IDEA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 71475
Spot
12.25
Future
12.30
Forward
12.32
PCR (OI)
0.56
Puts 59.51 Cr / Calls 107.02 Cr
PCR (volume)
0.28
Puts 4,382 / Calls 15,890
Max pain
13
strike with least total payout to holders
Highest OI
13 CE · 12 PE
ΔOI calls +6.19 Cr · puts +1.49 Cr
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 8 | 0.02 | 0.00 | 91.44 | — | 64.33 L | Neutral | |||
| Neutral | — | — | — | 0.00 | 4.67 | 9 | 0.02 | -0.02 | 69.37 | +2.14 L | 77.91 L | Short buildup | ||||||
| Long buildup | 32.88 L | +9.29 L | 57.70 | +0.45 | 2.35 | 10 | 0.05 | -0.01 | 59.34 | −11.44 L | 5.52 Cr | Long unwinding | ||||||
| Neutral | 4.49 Cr | −2.86 L | 50.13 | +0.36 | 1.44 | 11 | 0.13 | -0.07 | 50.13 | +1.49 Cr | 9.36 Cr | Short buildup | ||||||
| Neutral | 20.46 Cr | −10.01 L | 43.83 | +0.24 | 0.68 | 12 | 0.37 | -0.20 | 44.21 | +7.15 L | 15.07 Cr | Neutral | ||||||
| Long buildup | 29.18 Cr | +87.20 L | 41.35 | +0.09 | 0.23 | 13 | 0.91 | -0.32 | 41.20 | +19.30 L | 9.76 Cr | Short buildup | ||||||
| Long buildup | 27.24 Cr | +2.92 Cr | 44.82 | +0.03 | 0.08 | 14 | 1.73 | -0.44 | 39.98 | +4.29 L | 8.47 Cr | Neutral | ||||||
| Neutral | 11.88 Cr | +1.60 Cr | 51.73 | 0.00 | 0.04 | 15 | 2.73 | -0.33 | 55.95 | −8.58 L | 4.54 Cr | Long unwinding | ||||||
| Long buildup | 7.33 Cr | +65.76 L | 64.42 | +0.01 | 0.04 | 16 | 3.69 | -0.31 | 57.42 | −12.87 L | 5.36 Cr | Long unwinding | ||||||
| Neutral | 1.14 Cr | +71,475 | 67.37 | +0.01 | 0.02 | 17 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 2.58 Cr | +15.01 L | 77.01 | +0.01 | 0.02 | 18 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1.75 Cr | +2.14 L | 94.20 | 0.00 | 0.02 | 20 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 65.04 L | — | 109.23 | +0.01 | 0.02 | 22 | · | · | · | · | · | · | · | · | · | |||
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 7.39% (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.