haylaavo

HINDUNILVR option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 300

Spot
1,898.28
Future
1,879.30
Forward
1,877.39
PCR (OI)
0.66
Puts 58.65 L / Calls 88.68 L
PCR (volume)
0.59
Puts 23,001 / Calls 39,095
Max pain
1,840
strike with least total payout to holders
Highest OI
2,000 CE · 1,800 PE
ΔOI calls −4.89 L · puts +38,100
Open interest by strike
CallsPuts│ ATM┊ Max pain
010.8 L21.6 L1,5601,6601,7406.5 L1,8201,9001,98021.6 L2,0602,160
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Long buildup1,500+600—+30.05338.351,5200.35-0.1536.07−10,20033,000Long unwinding
Neutral600—78.200.00204.001,5600.30-0.2031.50−4,50049,200Long unwinding
Neutral2,100—70.790.00235.001,6000.65-0.2030.54−12,3002.31 LLong unwinding
Neutral——67.110.00263.351,6200.95-0.0530.10−2,70035,400Long unwinding
Neutral900—63.440.00137.051,6401.30-0.1529.39−1,80065,400Long unwinding
Short covering15,600−2,70046.29+51.55229.751,6601.60-0.3528.15−14,40059,100Long unwinding
Short covering27,300−30032.84+43.05201.651,6802.00-0.6026.95−11,40060,600Long unwinding
Short covering2.01 L−6,00029.07+31.05181.051,7002.60-0.9525.94−86,7004.13 LLong unwinding
Neutral71,100—49.190.00140.001,7203.25-1.6024.67—1.75 LNeutral
Neutral1.05 L−30026.13+33.05143.051,7404.20-2.4523.55+7,5002.86 LShort buildup
Neutral2.86 L−2,40024.53+29.70124.301,7605.50-3.6522.47+70,8004.69 LShort buildup
Short covering4.37 L−5,70023.04+27.10106.001,7807.45-5.3521.60−3,0004.06 LNeutral
Short covering7.21 L−78,60020.54+23.9586.951,80010.15-7.4520.79−93,3006.46 LLong unwinding
Short covering2.35 L−28,20019.74+21.0070.601,82013.90-10.1520.08−45,6003.28 LLong unwinding
Short covering4.75 L−37,80019.49+18.4056.301,84019.05-12.9019.49−12,0003.82 LLong unwinding
Short covering3.94 L−75,30019.05+14.6543.301,86026.30-16.8519.24+95,1003.17 LShort buildup
Long buildup7.35 L+14,40018.98+11.7532.701,88035.30-20.9518.98+1.01 L2.00 LShort buildup
Short covering9.64 L−1.42 L19.22+9.0024.501,90046.60-22.6018.97+48,3003.08 LShort buildup
Long buildup2.84 L+32,10019.31+6.3517.751,92061.80-24.5020.30+25,50055,200Short buildup
Neutral2.48 L+1,20019.55+4.3012.751,94077.00-23.0020.85+4,80044,400Short buildup
Neutral2.70 L−1,20020.17+3.059.451,96096.50-12.5023.80—41,400Neutral
Long buildup1.40 L+37,80020.83+2.057.051,980141.750.00——11,100Neutral
Short covering21.64 L−1.07 L21.75+1.405.502,000130.60-24.7524.78−6,0002.66 LLong unwinding
Short covering1.03 L−31,50022.20+0.904.002,020143.00-98.9516.35—5,400Neutral
Long buildup1.95 L+15,60022.90+0.503.052,040168.55-24.5027.69—20,100Neutral
Long buildup57,300+4,50023.71+0.602.402,060275.450.00——37,800Neutral
Short buildup9,900+2,70023.87-0.101.652,080206.00-25.0028.81−6004,800Long unwinding
Short covering4.63 L−80,70025.80+0.251.702,100217.65-35.35—−5,4006.32 LNeutral
Short buildup12,900+30026.32-0.051.302,120356.000.00——10,800Neutral
Neutral33,600−30029.44+0.301.252,160280.00-30.00—−4,8002.75 LLong unwinding
Neutral2.02 L+30031.05+0.100.902,200·········
Long buildup12,900+60032.19+0.150.602,240·········

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 6.45% (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.