IREDA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 4525
Spot
102.23
Future
102.45
Forward
102.45
PCR (OI)
0.83
Puts 1.99 Cr / Calls 2.39 Cr
PCR (volume)
0.42
Puts 3,257 / Calls 7,671
Max pain
105
strike with least total payout to holders
Highest OI
140 CE · 140 PE
ΔOI calls −11.00 L · puts −18.60 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 18,100 | — | 44.49 | 0.00 | 15.87 | 84 | 0.14 | -0.07 | 45.66 | −22,625 | 4.62 L | Long unwinding | ||||||
| Neutral | — | — | 41.44 | 0.00 | 26.10 | 86 | 0.17 | -0.12 | 42.63 | −18,100 | 1.04 L | Long unwinding | ||||||
| Short covering | 18,100 | −4,525 | 61.61 | +3.82 | 15.52 | 88 | 0.24 | -0.16 | 40.80 | −9,050 | 4.57 L | Long unwinding | ||||||
| Neutral | — | — | 38.01 | 0.00 | 23.34 | 89 | 0.28 | -0.20 | 39.72 | −1.27 L | 81,450 | Long unwinding | ||||||
| Long buildup | 36,200 | +13,575 | 35.16 | +2.80 | 12.64 | 90 | 0.33 | -0.26 | 38.73 | −3.76 L | 10.36 L | Long unwinding | ||||||
| Neutral | — | — | 36.87 | 0.00 | 21.56 | 91 | 0.39 | -0.33 | 37.76 | −85,975 | 2.35 L | Long unwinding | ||||||
| Neutral | — | — | 36.40 | 0.00 | 20.69 | 92 | 0.48 | -0.39 | 37.22 | −1.04 L | 2.62 L | Long unwinding | ||||||
| Neutral | — | — | 35.96 | 0.00 | 19.83 | 93 | 0.56 | -0.46 | 36.13 | +81,450 | 2.22 L | Short buildup | ||||||
| Neutral | — | — | 35.84 | 0.00 | 18.99 | 94 | 0.67 | -0.66 | 35.32 | +85,975 | 2.62 L | Short buildup | ||||||
| Long buildup | 2.08 L | +4,525 | 35.89 | +2.52 | 8.32 | 95 | 0.81 | -0.68 | 34.67 | −4.43 L | 27.42 L | Long unwinding | ||||||
| Neutral | — | — | 35.30 | 0.00 | 17.35 | 96 | 1.80 | 0.00 | 33.64 | — | 1.54 L | Neutral | ||||||
| Neutral | — | — | 35.11 | 0.00 | 16.56 | 97 | 1.19 | -0.98 | 33.63 | +9,050 | 95,025 | Short buildup | ||||||
| Short covering | 4.98 L | −2.85 L | 33.48 | +2.05 | 5.90 | 98 | 1.44 | -1.14 | 33.23 | +1.67 L | 5.43 L | Short buildup | ||||||
| Neutral | 49,775 | — | 34.87 | 0.00 | 4.70 | 99 | 1.72 | -1.30 | 32.72 | −1.67 L | 3.30 L | Long unwinding | ||||||
| Short covering | 21.49 L | −3.98 L | 32.26 | +1.61 | 4.49 | 100 | 2.08 | -1.47 | 32.62 | −4.16 L | 30.05 L | Long unwinding | ||||||
| Long buildup | 5.66 L | +81,450 | 32.17 | +1.44 | 3.90 | 101 | 2.50 | -1.63 | 32.65 | −99,550 | 3.80 L | Long unwinding | ||||||
| Long buildup | 17.78 L | +11.72 L | 32.29 | +1.29 | 3.38 | 102 | 2.92 | -1.79 | 32.17 | +1.45 L | 5.97 L | Short buildup | ||||||
| Short covering | 13.80 L | −31,675 | 31.89 | +1.09 | 2.86 | 103 | 3.41 | -0.69 | 31.89 | +72,400 | 2.58 L | Short buildup | ||||||
| Short covering | 3.98 L | −54,300 | 32.21 | +0.96 | 2.46 | 104 | 6.06 | 0.00 | 33.37 | — | 72,400 | Neutral | ||||||
| Short covering | 31.00 L | −5.66 L | 32.46 | +0.82 | 2.10 | 105 | 4.64 | -2.16 | 32.40 | +13,575 | 17.10 L | Neutral | ||||||
| Long buildup | 2.17 L | +58,825 | 32.66 | +0.69 | 1.78 | 106 | 4.37 | 0.00 | 33.17 | — | — | Neutral | ||||||
| Short covering | 5.07 L | −1.13 L | 33.08 | +0.60 | 1.52 | 107 | 7.60 | 0.00 | 33.06 | — | 31,675 | Neutral | ||||||
| Short covering | 6.56 L | −85,975 | 33.31 | +0.49 | 1.28 | 108 | 8.46 | 0.00 | 32.95 | — | 81,450 | Neutral | ||||||
| Short covering | 4.03 L | −31,675 | 33.63 | +0.41 | 1.08 | 109 | 12.02 | 0.00 | 32.73 | — | 4,525 | Neutral | ||||||
| Short covering | 30.41 L | −7.33 L | 33.82 | +0.32 | 0.90 | 110 | 8.11 | -1.15 | 28.78 | −58,825 | 10.77 L | Long unwinding | ||||||
| Short covering | 3.80 L | −9,050 | 34.22 | +0.26 | 0.76 | 111 | 6.62 | 0.00 | 32.21 | — | — | Neutral | ||||||
| Short covering | 3.30 L | −1.36 L | 34.77 | +0.23 | 0.65 | 112 | 14.05 | 0.00 | 32.03 | — | 9,050 | Neutral | ||||||
| Short covering | 2.40 L | −1.45 L | 35.19 | +0.18 | 0.55 | 113 | 11.35 | 0.00 | 31.51 | — | 58,825 | Neutral | ||||||
| Short covering | 3.67 L | −18,100 | 35.72 | +0.16 | 0.47 | 114 | 9.00 | 0.00 | 31.07 | — | 4,525 | Neutral | ||||||
| Long buildup | 17.69 L | +2.44 L | 36.19 | +0.13 | 0.40 | 115 | 15.60 | 0.00 | 30.25 | — | 3.39 L | Neutral | ||||||
| Long buildup | 3.17 L | +2.81 L | 36.64 | +0.07 | 0.34 | 116 | 9.41 | 0.00 | 29.28 | — | — | Neutral | ||||||
| Short covering | 99,550 | −4,525 | 37.40 | +0.09 | 0.30 | 117 | · | · | · | · | · | · | · | · | · | |||
| Short buildup | 49,775 | +9,050 | 37.98 | -0.03 | 0.26 | 118 | 20.51 | 0.00 | 25.27 | — | 90,500 | Neutral | ||||||
| Short buildup | 22,625 | +18,100 | 38.34 | -0.03 | 0.22 | 119 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 16.92 L | −90,500 | 38.86 | +0.05 | 0.19 | 120 | 19.68 | 0.00 | — | — | 12.22 L | Neutral | ||||||
| Long buildup | 18,100 | +9,050 | 43.63 | +0.15 | 0.23 | 122 | 22.50 | 0.00 | — | — | 13,575 | Neutral | ||||||
| Neutral | 18,100 | — | 34.05 | 0.00 | 0.14 | 123 | 22.00 | 0.00 | — | — | 13,575 | Neutral | ||||||
| Neutral | 4,525 | — | 34.04 | 0.00 | 0.05 | 124 | 26.60 | 0.00 | — | — | 4,525 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 125 | 25.00 | 0.00 | — | — | 2.04 L | Neutral | |||
| · | · | · | · | · | · | · | · | · | 126 | 23.76 | 0.00 | — | — | 4,525 | Neutral | |||
| Neutral | 3.35 L | — | 34.39 | 0.00 | 0.08 | 128 | 28.50 | 0.00 | — | — | 4.07 L | Neutral | ||||||
| Neutral | 1.27 L | — | 46.92 | -0.01 | 0.08 | 130 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 31.27 L | −2.85 L | 53.89 | +0.02 | 0.04 | 140 | 37.25 | -3.15 | — | −5.07 L | 33.21 L | Long unwinding | ||||||
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 3.74% (carry implied by 23 Nov future vs spot). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.