haylaavo

INFY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 400

Spot
1,161.02
Future
1,161.50
Forward
1,161.00
PCR (OI)
0.92
Puts 1.68 Cr / Calls 1.83 Cr
PCR (volume)
0.74
Puts 56,436 / Calls 76,397
Max pain
1,140
strike with least total payout to holders
Highest OI
1,200 CE · 1,060 PE
ΔOI calls +13.62 L · puts −8.82 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
014.2 L28.5 L8409401,02022.5 L1,1001,18028.5 L1,2601,360
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Long unwinding7,200−800—-21.10315.908400.45+0.1057.79−4,4001.39 LShort covering
Long buildup4,400+1,600—+16.00277.008800.60+0.1052.29−8,80096,000Short covering
Neutral43,600—111.87+11.00285.009000.70+0.0549.60+6,8001.79 LLong buildup
Neutral2,800—62.240.00214.459200.95+0.2047.99−13,20086,800Short covering
Long buildup2,000+2,00080.61+5.55234.209401.15+0.1545.53−11,6001.09 LShort covering
Short buildup59,200+38,00045.61-16.75202.209601.45+0.2043.34−19,2001.67 LShort covering
Short covering46,000−800—+32.45179.009801.85+0.2041.20−15,2002.48 LShort covering
Neutral2.58 L−2,00037.99-21.20162.501,0002.60+0.3539.83−1.91 L16.88 LShort covering
Short buildup27,200+2,40037.17-19.30143.651,0203.40+0.5037.84−40,0002.85 LShort covering
Long unwinding1.17 L−24,00030.82-22.40123.001,0404.75+0.8536.45+14,00016.16 LNeutral
Neutral6.68 L+3,20033.42-20.10106.301,0606.70+1.4035.22+62,40022.54 LLong buildup
Long unwinding2.69 L−4,00034.80-18.4590.651,0809.60+2.0534.33−31,6008.72 LShort covering
Neutral12.24 L−5,20033.81-17.9574.601,10013.55+2.8533.49−1.78 L20.86 LShort covering
Neutral19.43 L+8,00032.71-16.7059.651,12018.80+4.4032.71−1.42 L10.06 LShort covering
Short buildup16.71 L+68,80031.87-15.0546.401,14025.60+6.0531.98−1.02 L16.80 LShort covering
Short buildup20.70 L+30,00031.28-13.0035.101,16034.05+7.8031.22−64,00012.48 LShort covering
Short buildup19.46 L+4.23 L30.73-10.8025.651,18044.40+9.7530.56−34,0006.79 LShort covering
Short buildup28.49 L+66,40030.57-8.5518.401,20057.45+12.8030.75−93,2008.99 LShort covering
Short buildup8.85 L+71,60030.59-6.2512.951,22070.75+13.8029.48−10,4002.36 LShort covering
Short buildup7.96 L+79,20030.78-4.609.001,24088.20+16.8531.40−11,6001.78 LShort covering
Short buildup7.13 L+1.82 L31.17-3.156.251,260106.90+18.5034.17−40085,600Neutral
Short buildup6.39 L+1.22 L31.79-2.004.401,280124.00+20.2033.69−5,2001.69 LShort covering
Short buildup11.50 L+1.78 L32.68-1.203.201,300141.55+20.1032.29+22,8003.45 LLong buildup
Short buildup7.85 L+20,80033.30-0.902.251,320162.00+21.0036.85−10,8004.32 LShort covering
1.02 L+1.02 L34.71—1.151,360217.50————

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 6.18% (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.