IOC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 4875

Spot

134.59

Future

136.10

Forward

136.11

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

1.11

Puts 5.36 L / Calls 4.83 L

PCR (volume)

0.90

Puts 107 / Calls 119

Max pain

130

strike with least total payout to holders

Highest OI

140 CE · 130 PE

ΔOI calls +2.49 L · puts +3.95 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
Neutral	—	—	—	—	—	—	0.00	23.96	110	0.16	0.00	-0.01	-0.02	26.56	—	—	9,750	Neutral
Neutral	—	—	—	—	—	—	0.00	22.27	112	1.30	0.00	-0.01	-0.03	26.31	—	—	—	Neutral
Neutral	—	—	—	—	—	—	0.00	20.63	114	1.63	0.00	-0.01	-0.04	26.49	—	—	—	Neutral
Neutral	—	—	—	17.44	0.98	0.00	0.00	19.04	116	2.01	0.00	-0.01	-0.06	26.51	—	—	—	Neutral
Neutral	—	—	—	21.29	0.95	-0.01	0.00	17.52	118	2.46	0.00	-0.02	-0.08	26.47	—	—	—	Neutral
Neutral	—	—	—	22.12	0.94	-0.01	0.00	15.76	119	1.72	0.00	-0.02	-0.09	26.57	—	—	—	Neutral
Neutral	—	—	—	22.79	0.92	-0.01	0.00	16.07	120	1.50	0.00	-0.02	-0.10	26.50	—	—	4,875	Neutral
Neutral	—	—	—	23.22	0.90	-0.02	0.00	14.23	121	2.17	0.00	-0.02	-0.12	26.57	—	—	—	Neutral
Short buildup	4,875	+4,875	1	—	—	—	-3.67	11.00	122	3.56	0.00	-0.03	-0.14	26.57	—	—	—	Neutral
Neutral	—	—	—	23.89	0.86	-0.02	0.00	12.79	123	2.71	0.00	-0.03	-0.15	26.57	—	—	—	Neutral
Neutral	—	—	—	24.14	0.84	-0.02	0.00	13.36	124	4.21	0.00	-0.03	-0.17	26.57	—	—	—	Neutral
Neutral	—	—	—	24.33	0.82	-0.03	0.00	11.43	125	1.24	-1.26	-0.03	-0.17	24.02	12	+43,875	48,750	Short buildup
Neutral	—	—	—	24.54	0.80	-0.03	0.00	12.12	126	4.95	0.00	-0.04	-0.21	26.60	—	—	—	Neutral
Neutral	—	—	—	24.69	0.77	-0.03	0.00	10.16	127	4.03	0.00	-0.04	-0.24	26.62	—	—	—	Neutral
Neutral	—	—	—	24.79	0.75	-0.04	0.00	10.96	128	5.75	0.00	-0.04	-0.26	26.66	—	—	—	Neutral
Neutral	—	—	—	24.90	0.72	-0.04	0.00	8.98	129	4.83	0.00	-0.04	-0.29	26.67	—	—	—	Neutral
Long buildup	1.36 L	+14,625	5	22.02	0.71	-0.03	+3.29	8.24	130	2.35	-2.61	-0.04	-0.29	22.99	70	+2.29 L	3.41 L	Short buildup
Neutral	—	—	—	25.13	0.66	-0.04	0.00	7.89	131	5.73	0.00	-0.05	-0.34	26.74	—	—	—	Neutral
Neutral	—	—	—	25.19	0.64	-0.04	0.00	8.86	132	7.60	0.00	-0.05	-0.36	26.74	—	—	—	Neutral
Long buildup	4,875	+4,875	3	24.86	0.61	-0.04	+0.02	6.92	133	6.71	0.00	-0.05	-0.39	26.76	—	—	—	Neutral
Short buildup	34,125	+34,125	8	24.31	0.58	-0.04	-1.68	6.25	134	3.77	-4.87	-0.04	-0.41	22.46	7	+34,125	34,125	Short buildup
Short buildup	4,875	+4,875	1	22.20	0.55	-0.04	-0.72	5.28	135	4.00	-3.79	-0.04	-0.44	21.37	10	+48,750	48,750	Short buildup
Neutral	—	—	—	25.44	0.52	-0.05	0.00	7.07	136	9.75	0.00	-0.05	-0.47	26.86	—	—	—	Neutral
Neutral	—	—	—	25.47	0.49	-0.05	0.00	5.19	137	8.95	0.00	-0.05	-0.50	26.92	—	—	—	Neutral
Short covering	—	−4,875	1	19.45	0.44	-0.04	+0.78	3.30	138	10.93	0.00	-0.05	-0.53	26.94	—	—	—	Neutral
Neutral	—	—	—	25.54	0.43	-0.05	0.00	4.46	139	10.20	0.00	-0.05	-0.55	26.98	—	—	—	Neutral
Long buildup	1.85 L	+92,625	65	22.01	0.39	-0.04	+1.47	3.07	140	7.50	-4.68	-0.04	-0.59	24.78	8	+39,000	39,000	Short buildup
Neutral	—	—	—	25.62	0.38	-0.05	0.00	3.81	141	11.54	0.00	-0.05	-0.60	27.09	—	—	—	Neutral
Neutral	—	—	—	25.62	0.35	-0.04	0.00	4.91	142	13.00	0.00	-0.05	-0.63	27.15	—	—	4,875	Neutral
Neutral	4,875	—	—	25.71	0.31	-0.04	0.00	1.80	144	14.88	0.00	-0.04	-0.68	27.25	—	—	—	Neutral
Long buildup	9,750	+4,875	1	22.35	0.23	-0.03	+0.50	1.50	146	16.32	0.00	-0.04	-0.72	27.38	—	—	—	Neutral
Neutral	—	—	—	25.79	0.22	-0.04	0.00	3.32	148	17.82	0.00	-0.04	-0.76	27.54	—	—	—	Neutral
Long buildup	97,500	+92,625	34	22.28	0.14	-0.02	+0.25	0.85	150	19.00	0.00	-0.03	-0.79	27.79	—	—	4,875	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 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.