haylaavo

HINDPETRO option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2025

Spot
348.00
Future
351.60
Forward
351.60
PCR (OI)
1.60
Puts 1.40 L / Calls 87,075
PCR (volume)
0.79
Puts 27 / Calls 34
Max pain
400
strike with least total payout to holders
Highest OI
400 CE · 400 PE
ΔOI calls +32,400 · puts +50,625
Open interest by strike
CallsPuts│ ATM┊ Max pain
036,45072,90029031032534035537039038,47572,900
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——31.850.0069.052905.600.0034.84——Neutral
Neutral——32.860.0061.303007.700.0034.82——Neutral
Neutral——33.140.0057.553055.250.0034.86——Neutral
Neutral——33.380.0054.053103.700.0034.86—22,275Neutral
Neutral——33.570.0049.853157.450.0034.86——Neutral
Neutral——33.700.0047.3032011.300.0034.88—4,050Neutral
Neutral——33.830.0042.7532510.250.0034.90——Neutral
Neutral——33.930.0041.103306.10-2.1026.93+2,02532,400Short buildup
Neutral——34.000.0036.3033513.700.0034.93——Neutral
Neutral14,175—34.070.0016.203408.75-5.7025.43+4,0506,075Short buildup
Neutral——34.130.0030.5534517.800.0034.98——Neutral
Short covering6,075−6,07526.34+5.2515.2535012.00-14.1523.30+2,0252,025Short buildup
Neutral——34.210.0025.4035522.550.0035.03——Neutral
Long buildup26,325+2,02526.51+3.9510.9536031.500.0035.06——Neutral
Neutral——34.280.0020.9536528.000.0035.11——Neutral
Neutral——34.290.0022.0037037.400.0035.15——Neutral
Neutral——34.320.0017.1037534.000.0035.18——Neutral
Neutral2,025—34.350.008.6038043.750.0035.23——Neutral
Neutral——34.380.0015.5039050.600.0035.36——Neutral
Long buildup38,475+36,45027.23+0.752.2540051.15-5.8530.14+42,52572,900Short 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 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.