INDIGO option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 150
Spot
4,919.92
Future
4,956.60
Forward
4,956.60
PCR (OI)
0.50
Puts 600 / Calls 1,200
PCR (volume)
—
Puts 1 / Calls —
Max pain
4,800
strike with least total payout to holders
Highest OI
4,800 CE · 5,000 PE
ΔOI calls +— · puts +150
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 42.87 | 0.00 | 908.05 | 3,800 | 52.90 | 0.00 | 31.40 | — | — | Neutral | ||||||
| Neutral | — | — | 39.38 | 0.00 | 749.10 | 4,000 | 90.85 | 0.00 | 31.32 | — | — | Neutral | ||||||
| Neutral | — | — | 37.04 | 0.00 | 605.95 | 4,200 | 144.60 | 0.00 | 31.22 | — | — | Neutral | ||||||
| Neutral | — | — | 36.21 | 0.00 | 541.10 | 4,300 | 178.20 | 0.00 | 31.17 | — | — | Neutral | ||||||
| Neutral | — | — | 35.54 | 0.00 | 480.80 | 4,400 | 216.40 | 0.00 | 31.11 | — | — | Neutral | ||||||
| Neutral | — | — | 35.01 | 0.00 | 425.20 | 4,500 | 259.20 | 0.00 | 31.03 | — | — | Neutral | ||||||
| Neutral | — | — | 34.59 | 0.00 | 374.20 | 4,600 | 306.70 | 0.00 | 30.96 | — | — | Neutral | ||||||
| Neutral | 150 | — | 34.25 | 0.00 | 270.00 | 4,700 | 230.00 | 0.00 | 30.87 | — | 150 | Neutral | ||||||
| Neutral | 600 | — | 33.97 | 0.00 | 305.00 | 4,800 | 415.20 | 0.00 | 30.76 | — | — | Neutral | ||||||
| Neutral | — | — | 33.74 | 0.00 | 248.10 | 4,900 | 475.95 | 0.00 | 30.65 | — | — | Neutral | ||||||
| Neutral | 300 | — | 33.55 | 0.00 | 185.00 | 5,000 | 250.00 | -31.65 | 24.31 | +150 | 450 | Short buildup | ||||||
| Neutral | 150 | — | 33.39 | 0.00 | 160.00 | 5,100 | 609.25 | 0.00 | 30.36 | — | — | Neutral | ||||||
| Neutral | — | — | 33.26 | 0.00 | 158.30 | 5,200 | 681.55 | 0.00 | 30.17 | — | — | Neutral | ||||||
| — | — | 33.15 | — | 135.25 | 5,300 | 756.90 | — | 29.96 | — | — | ||||||||
| Neutral | — | — | 33.05 | 0.00 | 114.90 | 5,400 | 835.05 | 0.00 | 29.70 | — | — | Neutral | ||||||
| — | — | 32.90 | — | 82.20 | 5,600 | 999.25 | — | 29.02 | — | — | ||||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.