haylaavo

IOC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 4875

Spot
134.59
Future
137.00
Forward
137.00
PCR (OI)
1.50
Puts 14,625 / Calls 9,750
PCR (volume)
4.00
Puts 4 / Calls 1
Max pain
130
strike with least total payout to holders
Highest OI
142 CE · 112 PE
ΔOI calls +4,875 · puts +14,625
Open interest by strike
CallsPuts│ ATM┊ Max pain
02,437.54,8754,8751121201261321384,875144
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.0022.641120.70-0.4730.61+4,8754,875Short buildup
Neutral——16.860.0019.381161.830.0026.73——Neutral
Neutral——20.150.0017.831182.260.0026.72——Neutral
Neutral——21.630.0016.351201.00-1.7524.75+4,8754,875Short buildup
Neutral——22.580.0014.941223.310.0026.84——Neutral
Neutral——23.220.0013.601243.930.0026.87——Neutral
Neutral——23.700.0012.331264.640.0026.91——Neutral
Neutral——24.040.0011.151285.420.0026.98——Neutral
Neutral——24.310.0010.041303.50-2.7825.24+4,8754,875Short buildup
Neutral——24.520.009.011327.220.0027.10——Neutral
Neutral——24.720.008.051348.230.0027.17——Neutral
Neutral——24.880.007.171369.320.0027.25——Neutral
Neutral——25.000.006.3713810.490.0027.36——Neutral
Neutral——25.110.005.6314011.720.0027.45——Neutral
Neutral4,875—25.210.002.6014213.020.0027.57——Neutral
Short buildup4,875+4,87522.65-1.183.1814414.390.0027.69——Neutral
Neutral——25.420.003.3414817.300.0028.02——Neutral
Neutral——25.500.002.5115220.420.0028.42——Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.