haylaavo

HINDALCO option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 700

Spot
911.39
Future
917.20
Forward
917.20
PCR (OI)
2.00
Puts 71,400 / Calls 35,700
PCR (volume)
0.84
Puts 16 / Calls 19
Max pain
920
strike with least total payout to holders
Highest OI
900 CE · 890 PE
ΔOI calls +12,600 · puts +7,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
017,50035,00076081085035,0008909,1009309701,020
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——36.330.00229.757403.700.0028.36——Neutral
Neutral——34.380.00211.657605.350.0028.30——Neutral
Neutral——32.910.00194.057807.450.0028.28——Neutral
Neutral——32.330.00121.3079011.500.0028.26——Neutral
Neutral——31.840.00177.0580010.200.0028.26—700Neutral
Neutral——31.420.00105.9081015.950.0028.23——Neutral
Neutral——31.080.00160.7582017.800.0028.21—2,100Neutral
Neutral——30.780.0091.6083021.400.0028.18——Neutral
Neutral——30.530.00145.1584014.400.0028.16—4,200Neutral
Neutral——30.330.0078.5085028.100.0028.13——Neutral
Neutral——30.150.00130.4086022.650.0028.10—2,800Neutral
Neutral——30.000.0066.6087036.000.0028.07——Neutral
Neutral——29.870.00116.4588027.000.0028.03—700Neutral
Neutral1,400+1,40029.170.0056.0089034.250.0027.99—35,000Neutral
Long buildup9,100+7,70027.14+2.1047.6090033.40-12.0529.17+2,80014,700Short buildup
Neutral——29.580.0046.6091055.550.0027.90——Neutral
Neutral9,100—29.510.0029.2592050.050.0027.84—4,900Neutral
Neutral——29.440.0038.4093067.150.0027.77——Neutral
Neutral6,300—29.390.0023.0094051.450.0027.71——Neutral
Short buildup700+70026.88-6.3025.0595079.850.0027.63——Neutral
Neutral1,400—29.290.0019.5596061.050.0027.54——Neutral
Neutral——29.250.0025.3597093.650.0027.43——Neutral
Neutral1,400—29.210.0034.4098071.600.0027.32——Neutral
Neutral——29.180.0020.35990108.450.0027.18——Neutral
Short buildup4,900+2,80026.77-2.8011.701,000106.000.0027.03—700Neutral
Neutral——29.100.0045.601,02095.450.0026.64——Neutral
Neutral1,400—29.060.004.501,040108.600.0026.11——Neutral
·········1,080167.00-8.0031.99+4,2005,600Short buildup

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 6.15% (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.