haylaavo

INDHOTEL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1000

Spot
822.49
Future
825.60
Forward
825.17
PCR (OI)
0.78
Puts 44.87 L / Calls 57.24 L
PCR (volume)
0.68
Puts 6,087 / Calls 8,986
Max pain
790
strike with least total payout to holders
Highest OI
820 CE · 780 PE
ΔOI calls −52,000 · puts +1.74 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
03.2 L6.4 L6807107407706.4 L8006.3 L830860890
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········6003.000.0040.71—1,000Neutral
Long buildup6,000+1,000—+9.50202.80620·········
·········6400.600.0032.95—1,000Neutral
Neutral3,000—40.670.00111.006600.450.0029.22—1.08 LNeutral
·········6700.15-1.1035.53−1,00029,000Long unwinding
·········6800.650.0040.72+3,0001.20 LNeutral
·········6900.75+0.2538.99—47,000Neutral
Neutral74,000—31.440.00120.157000.80+0.2036.72−15,0002.06 LShort covering
Neutral5,000—30.020.00103.007101.40+0.1537.81−2,00055,000Short covering
Neutral16,000—28.870.0092.007201.25-0.1534.14−11,0001.23 LLong unwinding
Short covering40,000−1,00039.18+10.1598.007301.50-0.3532.53−5,00085,000Long unwinding
Neutral52,000—27.670.0070.807401.90-0.5031.26−22,0001.69 LLong unwinding
Neutral3.72 L—32.30+2.5078.007502.40-0.7529.94−28,0005.49 LLong unwinding
Neutral1.95 L—33.71+3.0070.007603.10-1.0528.77−50,0003.61 LLong unwinding
Neutral1.96 L+1,00034.85+8.5062.507704.15-1.2027.92−9,0003.79 LLong unwinding
Neutral3.29 L—28.40+2.7551.207805.55-1.6027.11+1.23 L6.41 LShort buildup
Short covering1.21 L−16,00029.10+7.2544.107907.45-1.9526.45+30,0002.49 LShort buildup
Short covering6.15 L−53,00025.00+4.2534.408009.85-2.5525.75+22,0004.95 LShort buildup
Short covering2.12 L−45,00025.08+4.0528.0081012.90-3.2025.08−2,0003.06 LNeutral
Short covering6.33 L−1.46 L24.85+3.7522.1582016.85-4.0024.66+38,0003.23 LShort buildup
Long buildup3.64 L+78,00024.44+2.7516.9583021.80-4.5024.49+1.00 L1.57 LShort buildup
Long buildup5.12 L+56,00024.33+2.2012.8084027.20-3.8023.85−5,00026,000Long unwinding
Long buildup5.19 L+24,00024.11+1.609.3585034.65-13.8524.95+4,00026,000Short buildup
Long buildup4.63 L+9,00024.10+1.056.7586043.30+1.3027.05+3,0007,000Long buildup
Short covering2.18 L−10,00024.55+0.955.00870150.650.0026.86——Neutral
Short covering2.46 L−28,00024.71+0.603.5588076.000.0026.91—16,000Neutral
Long buildup1.00 L+28,00025.06+0.402.5589073.200.0026.94—1,000Neutral
Long buildup3.80 L+10,00025.69+0.251.9090078.00-10.0030.26+1,0007,000Short buildup
Long buildup53,000+40,00027.11+0.101.10920181.600.0027.22——Neutral

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 8.13% (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.