haylaavo

JSWENERGY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1075

Spot
505.47
Future
512.00
Forward
512.00
PCR (OI)
—
Puts 1,075 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
500
strike with least total payout to holders
Highest OI
— CE · 500 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
0537.51,0754004404801,075520560600
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——34.640.0084.704008.900.0033.98——Neutral
Neutral——34.420.0070.0542013.900.0033.96——Neutral
Neutral——34.290.0057.0044020.550.0033.95——Neutral
Neutral——34.220.0045.6546028.900.0033.95——Neutral
Neutral——34.170.0036.0048038.900.0033.94——Neutral
Neutral——34.130.0027.9550018.500.0033.92—1,075Neutral
Neutral——34.110.0021.4052063.750.0033.91——Neutral
Neutral——34.100.0016.2054078.200.0033.88——Neutral
Neutral——34.090.0012.1056093.800.0033.85——Neutral
Neutral——34.080.008.95580110.350.0033.80——Neutral
Neutral——34.070.006.55600127.600.0033.75——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.