120103.550.0030.67——Neutral
Neutral——35.040.00225.202,14074.350.0030.63——Neutral
Neutral——34.760.00215.302,160120.350.0030.60——Neutral
Neutral——34.500.00200.752,18089.450.0030.56——Neutral
Neutral——34.280.00143.352,200138.700.0030.52——Neutral
Neutral——34.080.00178.052,220106.300.0030.48——Neutral
Neutral——33.890.00174.602,24067.950.0030.44—600Neutral
Neutral——33.730.00157.152,260125.000.0030.39——Neutral
Neutral——33.580.00156.552,28083.000.0030.34—300Neutral
Neutral——33.450.00138.052,300145.450.0030.29——Neutral
Neutral600—33.330.0085.002,320202.600.0030.23——Neutral
Neutral——33.220.00120.702,340167.650.0030.17——Neutral
Short buildup300+30018.02-41.9582.702,36090.00-4.6028.02+300900Short buildup
Short buildup300+30018.32-31.8073.252,380191.550.0030.03——Neutral
Neutral——32.940.00110.702,40095.40-44.7524.08+30010,800Short buildup
Neutral——32.870.0090.952,420217.050.0029.87——Neutral
Neutral300—32.800.0064.302,440279.000.0029.78——Neutral
Neutral——32.730.0078.402,460244.100.0029.68——Neutral
Neutral——32.680.0086.602,480307.000.0029.57——Neutral
Neutral——32.620.0067.302,500272.550.0029.45——Neutral
Neutral——32.570.0076.402,520336.200.0029.32——Neutral
Neutral——32.530.0057.652,540302.450.0029.17——Neutral
Neutral——32.480.0067.152,560366.350.0029.02——Neutral
Neutral——32.400.0058.902,600397.500.0028.64——Neutral
Neutral——32.330.0051.452,640429.450.0028.18——Neutral
Neutral——32.280.0044.852,680462.300.0027.58——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 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.