IEX option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 4350
Spot
107.52
Future
108.08
Forward
108.24
PCR (OI)
0.71
Puts 1.08 Cr / Calls 1.52 Cr
PCR (volume)
0.51
Puts 5,646 / Calls 11,137
Max pain
107
strike with least total payout to holders
Highest OI
110 CE · 100 PE
ΔOI calls +14.92 L · puts +5.09 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| — | — | — | — | 23.70 | 84 | 0.56 | — | 39.38 | — | — | ||||||||
| Neutral | — | — | — | 0.00 | 21.92 | 86 | 0.20 | -0.08 | 54.61 | −4,350 | 2.91 L | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 20.19 | 88 | 0.24 | -0.13 | 51.84 | −4,350 | 60,900 | Long unwinding | ||||||
| Short buildup | 4,350 | +4,350 | — | -21.27 | 15.00 | 90 | 0.29 | -0.20 | 49.10 | +78,300 | 9.57 L | Short buildup | ||||||
| Neutral | — | — | — | 0.00 | 17.71 | 91 | 0.33 | -0.23 | 48.08 | +13,050 | 56,550 | Short buildup | ||||||
| Neutral | — | — | — | 0.00 | 16.92 | 92 | 0.37 | -0.28 | 46.90 | +60,900 | 2.26 L | Short buildup | ||||||
| Neutral | — | — | — | 0.00 | 16.14 | 93 | 0.39 | -0.37 | 45.02 | −69,600 | 1.57 L | Long unwinding | ||||||
| Short buildup | 4,350 | +4,350 | — | -4.47 | 10.92 | 94 | 0.45 | -0.45 | 44.12 | −21,750 | 39,150 | Long unwinding | ||||||
| Neutral | 8,700 | — | — | 0.00 | 9.42 | 95 | 0.49 | -0.57 | 42.55 | +17,400 | 4.57 L | Short buildup | ||||||
| Neutral | — | — | 25.06 | 0.00 | 13.93 | 96 | 0.57 | -0.67 | 41.73 | +73,950 | 1.13 L | Short buildup | ||||||
| Neutral | — | — | 28.37 | 0.00 | 8.31 | 97 | 0.65 | -0.82 | 40.67 | −1.65 L | 73,950 | Long unwinding | ||||||
| Neutral | — | — | 30.27 | 0.00 | 12.56 | 98 | 0.76 | -0.95 | 39.93 | +47,850 | 2.13 L | Short buildup | ||||||
| Neutral | — | — | 31.56 | 0.00 | 11.90 | 99 | 0.90 | -2.73 | 39.40 | +1.13 L | 1.13 L | Short buildup | ||||||
| Short covering | 3.70 L | −1.87 L | 39.30 | +4.86 | 9.29 | 100 | 1.01 | -1.39 | 38.12 | −43,500 | 14.31 L | Long unwinding | ||||||
| Neutral | 26,100 | — | 33.01 | 0.00 | 3.80 | 101 | 1.20 | -1.55 | 37.70 | +1.61 L | 3.26 L | Short buildup | ||||||
| Short covering | 2.65 L | −1.87 L | 37.07 | +4.32 | 7.61 | 102 | 1.39 | -1.86 | 36.93 | +1.17 L | 3.48 L | Short buildup | ||||||
| Short covering | 2.91 L | −1.83 L | 36.51 | +4.01 | 6.85 | 103 | 1.63 | -2.15 | 36.44 | +73,950 | 4.79 L | Short buildup | ||||||
| Short covering | 2.52 L | −1.48 L | 35.36 | +3.67 | 6.07 | 104 | 1.89 | -2.51 | 35.80 | +78,300 | 2.17 L | Short buildup | ||||||
| Short covering | 15.27 L | −14.22 L | 34.75 | +3.36 | 5.37 | 105 | 2.26 | -2.65 | 35.95 | −4.92 L | 11.14 L | Long unwinding | ||||||
| Short covering | 3.00 L | −2.13 L | 34.06 | +3.00 | 4.70 | 106 | 2.61 | -2.94 | 35.47 | +56,550 | 6.13 L | Short buildup | ||||||
| Long buildup | 5.26 L | +60,900 | 36.13 | +2.93 | 4.35 | 107 | 2.97 | -4.14 | 34.69 | +1.00 L | 1.00 L | Short buildup | ||||||
| Long buildup | 21.79 L | +19.36 L | 34.68 | +2.49 | 3.69 | 108 | 3.45 | -2.65 | 34.68 | +2.35 L | 2.48 L | Short buildup | ||||||
| Long buildup | 2.22 L | +39,150 | 33.32 | +2.09 | 3.08 | 109 | 3.94 | -3.07 | 34.34 | +4,350 | 26,100 | Short buildup | ||||||
| Long buildup | 28.75 L | +7.09 L | 36.11 | +2.08 | 2.94 | 110 | 4.59 | -3.71 | 35.14 | +1.30 L | 7.35 L | Short buildup | ||||||
| Long buildup | 1.78 L | +78,300 | 34.48 | +1.67 | 2.39 | 111 | 9.37 | 0.00 | 39.13 | — | — | Neutral | ||||||
| Long buildup | 4.57 L | +3.00 L | 34.61 | +1.45 | 2.06 | 112 | 5.71 | -2.33 | 33.68 | +13,050 | 87,000 | Short buildup | ||||||
| Long buildup | 1.78 L | +95,700 | 35.42 | +1.29 | 1.83 | 113 | 10.62 | 0.00 | 39.65 | — | — | Neutral | ||||||
| Short covering | 2.91 L | −95,700 | 36.59 | +1.20 | 1.66 | 114 | 9.00 | 0.00 | 39.93 | — | 4,350 | Neutral | ||||||
| Long buildup | 16.44 L | +2.57 L | 36.54 | +1.02 | 1.41 | 115 | 5.56 | 0.00 | 40.24 | — | 3.39 L | Neutral | ||||||
| Short covering | 1.09 L | −52,200 | 35.44 | +0.75 | 1.11 | 116 | 12.63 | 0.00 | 40.60 | — | — | Neutral | ||||||
| Long buildup | 2.17 L | +60,900 | 36.99 | +0.73 | 1.04 | 117 | 14.00 | 0.00 | 41.04 | — | 26,100 | Neutral | ||||||
| Short covering | 1.61 L | −21,750 | 36.02 | +0.54 | 0.81 | 118 | 10.43 | -4.98 | 34.64 | — | 30,450 | Neutral | ||||||
| Short covering | 91,350 | −8,700 | 37.29 | +0.50 | 0.75 | 119 | 14.81 | 0.00 | 41.97 | — | — | Neutral | ||||||
| Long buildup | 14.57 L | +3.13 L | 37.72 | +0.43 | 0.65 | 120 | 12.42 | -1.58 | 38.97 | +4,350 | 6.13 L | Neutral | ||||||
| — | — | 36.07 | — | 2.79 | 121 | 16.33 | — | 43.17 | — | — | ||||||||
| Long buildup | 56,550 | +39,150 | 39.03 | +0.29 | 0.51 | 122 | 17.11 | 0.00 | 43.99 | — | — | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 124 | 20.40 | 0.00 | 45.52 | — | 43,500 | Neutral | |||
| Short covering | 3.09 L | −30,450 | 40.42 | +0.19 | 0.34 | 125 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 10.70 L | +1.39 L | 44.06 | +0.10 | 0.21 | 130 | 22.16 | -5.74 | 53.31 | −69,600 | 12.70 L | Long unwinding | ||||||
| Long buildup | 1.26 L | +4,350 | 56.30 | +0.08 | 0.18 | 140 | · | · | · | · | · | · | · | · | · | |||
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 9.03% (carry implied by 23 Nov future vs spot). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.