JINDALSTEL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 625
Spot
1,102.00
Future
1,107.40
Forward
1,106.56
PCR (OI)
0.96
Puts 22.73 L / Calls 23.76 L
PCR (volume)
0.47
Puts 10,063 / Calls 21,260
Max pain
1,100
strike with least total payout to holders
Highest OI
1,100 CE · 1,200 PE
ΔOI calls +4.76 L · puts +3.46 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 840 | 0.85 | -0.10 | 55.07 | — | 1,875 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 860 | 0.40 | -0.45 | 45.85 | — | 1,875 | Neutral | |||
| Neutral | — | — | — | 0.00 | 290.65 | 880 | 0.50 | -0.70 | 43.42 | +1,250 | 25,000 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 900 | 0.60 | -0.65 | 40.71 | −6,875 | 92,500 | Long unwinding | |||
| Neutral | — | — | — | 0.00 | 254.20 | 920 | 1.70 | 0.00 | 28.79 | — | 30,625 | Neutral | ||||||
| Neutral | 625 | — | — | 0.00 | 96.30 | 940 | 0.80 | -1.65 | 34.71 | −34,375 | 65,000 | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 219.40 | 960 | 1.05 | -2.10 | 32.35 | +18,125 | 98,125 | Short buildup | ||||||
| Short buildup | 1,875 | +1,875 | — | -56.35 | 111.10 | 980 | 1.55 | -3.25 | 30.59 | +21,875 | 69,375 | Short buildup | ||||||
| Long buildup | 31,250 | +3,125 | 29.22 | +37.90 | 108.55 | 1,000 | 2.30 | -4.90 | 28.83 | +44,375 | 1.66 L | Short buildup | ||||||
| Short covering | 1.18 L | −9,375 | 27.31 | +35.75 | 89.75 | 1,020 | 3.60 | -7.25 | 27.41 | −13,750 | 1.36 L | Long unwinding | ||||||
| Short covering | 2.03 L | −6,875 | 25.62 | +30.70 | 71.65 | 1,040 | 5.90 | -10.30 | 26.47 | +17,500 | 2.56 L | Short buildup | ||||||
| Short covering | 2.01 L | −71,250 | 25.26 | +27.10 | 55.55 | 1,060 | 9.55 | -14.05 | 25.71 | +41,250 | 2.73 L | Short buildup | ||||||
| Long buildup | 2.28 L | +1.02 L | 25.08 | +22.85 | 41.45 | 1,080 | 15.00 | -19.10 | 25.08 | +1.36 L | 1.65 L | Short buildup | ||||||
| Long buildup | 5.11 L | +1.91 L | 24.83 | +18.20 | 29.50 | 1,100 | 22.30 | -21.75 | 24.20 | +80,000 | 3.82 L | Short buildup | ||||||
| Short covering | 2.23 L | −23,125 | 24.41 | +13.20 | 19.75 | 1,120 | 31.55 | -31.60 | 22.88 | +38,125 | 42,500 | Short buildup | ||||||
| Long buildup | 2.70 L | +1.68 L | 24.17 | +8.95 | 12.55 | 1,140 | 45.85 | -46.15 | 24.17 | +1,250 | 5,000 | Short buildup | ||||||
| Short covering | 1.39 L | −35,625 | 24.07 | +5.85 | 7.60 | 1,160 | 95.00 | 0.00 | 29.66 | — | 15,000 | Neutral | ||||||
| Long buildup | 1.31 L | +61,875 | 24.00 | +3.10 | 4.35 | 1,180 | 83.00 | -41.90 | 32.06 | +1,250 | 3,125 | Short buildup | ||||||
| Long buildup | 2.57 L | +63,125 | 23.93 | +1.75 | 2.35 | 1,200 | 146.85 | 0.00 | 30.36 | — | 4.36 L | Neutral | ||||||
| Long buildup | 26,875 | +21,250 | 24.26 | +0.60 | 1.30 | 1,220 | 164.00 | 0.00 | 30.95 | — | 625 | Neutral | ||||||
| Long buildup | 19,375 | +6,875 | 26.13 | +0.55 | 1.00 | 1,240 | 119.65 | 0.00 | 31.80 | — | — | Neutral | ||||||
| Neutral | 3,125 | — | 28.66 | 0.00 | 0.35 | 1,260 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 11,250 | +2,500 | 27.25 | +0.05 | 0.35 | 1,280 | 240.00 | 0.00 | 34.58 | — | 8,125 | 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 5 near-ATM strikes. Discounting at 7.3% (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.