IDEA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 71475
Spot
12.25
Future
12.39
Forward
12.40
PCR (OI)
0.28
Puts 3.04 Cr / Calls 10.67 Cr
PCR (volume)
0.33
Puts 348 / Calls 1,065
Max pain
12
strike with least total payout to holders
Highest OI
14 CE · 12 PE
ΔOI calls +3.19 Cr · puts +15.01 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 8 | 0.05 | -0.01 | 66.32 | +1.43 L | 19.30 L | Short buildup | |||
| Neutral | — | — | — | 0.00 | 3.31 | 9 | 0.11 | 0.00 | 46.15 | — | — | Neutral | ||||||
| Neutral | 71,475 | — | 43.27 | 0.00 | 2.36 | 10 | 0.11 | -0.05 | 45.37 | +7.86 L | 55.75 L | Short buildup | ||||||
| Neutral | — | — | 44.76 | 0.00 | 1.79 | 11 | 0.25 | -0.09 | 41.11 | +4.29 L | 54.32 L | Short buildup | ||||||
| Long buildup | 1.44 Cr | +13.58 L | 38.57 | +0.21 | 0.95 | 12 | 0.55 | -0.23 | 38.57 | −14.29 L | 1.34 Cr | Long unwinding | ||||||
| Long buildup | 1.35 Cr | +25.73 L | 38.88 | +0.12 | 0.51 | 13 | 1.10 | -0.30 | 38.95 | +5.72 L | 10.01 L | Short buildup | ||||||
| Long buildup | 3.85 Cr | +2.44 Cr | 39.84 | +0.03 | 0.26 | 14 | 1.78 | -0.44 | 35.97 | +10.01 L | 30.73 L | Short buildup | ||||||
| Long buildup | 1.08 Cr | +21.44 L | 42.88 | +0.01 | 0.15 | 15 | 3.06 | 0.00 | 50.48 | — | — | Neutral | ||||||
| Neutral | 1.97 Cr | +6.43 L | 46.89 | 0.00 | 0.10 | 16 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 51.46 L | +7.86 L | 55.62 | 0.00 | 0.06 | 18 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 46.46 L | — | 62.85 | 0.00 | 0.04 | 20 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 3 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.