INDIGO option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 150
Spot
4,919.92
Future
4,919.80
Forward
4,916.02
PCR (OI)
1.10
Puts 25.13 L / Calls 22.81 L
PCR (volume)
0.95
Puts 30,142 / Calls 31,785
Max pain
4,750
strike with least total payout to holders
Highest OI
4,700 CE · 4,700 PE
ΔOI calls +30,900 · puts −1.76 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 3,800 | 1.90 | -0.30 | 47.13 | −600 | 26,700 | Long unwinding | |||
| · | · | · | · | · | · | · | · | · | 3,900 | 3.55 | 0.00 | 46.89 | −9,900 | 9,300 | Neutral | |||
| Neutral | 450 | — | 59.47 | 0.00 | 850.00 | 4,000 | 4.80 | -0.75 | 44.51 | −900 | 87,600 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 4,050 | 5.15 | -1.10 | 42.72 | +300 | 15,450 | Short buildup | |||
| Neutral | 1,950 | — | — | +172.20 | 811.25 | 4,100 | 6.20 | -1.65 | 41.76 | −18,900 | 2.19 L | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 4,150 | 6.80 | -2.05 | 40.10 | −300 | 18,150 | Long unwinding | |||
| Neutral | 7,650 | — | 58.50 | +205.55 | 755.00 | 4,200 | 8.15 | -2.10 | 39.08 | −10,950 | 55,050 | Long unwinding | ||||||
| Neutral | — | — | 47.00 | 0.00 | 718.40 | 4,250 | 8.80 | -3.45 | 37.24 | −3,150 | 16,500 | Long unwinding | ||||||
| Neutral | 750 | — | 44.96 | 0.00 | 331.20 | 4,300 | 10.95 | -3.55 | 36.48 | −9,300 | 85,200 | Long unwinding | ||||||
| Neutral | 300 | — | 43.12 | 0.00 | 312.30 | 4,350 | 12.05 | -5.15 | 34.71 | −3,300 | 35,100 | Long unwinding | ||||||
| Neutral | 10,650 | — | 41.49 | 0.00 | 481.00 | 4,400 | 14.70 | -5.75 | 33.76 | +300 | 1.73 L | Neutral | ||||||
| Neutral | 3,750 | — | 40.09 | 0.00 | 345.40 | 4,450 | 17.50 | -7.50 | 32.58 | −750 | 26,250 | Long unwinding | ||||||
| Short covering | 23,400 | −6,150 | 28.89 | +44.80 | 430.00 | 4,500 | 21.45 | -8.65 | 31.66 | −52,650 | 2.65 L | Long unwinding | ||||||
| Neutral | 16,050 | — | 37.88 | 0.00 | 339.60 | 4,550 | 26.55 | -10.05 | 30.83 | −1,500 | 43,200 | Long unwinding | ||||||
| Neutral | 1.11 L | +450 | 30.53 | +50.85 | 349.20 | 4,600 | 34.40 | -10.75 | 30.54 | −23,400 | 1.93 L | Long unwinding | ||||||
| Short covering | 35,400 | −1,200 | 26.95 | +38.50 | 298.25 | 4,650 | 41.65 | -12.75 | 29.55 | −20,550 | 1.60 L | Long unwinding | ||||||
| Short covering | 4.22 L | −20,550 | 27.19 | +36.10 | 260.65 | 4,700 | 52.15 | -15.20 | 29.02 | −63,600 | 3.08 L | Long unwinding | ||||||
| Short covering | 97,650 | −3,900 | 27.67 | +39.30 | 226.85 | 4,750 | 61.80 | -20.80 | 27.75 | −600 | 1.09 L | Neutral | ||||||
| Short covering | 2.40 L | −17,250 | 27.94 | +38.85 | 195.30 | 4,800 | 79.70 | -21.80 | 27.94 | −30,600 | 2.03 L | Long unwinding | ||||||
| Short covering | 73,350 | −38,550 | 27.68 | +34.65 | 164.40 | 4,850 | 98.95 | -25.15 | 27.76 | −15,000 | 1.12 L | Long unwinding | ||||||
| Long buildup | 2.61 L | +18,750 | 27.04 | +30.20 | 134.65 | 4,900 | 116.70 | -29.80 | 26.62 | +19,500 | 1.15 L | Short buildup | ||||||
| Long buildup | 1.12 L | +10,800 | 26.92 | +27.80 | 110.35 | 4,950 | 144.20 | -28.85 | 26.92 | +9,450 | 22,500 | Short buildup | ||||||
| Short covering | 2.10 L | −2,700 | 27.01 | +24.65 | 90.15 | 5,000 | 174.00 | -30.65 | 27.05 | +24,900 | 76,650 | Short buildup | ||||||
| Long buildup | 48,900 | +11,100 | 26.69 | +19.70 | 71.05 | 5,050 | 207.85 | -156.45 | 27.45 | +4,350 | 4,350 | Short buildup | ||||||
| Long buildup | 1.27 L | +60,900 | 26.92 | +17.10 | 57.10 | 5,100 | 244.80 | -26.10 | 28.00 | −1,200 | 9,600 | Long unwinding | ||||||
| Long buildup | 15,750 | +2,100 | 26.79 | +14.00 | 44.20 | 5,150 | 426.35 | 0.00 | 28.31 | — | — | Neutral | ||||||
| Long buildup | 1.19 L | +37,200 | 26.92 | +11.25 | 34.50 | 5,200 | 329.05 | -31.00 | 30.30 | +11,100 | 38,400 | Short buildup | ||||||
| Long buildup | 21,750 | +750 | 27.02 | +9.00 | 26.60 | 5,250 | 361.00 | +69.35 | 27.60 | +21,750 | 21,750 | Long buildup | ||||||
| Short covering | 50,100 | −40,950 | 27.01 | +6.45 | 20.00 | 5,300 | 411.00 | -238.00 | 30.18 | +150 | 6,300 | Short buildup | ||||||
| Long buildup | 11,550 | +900 | 27.35 | +5.35 | 15.60 | 5,350 | 564.45 | 0.00 | 24.26 | — | — | Neutral | ||||||
| Long buildup | 78,450 | +18,000 | 27.43 | +4.05 | 11.65 | 5,400 | 505.00 | -263.00 | 32.75 | −150 | 5,400 | Long unwinding | ||||||
| Short covering | 7,350 | −900 | 28.03 | +4.00 | 9.40 | 5,450 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 1.01 L | +2,700 | 28.07 | +2.45 | 6.90 | 5,500 | 614.00 | -154.00 | 41.02 | −450 | 10,950 | Long unwinding | ||||||
| Long buildup | 25,500 | +1,650 | 29.04 | +1.35 | 4.35 | 5,600 | 684.30 | -63.65 | 27.15 | +150 | 3,900 | Short buildup | ||||||
| Short covering | 39,300 | −1,050 | 30.83 | +0.85 | 3.30 | 5,700 | 845.00 | 0.00 | — | — | 30,300 | Neutral | ||||||
| Short covering | 7,800 | −1,200 | 32.16 | +0.50 | 2.35 | 5,800 | 945.00 | 0.00 | — | — | 6,750 | 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 6.53% (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.