haylaavo

INDHOTEL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1000

Spot
822.49
Future
832.25
Forward
832.25
PCR (OI)
0.38
Puts 19,000 / Calls 50,000
PCR (volume)
0.42
Puts 13 / Calls 31
Max pain
800
strike with least total payout to holders
Highest OI
880 CE · 800 PE
ΔOI calls +17,000 · puts +13,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
06,50013,0006007407707,00080083086013,000900
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········6005.900.0026.75—1,000Neutral
Neutral———0.0057.8070010.000.0027.18—2,000Neutral
Neutral1,000—22.520.0035.0072024.500.0027.22—1,000Neutral
Neutral——24.090.0038.6574024.750.0027.28—1,000Neutral
Neutral——24.550.0080.007506.00-9.4025.29+2,0002,000Short buildup
Neutral——24.900.0050.2076018.900.0027.34——Neutral
Neutral1,000—25.160.0062.7077021.350.0027.38——Neutral
Neutral——25.370.0029.6078014.000.0027.43——Neutral
Neutral——25.530.0060.1579028.750.0027.48——Neutral
Neutral3,000—23.87+5.9548.8580017.75-75.6524.50+7,0007,000Short buildup
Neutral——25.790.0049.2581037.600.0027.60——Neutral
Long buildup5,000+5,00021.77+19.3034.4582031.30+1.2028.81+4,0005,000Long buildup
Neutral——25.960.0039.7583047.900.0027.75——Neutral
Long buildup5,000+4,00022.18+5.1025.20840125.000.0027.85——Neutral
Neutral2,000—26.090.0017.9085059.600.0027.95——Neutral
Neutral3,000—26.150.0015.35860141.950.0028.07——Neutral
Neutral1,000—26.190.0013.1087072.600.0028.22——Neutral
Long buildup13,000+1,00022.31+1.1511.90880159.500.0028.38——Neutral
Long buildup6,000+4,00023.57+0.908.90900177.500.0028.77——Neutral
Long buildup10,000+3,00023.85+1.356.00920195.950.0029.31——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 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.