haylaavo

HINDPETRO option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 2025

Spot
348.00
Future
349.80
Forward
349.96
PCR (OI)
1.07
Puts 91.59 L / Calls 85.68 L
PCR (volume)
0.50
Puts 3,171 / Calls 6,344
Max pain
350
strike with least total payout to holders
Highest OI
350 CE · 350 PE
ΔOI calls +14.84 L · puts +9.76 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
07.7 L15.3 L28030031533034515.3 L14.3 L360375390
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral14,175——0.0067.002800.30-0.1046.61−14,1751.11 LLong unwinding
Neutral10,125——0.0052.502900.35-0.5541.30+2,02552,650Short buildup
·········2950.45-0.2539.84—56,700Neutral
Neutral28,350——0.0046.203000.55-0.4537.98+2,0257.41 LNeutral
Neutral———0.0052.053050.65-0.5535.83−10,1251.84 LLong unwinding
Neutral8,100—23.840.0037.003100.80-0.7033.92−56,7002.83 LLong unwinding
Neutral——28.440.0044.453151.05-0.9532.47+72,9002.02 LShort buildup
Neutral2.59 L—30.310.0025.353201.40-1.3031.13−60,7505.69 LLong unwinding
Neutral10,125—31.400.0026.803251.95-1.6530.22+2.29 L7.57 LShort buildup
Long buildup2.05 L+2,02528.46+5.4522.403302.75-2.1529.58+2,0258.93 LNeutral
Neutral2.31 L−2,02529.58+4.7018.903353.70-2.7528.54−10,1255.71 LLong unwinding
Short covering9.66 L−1.28 L27.93+4.1015.003405.05-3.4027.88+72,90011.34 LShort buildup
Short covering3.22 L−10,12527.49+3.4011.803456.85-3.8027.49+24,3003.26 LShort buildup
Neutral15.33 L+12,15026.86+2.858.953509.05-4.3527.06+7.19 L14.26 LShort buildup
Long buildup3.24 L+4,05026.12+2.056.5035511.70-3.3526.67+44,5501.74 LShort buildup
Short covering8.06 L−1.09 L26.19+1.604.7536014.70-5.6526.01−12,1503.22 LLong unwinding
Long buildup5.24 L+2.35 L26.32+1.253.4036522.200.0036.47—6,075Neutral
Long buildup4.90 L+95,17526.53+0.852.4037030.850.0036.79—1.88 LNeutral
Short covering2.00 L−30,37526.94+0.601.7037528.000.0037.16—2,025Neutral
Long buildup6.97 L+2.15 L27.39+0.451.2038031.65-3.3530.34+2,0253.32 LNeutral
Long buildup2.96 L+1.58 L27.92+0.300.85385·········
Long buildup1.64 L+20,25029.39+0.250.7039040.35-9.4026.63—8,100Neutral
Short buildup68,850+30,37530.47-0.050.55395·········
Long buildup14.11 L+9.92 L31.70+0.150.4540050.00-9.0025.44−30,3758.18 LLong unwinding

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 5.2% (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.