haylaavo

HINDALCO option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 700

Spot
911.39
Future
921.60
Forward
921.60
PCR (OI)
0.00
Puts — / Calls 1,400
PCR (volume)
0.00
Puts — / Calls 2
Max pain
720
strike with least total payout to holders
Highest OI
900 CE · — PE
ΔOI calls +1,400 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
03507007207808208607009009409801,040
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——33.800.00187.957205.650.0028.42——Neutral
Neutral——31.610.00154.0076011.050.0028.40——Neutral
Neutral——30.920.00138.1578014.900.0028.39——Neutral
Neutral——30.430.00123.1580019.600.0028.37——Neutral
Neutral——30.070.00109.1082025.200.0028.34——Neutral
Neutral——29.810.0095.9584031.800.0028.31——Neutral
Neutral——29.610.0083.9086039.450.0028.28——Neutral
Neutral——29.450.0072.9088048.150.0028.24——Neutral
Short buildup700+70026.50-6.0056.9590057.850.0028.19——Neutral
Neutral——29.240.0054.0592068.650.0028.14——Neutral
Neutral——29.170.0046.1094080.350.0028.08——Neutral
Neutral——29.110.0039.0596093.050.0028.01——Neutral
Neutral——29.060.0032.90980106.600.0027.91——Neutral
Short buildup700+70025.84-9.7017.951,000121.000.0027.80——Neutral
Neutral——28.960.0019.101,040151.850.0027.51——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 6.15% (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.