haylaavo

JSWSTEEL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 675

Spot
1,309.90
Future
1,310.50
Forward
1,309.78
PCR (OI)
0.83
Puts 40.14 L / Calls 48.36 L
PCR (volume)
0.52
Puts 14,273 / Calls 27,319
Max pain
1,250
strike with least total payout to holders
Highest OI
1,200 CE · 1,300 PE
ΔOI calls +6.48 L · puts +9.54 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
03.8 L7.6 L1,1607.6 L1,2001,2401,2805.8 L1,3201,3601,4001,440
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········9801.550.0036.03—675Neutral
·········1,0000.60-0.2050.25−2,0253,375Long unwinding
·········1,0400.50-0.2542.69—6,750Neutral
·········1,0500.70-0.3043.09−8,10036,450Long unwinding
Neutral——58.260.00224.051,0603.200.0026.82—4,725Neutral
Neutral——54.090.00261.301,0800.60-0.6537.43−4,72522,275Long unwinding
·········1,0900.75-4.0037.06—9,450Neutral
Neutral3,375—50.030.00129.001,1000.75-0.7535.47−39,8251.94 LLong unwinding
·········1,1101.00+0.4035.45−68,17537,125Short covering
Neutral——46.060.00225.701,1200.95-1.1533.53−13,50039,825Long unwinding
Neutral——44.150.00160.751,1301.10-1.3032.70+6751.22 LNeutral
Neutral——42.300.00152.301,1401.15-2.1031.30−6,7502.04 LLong unwinding
Neutral6,750—40.530.0085.001,1501.30-2.7030.30+67585,725Neutral
Neutral2,700—38.850.00102.001,1601.60-3.2029.77−16,8751.09 LLong unwinding
Neutral3,375—37.290.0083.751,1701.80-4.2528.71+14,85069,525Short buildup
Neutral6,075—35.830.0080.551,1802.35-5.1028.54−6,7501.33 LLong unwinding
Long buildup43,875+3,37521.11+47.55120.001,1902.75-6.3027.70+10,12581,675Short buildup
Short covering7.61 L−30,37527.36+48.65112.801,2003.35-7.7527.12+84,3755.33 LShort buildup
Neutral18,225—32.340.0062.101,2104.00-9.3526.39+58,05097,875Short buildup
Short covering1.91 L−6,07527.31+46.3595.251,2205.05-11.1526.10−40,5001.63 LLong unwinding
Short covering1.30 L−7,42526.24+43.2586.101,2306.15-13.5525.56+25,6501.20 LShort buildup
Short covering1.57 L−40,50025.36+40.4577.251,2407.45-16.0024.99+58,7251.72 LShort buildup
Short covering1.51 L−1.03 L24.82+37.8568.901,2509.30-18.4024.75+1.81 L3.28 LShort buildup
Long buildup1.65 L+16,20023.96+34.4560.551,26011.30-21.2524.30+89,7751.82 LShort buildup
Short covering1.34 L−6,07523.44+31.3052.851,27013.80-24.2523.98+68,85093,150Short buildup
Long buildup1.88 L+12,15023.67+29.0046.401,28016.60-28.9523.55+2.05 L3.25 LShort buildup
Long buildup77,625+19,57523.24+25.6539.701,29020.00-35.6023.24+54,0001.11 LShort buildup
Long buildup5.72 L+1.22 L22.97+22.5533.701,30024.15-30.6523.13+1.89 L5.79 LShort buildup
Long buildup1.27 L+93,82522.92+19.8028.501,31028.40-59.6022.67+67,50068,850Short buildup
Long buildup3.60 L+1.11 L22.75+16.8523.701,32033.90-39.4022.76+47,25057,375Short buildup
Short covering60,075−9,45022.45+14.1519.301,33083.250.0023.67——Neutral
Short covering1.49 L−53,32522.32+11.7015.651,34045.60-88.4022.19+6,75010,800Short buildup
Long buildup1.98 L+13,50022.32+9.6512.651,35096.500.0023.11——Neutral
Long buildup2.71 L+1.61 L22.25+7.9510.051,360105.000.0022.73——Neutral
Long buildup49,275+31,72522.26+6.207.951,370110.700.0022.26——Neutral
Long buildup4.68 L+59,40022.19+4.856.151,380118.200.0021.66——Neutral
Long buildup14,175+13,50022.48+1.204.951,390125.850.0020.85——Neutral
Long buildup4.50 L+1.79 L22.58+2.803.851,400141.000.0019.66—3,375Neutral
Neutral——26.630.0016.551,410141.600.0017.66——Neutral
Long buildup54,000+49,95023.05+0.802.401,420149.800.00———Neutral
Neutral——26.530.0013.201,430158.100.00———Neutral
Long buildup26,325+18,22522.93+0.701.301,440185.000.00——8,100Neutral
——26.45—10.451,450175.20————
——26.44—9.301,460183.90————
——26.40—8.251,470192.75————
——26.36—28.851,480166.55————
——26.35—6.401,490210.80————

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 7.09% (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.