haylaavo

HDFCLIFE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1100

Spot
522.25
Future
525.40
Forward
525.40
PCR (OI)
1.08
Puts 2.58 L / Calls 2.39 L
PCR (volume)
0.72
Puts 42 / Calls 58
Max pain
520
strike with least total payout to holders
Highest OI
550 CE · 500 PE
ΔOI calls +30,800 · puts +13,200
Open interest by strike
CallsPuts│ ATM┊ Max pain
062,7001.3 L4404704901.3 L51053063,800550570600
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——34.200.00102.304302.450.0024.26——Neutral
Neutral——32.020.0093.454403.450.0024.24——Neutral
Neutral——30.250.0084.904504.750.0024.20——Neutral
Neutral——28.870.0076.704606.400.0024.15——Neutral
Neutral——28.320.0059.704656.050.0024.13——Neutral
Neutral——27.850.0068.854708.450.0024.12——Neutral
Neutral——27.440.0052.054758.300.0024.10——Neutral
Neutral——27.110.0061.4548010.900.0024.06——Neutral
Neutral——26.820.0044.9548511.100.0024.04——Neutral
Neutral——26.560.0054.504906.000.0024.01—29,700Neutral
Neutral——26.340.0038.4049514.450.0023.98——Neutral
Neutral——26.170.0048.055008.90+0.5023.59+11,0001.25 LLong buildup
Neutral——26.010.0032.5050518.450.0023.89——Neutral
Neutral——25.870.0042.055109.550.0023.85—1,100Neutral
Neutral——25.760.0027.2551516.800.0023.81—14,300Neutral
Short buildup13,200+2,20023.00-0.4521.5552016.60+1.5023.49+2,20074,800Long buildup
Neutral——25.570.0022.5552528.300.0023.68——Neutral
Short buildup55,000+2,20023.31-1.2517.0053019.150.0023.62—2,200Neutral
Neutral——25.420.0018.5053534.100.0023.54——Neutral
Neutral11,000—25.370.0010.9554026.700.0023.44—3,300Neutral
Neutral——25.320.0015.0554540.550.0023.34——Neutral
Short buildup63,800+22,00021.55-1.108.4555037.200.0023.23—6,600Neutral
Neutral——25.230.0012.1055547.450.0023.10——Neutral
Neutral14,300—25.190.007.6056047.950.0022.94——Neutral
Neutral——25.150.009.6556554.950.0022.77——Neutral
Neutral42,900—25.120.005.1557054.700.0022.55——Neutral
——25.09—7.6057562.75—22.31——
Short buildup38,500+4,40022.70-0.253.3558061.900.0022.01——Neutral
Neutral——25.020.0011.6559069.450.0021.20——Neutral
Neutral——24.990.009.6560050.050.0019.75—1,100Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.