haylaavo

INFY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 400

Spot
1,161.02
Future
1,168.60
Forward
1,167.85
PCR (OI)
1.22
Puts 7.18 L / Calls 5.91 L
PCR (volume)
1.06
Puts 1,146 / Calls 1,083
Max pain
1,180
strike with least total payout to holders
Highest OI
1,200 CE · 1,200 PE
ΔOI calls +87,200 · puts +1.88 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
060,8001.2 L8009601,0401,1001,1601.2 L1.2 L1,2201,280
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········8001.00-0.9044.89−80012,000Long unwinding
Long buildup11,200+2,40071.86+9.10308.858802.500.0030.66—5,200Neutral
·········9203.15-0.2036.81+1,60045,600Short buildup
Neutral1,600—37.210.00230.009605.10+0.3034.98−80022,000Short covering
Long buildup12,000+80032.73+19.75174.001,0008.05+0.7033.08−2,0001.08 LShort covering
Neutral——34.300.00169.101,02010.30+1.5032.38+2,80014,000Long buildup
Neutral8,400—33.710.00105.701,04012.70+1.7531.35+8,80056,400Long buildup
Neutral400—33.260.0095.001,06016.00-8.1530.63+8,4008,400Short buildup
Short buildup12,400+1,20032.24-6.15110.351,08020.40+3.3530.18+20,80040,800Long buildup
Short buildup14,000+5,20029.81-15.0093.001,10025.80+4.2029.81+36,40062,400Long buildup
Short buildup55,200+80030.27-13.7081.001,12032.35+5.8529.52+6,40072,400Long buildup
Neutral400—32.210.0056.501,14041.20-3.8029.92+1,2002,800Short buildup
Short buildup52,800+6,40028.58-12.6055.901,16048.55+8.8528.82+40,80094,000Long buildup
Short buildup2,800+2,40028.68-4.2546.751,18060.55-11.3529.65+3,6003,600Short buildup
Short buildup1.22 L+7,60028.24-9.0537.801,20069.15+11.1027.97+38,0001.21 LLong buildup
Short buildup2,400+1,20027.94-7.5530.251,22094.950.0029.72——Neutral
Long unwinding46,800−1,20028.06-6.5524.501,240109.000.0029.54—5,600Neutral
Short buildup400+40030.26-15.1022.851,260121.300.0029.34——Neutral
Short buildup1.01 L+26,40027.60-3.7514.751,280129.00+11.0029.91+7,6008,400Long buildup
Short buildup69,600+8,80027.90-2.209.101,320158.35+18.3526.48+10,80022,400Long buildup
Short buildup78,000+24,80028.61-1.005.801,360178.50+4.50—+4,40012,400Long buildup

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.