IOC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 4875

Spot

134.59

Future

135.45

Forward

135.52

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

1.18

Puts 4.44 Cr / Calls 3.77 Cr

PCR (volume)

0.51

Puts 9,551 / Calls 18,859

Max pain

133

strike with least total payout to holders

Highest OI

140 CE · 125 PE

ΔOI calls +21.11 L · puts +56.45 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
·	·	·	·	·	·	·	·	·	106	0.05	-0.01	-0.01	-0.01	44.94	9	+19,500	82,875	Short buildup
·	·	·	·	·	·	·	·	·	108	0.31	0.00	-0.00	-0.00	34.80	—	—	4,875	Neutral
Short buildup	4,875	+4,875	1	38.57	0.99	-0.01	-5.66	25.50	110	0.05	-0.03	-0.01	-0.01	38.90	48	−1.46 L	4.44 L	Long unwinding
Neutral	—	—	—	—	—	—	0.00	20.90	112	0.08	-0.07	-0.01	-0.02	38.44	22	−9,750	58,500	Long unwinding
·	·	·	·	·	·	·	·	·	113	0.17	0.00	-0.00	-0.00	28.44	—	—	29,250	Neutral
Neutral	—	—	—	—	—	—	0.00	19.14	114	0.05	-0.09	-0.01	-0.01	33.00	22	−73,125	16.14 L	Long unwinding
Neutral	9,750	—	—	—	—	—	0.00	15.00	115	0.05	-0.12	-0.01	-0.01	31.54	161	+39,000	42.17 L	Neutral
Neutral	—	—	—	—	—	—	0.00	17.43	116	0.10	-0.17	-0.01	-0.02	33.44	22	−63,375	1.41 L	Long unwinding
Neutral	4,875	—	—	—	—	—	0.00	10.75	117	0.08	-0.24	-0.01	-0.02	30.74	42	−58,500	2.34 L	Long unwinding
Neutral	—	—	—	—	—	—	0.00	15.78	118	0.11	-0.30	-0.02	-0.03	30.80	41	−29,250	1.56 L	Long unwinding
Neutral	—	—	—	—	—	—	0.00	14.99	119	0.15	-0.36	-0.02	-0.04	30.90	52	−68,250	3.61 L	Long unwinding
Long buildup	1.17 L	+4,875	8	21.35	0.99	-0.00	+5.70	15.50	120	0.19	-0.45	-0.02	-0.05	30.63	602	+2.19 L	31.59 L	Short buildup
Neutral	4,875	—	—	—	—	—	0.00	8.03	121	0.20	-0.57	-0.02	-0.05	29.23	214	−2.19 L	2.44 L	Long unwinding
Neutral	39,000	—	—	—	—	—	0.00	9.50	122	0.24	-0.69	-0.03	-0.06	28.62	231	−1.51 L	5.31 L	Long unwinding
Neutral	4,875	—	—	—	—	—	0.00	8.00	123	0.30	-0.84	-0.03	-0.07	28.28	185	+2.97 L	5.66 L	Short buildup
Neutral	9,750	—	—	—	—	—	0.00	7.22	124	0.38	-0.96	-0.03	-0.09	28.08	173	+3.07 L	4.92 L	Short buildup
Long buildup	6.39 L	+39,000	61	24.50	0.92	-0.03	+4.81	10.79	125	0.44	-1.18	-0.04	-0.10	27.23	907	−97,500	95.55 L	Long unwinding
Short covering	24,375	−4,875	3	20.42	0.93	-0.02	+3.36	9.69	126	0.54	-1.35	-0.04	-0.12	26.84	195	−29,250	5.66 L	Long unwinding
Neutral	34,125	—	—	19.49	0.92	-0.02	0.00	5.37	127	0.65	-1.60	-0.05	-0.14	26.31	163	+48,750	5.26 L	Short buildup
Short covering	4.63 L	−1.80 L	67	25.73	0.83	-0.05	+4.27	8.28	128	0.79	-1.80	-0.05	-0.17	25.89	361	−9,750	9.36 L	Long unwinding
Short covering	11.07 L	−1.41 L	83	25.35	0.80	-0.05	+3.99	7.45	129	0.95	-2.09	-0.05	-0.20	25.41	302	+1.22 L	5.36 L	Short buildup
Short covering	50.31 L	−2.97 L	1,345	24.86	0.76	-0.06	+3.72	6.64	130	1.13	-2.32	-0.06	-0.23	24.85	2,826	+28.27 L	67.86 L	Short buildup
Short covering	4.34 L	−3.46 L	176	22.36	0.74	-0.05	+3.18	5.65	131	1.36	-2.63	-0.06	-0.27	24.45	337	+2.19 L	6.24 L	Short buildup
Short covering	23.16 L	−3.07 L	390	24.39	0.68	-0.07	+3.11	5.18	132	1.61	-2.90	-0.07	-0.31	23.90	374	+2.63 L	10.34 L	Short buildup
Short covering	7.56 L	−58,500	717	23.62	0.64	-0.07	+2.76	4.45	133	1.94	-3.21	-0.07	-0.36	23.68	608	+6.34 L	7.56 L	Short buildup
Short covering	5.90 L	−1.07 L	842	23.48	0.59	-0.07	+2.44	3.84	134	2.32	-4.90	-0.07	-0.41	23.48	236	+3.66 L	3.66 L	Short buildup
Long buildup	44.51 L	+4.49 L	4,098	22.95	0.54	-0.07	+2.08	3.23	135	2.74	-3.89	-0.07	-0.46	23.20	1,235	+12.14 L	25.93 L	Short buildup
Long buildup	7.41 L	+2.05 L	967	22.86	0.48	-0.07	+1.79	2.73	136	8.38	0.00	-0.09	-0.51	28.16	—	—	—	Neutral
Short covering	6.83 L	−1.12 L	1,074	22.67	0.43	-0.07	+1.52	2.27	137	3.68	-3.32	-0.07	-0.57	22.19	25	+68,250	1.02 L	Short buildup
Short covering	6.24 L	−48,750	659	22.38	0.38	-0.07	+1.24	1.85	138	4.30	-4.70	-0.06	-0.62	22.22	48	+43,875	63,375	Short buildup
Long buildup	8.97 L	+1.32 L	624	22.40	0.33	-0.06	+1.04	1.52	139	5.86	-4.43	-0.09	-0.62	29.66	3	+4,875	4,875	Short buildup
Long buildup	54.02 L	+20.86 L	3,267	22.26	0.28	-0.06	+0.84	1.22	140	5.64	-5.36	-0.06	-0.72	21.86	81	−53,625	10.48 L	Long unwinding
Long buildup	4.49 L	+1.22 L	535	22.37	0.24	-0.05	+0.68	0.99	141	11.67	0.00	-0.08	-0.70	29.45	—	—	—	Neutral
Long buildup	6.00 L	+43,875	496	22.29	0.20	-0.05	+0.53	0.78	142	12.00	0.00	-0.07	-0.73	29.75	—	—	92,625	Neutral
Long buildup	4.14 L	+1.22 L	173	22.25	0.16	-0.04	+0.41	0.61	143	8.35	-5.25	-0.05	-0.80	25.58	4	+4,875	9,750	Short buildup
Short covering	30.81 L	−8.29 L	828	22.19	0.13	-0.04	+0.34	0.47	144	13.88	0.00	-0.07	-0.78	30.66	—	—	—	Neutral
Long buildup	28.81 L	+3.61 L	1,025	22.50	0.11	-0.03	+0.25	0.38	145	9.90	-6.11	-0.04	-0.88	23.62	5	−9,750	6.34 L	Long unwinding
Long buildup	7.02 L	+4.58 L	318	22.30	0.09	-0.03	+0.06	0.28	146	15.44	0.00	-0.06	-0.82	31.81	—	—	—	Neutral
Short buildup	2.54 L	+2.49 L	117	22.51	0.07	-0.02	-0.18	0.22	147	·	·	·	·	·	·	·	·	·
Short buildup	1.22 L	+97,500	31	23.19	0.06	-0.02	-0.14	0.19	148	13.00	-7.20	-0.04	-0.88	30.25	5	−14,625	19,500	Long unwinding
Neutral	44.07 L	+9,750	830	23.71	0.04	-0.02	+0.06	0.12	150	15.43	-5.25	-0.07	-0.84	39.72	10	−19,500	53.04 L	Neutral
·	·	·	·	·	·	·	·	·	152	16.75	-4.25	-0.03	-0.93	31.88	1	−4,875	9,750	Long unwinding
Long buildup	4.39 L	+1.61 L	124	26.19	0.02	-0.01	+0.01	0.07	154	19.35	-2.65	-0.07	-0.87	45.37	1	+4,875	4.73 L	Short 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 4.85% (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.