IDEA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 36125
Spot
12.25
Future
12.48
Forward
12.48
PCR (OI)
0.79
Puts 26.37 L / Calls 33.60 L
PCR (volume)
0.63
Puts 42 / Calls 67
Max pain
12
strike with least total payout to holders
Highest OI
12 CE · 12 PE
ΔOI calls +9.39 L · puts +6.50 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 6.21 | 6 | 0.01 | 0.00 | 66.53 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 4.31 | 8 | 0.07 | 0.00 | 46.94 | — | — | Neutral | ||||||
| Neutral | — | — | 42.89 | 0.00 | 2.67 | 10 | 0.18 | -0.04 | 44.42 | +2.89 L | 6.14 L | Short buildup | ||||||
| Long buildup | 13.37 L | +6.14 L | 41.12 | +0.27 | 1.20 | 12 | 0.68 | -0.20 | 38.98 | +3.61 L | 20.23 L | Short buildup | ||||||
| Neutral | 5.06 L | — | 40.47 | +0.07 | 0.43 | 14 | 2.43 | 0.00 | 49.14 | — | — | Neutral | ||||||
| Long buildup | 7.95 L | +36,125 | 48.15 | +0.04 | 0.23 | 16 | 4.00 | 0.00 | 51.37 | — | — | Neutral | ||||||
| Long buildup | 7.22 L | +2.89 L | 52.50 | +0.01 | 0.12 | 18 | 5.77 | 0.00 | 55.71 | — | — | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.