INDIGO option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 150
Spot
4,919.92
Future
4,951.60
Forward
4,941.27
PCR (OI)
0.83
Puts 27,000 / Calls 32,400
PCR (volume)
0.70
Puts 112 / Calls 160
Max pain
4,800
strike with least total payout to holders
Highest OI
5,500 CE · 4,800 PE
ΔOI calls +13,500 · puts +3,750
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 41.58 | 0.00 | 987.35 | 4,000 | 38.30 | 0.00 | 31.40 | — | 600 | Neutral | ||||||
| Neutral | 450 | — | 39.63 | 0.00 | 674.00 | 4,100 | 73.75 | 0.00 | 31.35 | — | — | Neutral | ||||||
| Neutral | — | — | 38.08 | 0.00 | 827.60 | 4,200 | 26.80 | -5.20 | 32.02 | +150 | 4,650 | Short buildup | ||||||
| Neutral | — | — | 37.43 | 0.00 | 513.65 | 4,250 | 121.15 | 0.00 | 31.27 | — | — | Neutral | ||||||
| Neutral | — | — | 36.86 | 0.00 | 753.20 | 4,300 | 70.25 | 0.00 | 31.24 | — | 150 | Neutral | ||||||
| Neutral | — | — | 36.36 | 0.00 | 448.20 | 4,350 | 154.55 | 0.00 | 31.21 | — | — | Neutral | ||||||
| Neutral | — | — | 35.92 | 0.00 | 682.50 | 4,400 | 45.40 | -9.05 | 29.55 | −750 | 4,650 | Long unwinding | ||||||
| Neutral | — | — | 35.54 | 0.00 | 388.15 | 4,450 | 193.45 | 0.00 | 31.14 | — | — | Neutral | ||||||
| Short buildup | 1,950 | +1,950 | 29.25 | -115.20 | 500.55 | 4,500 | 60.60 | -14.40 | 28.65 | +450 | 3,750 | Short buildup | ||||||
| Neutral | — | — | 34.91 | 0.00 | 333.65 | 4,550 | 237.90 | 0.00 | 31.06 | — | — | Neutral | ||||||
| Neutral | 750 | — | 34.66 | 0.00 | 280.00 | 4,600 | 80.25 | -20.05 | 27.79 | — | 1,950 | Neutral | ||||||
| Neutral | — | — | 34.43 | 0.00 | 284.70 | 4,650 | 109.85 | 0.00 | 30.96 | — | 1,950 | Neutral | ||||||
| Neutral | 600 | — | 34.23 | 0.00 | 300.00 | 4,700 | 123.55 | 0.00 | 30.91 | — | 1,200 | Neutral | ||||||
| Neutral | 150 | — | 34.05 | 0.00 | 241.20 | 4,750 | 343.25 | 0.00 | 30.85 | — | — | Neutral | ||||||
| Short covering | 5,400 | −300 | 30.73 | +66.25 | 310.00 | 4,800 | 145.95 | -14.05 | 27.44 | +1,500 | 5,250 | Short buildup | ||||||
| Neutral | — | — | 33.76 | 0.00 | 202.85 | 4,850 | 403.80 | 0.00 | 30.72 | — | — | Neutral | ||||||
| Long buildup | 1,050 | +450 | 26.40 | +70.05 | 223.70 | 4,900 | 186.00 | -162.35 | 26.81 | +1,350 | 1,350 | Short buildup | ||||||
| Neutral | — | — | 33.53 | 0.00 | 169.35 | 4,950 | 469.25 | 0.00 | 30.57 | — | — | Neutral | ||||||
| Long buildup | 5,250 | +1,800 | 27.16 | +31.70 | 182.80 | 5,000 | 281.00 | 0.00 | 30.48 | — | 150 | Neutral | ||||||
| Short covering | 5,400 | −450 | 26.75 | +24.00 | 159.00 | 5,050 | 539.25 | 0.00 | 30.38 | — | — | Neutral | ||||||
| Short covering | 750 | −300 | 25.74 | +21.65 | 132.65 | 5,100 | 332.00 | 0.00 | 30.27 | — | 150 | Neutral | ||||||
| Neutral | — | — | 33.19 | 0.00 | 115.95 | 5,150 | 613.65 | 0.00 | 30.15 | — | — | Neutral | ||||||
| Neutral | 300 | — | 33.12 | 0.00 | 70.50 | 5,200 | 420.00 | 0.00 | 30.02 | — | 150 | Neutral | ||||||
| — | — | 33.06 | — | 94.80 | 5,250 | 691.45 | — | 29.87 | — | — | ||||||||
| Neutral | — | — | 33.00 | 0.00 | 234.65 | 5,300 | 585.00 | 0.00 | 29.71 | — | — | Neutral | ||||||
| — | — | 32.95 | — | 77.10 | 5,350 | 772.65 | — | 29.52 | — | — | ||||||||
| Neutral | — | — | 32.91 | 0.00 | 204.50 | 5,400 | 653.40 | 0.00 | 29.31 | — | — | Neutral | ||||||
| Short buildup | 10,350 | +10,350 | 27.53 | -129.50 | 48.10 | 5,500 | 616.00 | -109.05 | 30.36 | +1,050 | 1,050 | Short buildup | ||||||
| Neutral | — | — | 32.76 | 0.00 | 154.05 | 5,600 | 800.00 | 0.00 | 28.13 | — | — | 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 4 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.