JSWENERGY option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1075
Spot
505.47
Future
507.70
Forward
507.49
PCR (OI)
0.88
Puts 58.30 L / Calls 66.45 L
PCR (volume)
0.49
Puts 4,447 / Calls 9,041
Max pain
510
strike with least total payout to holders
Highest OI
530 CE · 580 PE
ΔOI calls +4.01 L · puts +80,625
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 380 | 0.10 | -0.10 | 48.17 | — | 3,225 | Neutral | |||
| Neutral | 9,675 | — | — | 0.00 | 115.00 | 400 | 0.35 | -0.10 | 47.69 | −11,825 | 54,825 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 410 | 0.40 | -0.15 | 44.27 | +2,150 | 39,775 | Short buildup | |||
| Neutral | 8,600 | — | — | 0.00 | 94.05 | 420 | 0.50 | -0.25 | 41.44 | −3,225 | 1.40 L | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 80.20 | 430 | 0.60 | -0.25 | 38.25 | +7,525 | 1.25 L | Short buildup | ||||||
| Neutral | 16,125 | — | 29.80 | 0.00 | 68.00 | 440 | 1.05 | -0.15 | 37.77 | −4,300 | 2.09 L | Long unwinding | ||||||
| Neutral | 83,850 | — | 31.75 | 0.00 | 55.80 | 450 | 1.50 | -0.40 | 35.81 | +5,375 | 5.42 L | Short buildup | ||||||
| Neutral | 1.99 L | — | 31.54 | +4.40 | 49.00 | 460 | 2.00 | -0.80 | 33.17 | +80,625 | 4.78 L | Short buildup | ||||||
| Neutral | 4.55 L | +1,075 | 38.26 | +8.60 | 42.40 | 470 | 3.05 | -1.10 | 31.78 | +5,375 | 5.12 L | Short buildup | ||||||
| Long buildup | 2.64 L | +15,050 | 29.41 | +4.80 | 31.65 | 480 | 4.60 | -1.75 | 30.42 | −25,800 | 1.95 L | Long unwinding | ||||||
| Short covering | 1.83 L | −22,575 | 29.06 | +4.15 | 24.25 | 490 | 7.00 | -2.65 | 29.50 | −33,325 | 4.05 L | Long unwinding | ||||||
| Short covering | 8.31 L | −26,875 | 28.51 | +3.55 | 17.75 | 500 | 10.25 | -3.45 | 28.44 | +5,375 | 8.09 L | Neutral | ||||||
| Long buildup | 7.30 L | +1.15 L | 27.75 | +2.40 | 12.25 | 510 | 14.75 | -4.35 | 27.75 | +36,550 | 4.55 L | Short buildup | ||||||
| Neutral | 6.71 L | −1,075 | 27.40 | +1.65 | 8.10 | 520 | 20.45 | -5.40 | 27.14 | −16,125 | 3.49 L | Long unwinding | ||||||
| Long buildup | 8.71 L | +3.01 L | 27.05 | +0.95 | 5.05 | 530 | 27.50 | +3.60 | 27.09 | −2,150 | 26,875 | Short covering | ||||||
| Long buildup | 7.91 L | +56,975 | 27.02 | +0.50 | 3.05 | 540 | 35.40 | -7.60 | 26.86 | −2,150 | 23,650 | Long unwinding | ||||||
| Short covering | 5.12 L | −35,475 | 27.41 | +0.25 | 1.85 | 550 | 44.20 | -6.20 | 27.33 | +35,475 | 5.46 L | Short buildup | ||||||
| Short covering | 2.47 L | −7,525 | 28.12 | +0.15 | 1.15 | 560 | 58.00 | 0.00 | 35.23 | — | 17,200 | Neutral | ||||||
| Long buildup | 63,425 | +5,375 | 28.73 | +0.10 | 0.70 | 570 | 73.80 | 0.00 | 35.63 | — | — | Neutral | ||||||
| Neutral | 6.97 L | −3,225 | 29.07 | 0.00 | 0.40 | 580 | 72.20 | -4.80 | — | +1,075 | 8.99 L | Neutral | ||||||
| Short buildup | 12,900 | +3,225 | 34.31 | -0.05 | 0.35 | 600 | 86.70 | 0.00 | 38.13 | — | 1,075 | 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 5.68% (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.