haylaavo

HDFCAMC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 300

Spot
2,379.50
Future
2,357.00
Forward
2,357.00
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.511,9202,1202,2402,3602,4802,640
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——52.470.00411.351,92034.000.0029.05——Neutral
Neutral——48.250.00350.102,00051.500.0028.73——Neutral
Neutral——44.860.00293.952,08074.150.0028.34——Neutral
Neutral——43.450.00268.152,12087.750.0028.12——Neutral
Neutral——42.220.00243.852,160102.800.0027.87——Neutral
Neutral——41.140.00221.002,200119.350.0027.59——Neutral
Neutral——40.210.00199.702,240137.400.0027.28——Neutral
Neutral——39.390.00179.902,280157.000.0026.92——Neutral
Neutral——38.680.00161.552,320178.000.0026.51——Neutral
Neutral——38.070.00144.652,360200.500.0026.05——Neutral
Neutral——37.530.00129.102,400224.350.0025.50——Neutral
Neutral——37.060.00114.902,440249.550.0024.86——Neutral
Neutral——36.640.00102.002,480276.000.0024.09——Neutral
Neutral——36.280.0090.302,520303.650.0023.15——Neutral
Neutral——35.960.0079.702,560332.450.0021.95——Neutral
Neutral——35.420.0061.802,640393.300.0017.82——Neutral
Neutral——34.980.0047.252,720457.550.00———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.