haylaavo

HDFCLIFE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1100

Spot
522.25
Future
528.70
Forward
528.70
PCR (OI)
—
Puts 50,600 / Calls —
PCR (volume)
—
Puts 1 / Calls —
Max pain
520
strike with least total payout to holders
Highest OI
— CE · 500 PE
ΔOI calls +— · puts +1,100
Open interest by strike
CallsPuts│ ATM┊ Max pain
024,75049,50044047049049,500510530550570600
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——26.600.0084.654404.250.0024.48——Neutral
Neutral——25.710.0068.454607.750.0024.45——Neutral
Neutral——25.440.0060.9547010.100.0024.44——Neutral
Neutral——25.270.0053.9048012.900.0024.43——Neutral
Neutral——25.120.0047.3549016.200.0024.41——Neutral
Neutral——25.020.0041.3550013.250.0024.40—49,500Neutral
Neutral——24.950.0035.8551024.350.0024.39——Neutral
Neutral——24.890.0030.8552019.90-9.3524.23+1,1001,100Short buildup
Neutral——24.840.0026.4053034.600.0024.35——Neutral
Neutral——24.810.0022.4554040.500.0024.32——Neutral
Neutral——24.780.0018.9555046.850.0024.29——Neutral
Neutral——24.750.0015.8556053.650.0024.25——Neutral
Neutral——24.730.0013.2557060.850.0024.21——Neutral
Neutral——24.710.0011.0058068.450.0024.16——Neutral
Neutral——24.690.007.4060084.550.0024.02——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 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.