haylaavo

HDFCLIFE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1100

Spot
522.25
Future
522.10
Forward
521.89
PCR (OI)
0.63
Puts 77.76 L / Calls 1.24 Cr
PCR (volume)
0.43
Puts 2,879 / Calls 6,666
Max pain
525
strike with least total payout to holders
Highest OI
540 CE · 500 PE
ΔOI calls +4.59 L · puts +2.19 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
012.8 L25.6 L43046548521.5 L50552525.6 L545565585
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——56.020.00123.904300.800.0026.57——Neutral
Neutral6,600—50.830.0076.554400.40-0.0536.42+7,70017,600Short buildup
Neutral——45.710.00105.254500.400.0032.31−4,4001.43 LNeutral
Neutral1,100—40.940.0063.004600.65+0.0530.84+17,60083,600Long buildup
Neutral——38.680.0066.554650.750.0029.50−12,1003.61 LNeutral
Neutral——36.630.0087.454700.950.0028.71−3,3001.22 LNeutral
Neutral——34.790.0058.354751.40+0.1029.00+5,5001.21 LLong buildup
Neutral12,100—22.93-3.4042.504801.75+0.2028.19+3,3002.62 LLong buildup
Neutral——31.730.0050.654852.35+0.1028.01+31,90068,200Long buildup
Neutral8,800—30.570.0037.004902.80+0.0526.81−25,3002.09 LShort covering
Neutral1,100—29.590.0032.004953.50+0.5026.05+36,3001.08 LLong buildup
Short buildup1.73 L+8,80027.05-2.3526.855004.70+0.4026.17+42,90021.55 LLong buildup
Neutral1.74 L—33.36+1.2026.105055.90+0.6525.67−12,1003.69 LShort covering
Neutral3.61 L+2,20025.51-2.0519.355107.40+0.7525.28−18,7005.86 LShort covering
Neutral2.45 L−1,10024.71-1.6515.955159.15+0.8024.84−6,6005.19 LShort covering
Short buildup7.47 L+83,60024.54-1.9013.1552011.35+1.2024.70+30,8004.93 LLong buildup
Short buildup7.49 L+20,90024.32-1.5010.6552513.75+1.1524.32+48,4002.05 LLong buildup
Neutral18.18 L−2,20023.85-1.508.3553016.40+1.4523.79+57,2003.61 LLong buildup
Short buildup2.90 L+11,00023.86-1.156.6053518.05-5.3020.28−7,70041,800Long unwinding
Short buildup25.63 L+1.59 L23.65-1.005.0554023.15+1.2023.78+8,8003.88 LLong buildup
Short buildup2.32 L+51,70023.76-0.653.9054532.050.0020.32—14,300Neutral
Short buildup10.66 L+1.00 L23.94-0.453.0055031.10+1.8024.21+1,1001.74 LNeutral
Neutral3.28 L−3,30024.16-0.452.3055537.500.0017.31—89,100Neutral
Long unwinding7.36 L−28,60024.39-0.251.7556036.50-0.85—+16,5002.64 LShort buildup
Short buildup1.84 L+2,20024.27-0.451.2556542.50-7.50—−1,10069,300Long unwinding
Short buildup10.95 L+23,10025.17-0.201.0557055.700.00——78,100Neutral
Neutral50,600—25.47-0.100.8057546.500.00——2,200Neutral
Long unwinding3.89 L−4,40026.11-0.150.6558061.000.00——73,700Neutral
Neutral23,100−6,60027.360.000.60585·········
Neutral75,900−4,40028.040.000.5059071.350.00——12,100Neutral
Neutral24,200—25.220.000.4059550.000.00——1,100Neutral
Neutral6.34 L+60,50029.990.000.4060078.00+1.4526.48+2,2001.98 LLong buildup
Long unwinding44,000−5,50030.06-0.050.30605·········
Long unwinding1.54 L−7,70031.46-0.050.3061088.000.00——4,400Neutral
Neutral71,500−2,20033.300.000.2562095.000.00——23,100Neutral
Short buildup53,900+1,10033.56-0.050.15630111.600.00——7,700Neutral
Neutral78,100—27.410.000.10640113.700.00——1.53 LNeutral

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 6.39% (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.