haylaavo

JSWENERGY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1075

Spot
505.47
Future
510.55
Forward
510.55
PCR (OI)
0.60
Puts 19,350 / Calls 32,250
PCR (volume)
0.73
Puts 8 / Calls 11
Max pain
540
strike with least total payout to holders
Highest OI
540 CE · 580 PE
ΔOI calls +5,375 · puts +8,600
Open interest by strike
CallsPuts│ ATM┊ Max pain
06,45012,90040044047050053012,9005608,600600
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral1,075—29.130.00110.004004.650.0034.12——Neutral
Neutral——31.920.0095.104207.800.0034.13——Neutral
Neutral——32.480.0057.004307.000.0034.15—1,075Neutral
Neutral——32.840.0079.8544018.300.0034.18—3,225Neutral
Neutral——33.080.0044.2545019.700.0034.19——Neutral
Neutral——33.250.0066.0046018.150.0034.19——Neutral
Neutral——33.400.0033.5047028.750.0034.22——Neutral
Neutral3,225—33.490.0014.1548025.650.0034.24——Neutral
Neutral——33.570.0024.8049039.800.0034.26——Neutral
Neutral3,225—33.620.0033.3550015.000.0034.28—2,150Neutral
Neutral——33.670.0024.1051052.750.0034.32——Neutral
Neutral2,150—33.700.0010.0052045.500.0034.35——Neutral
Neutral——33.740.0012.7053067.300.0034.40——Neutral
Neutral12,900—33.760.0010.0054038.500.0034.45—3,225Neutral
Neutral——33.780.008.8055083.150.0034.51——Neutral
Neutral3,225—33.800.005.0056055.000.0034.57—1,075Neutral
Neutral——33.820.005.95570100.150.0034.66——Neutral
Long buildup6,450+5,37537.14+2.658.4058074.35-11.8031.86+8,6008,600Short buildup
Neutral——33.870.0011.90600101.950.0035.04——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 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.