haylaavo

JSWSTEEL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 675

Spot
1,309.90
Future
1,319.70
Forward
1,317.99
PCR (OI)
0.72
Puts 56,700 / Calls 78,975
PCR (volume)
0.37
Puts 56 / Calls 150
Max pain
1,260
strike with least total payout to holders
Highest OI
1,360 CE · 1,220 PE
ΔOI calls +73,575 · puts +27,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
025,312.550,6251,1701,21028,3501,2501,2901,33050,6251,3701,4101,450
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——36.580.00234.301,0606.350.0025.50——Neutral
Neutral——34.670.00216.701,0808.450.0025.44——Neutral
Neutral——33.010.00199.601,1005.00-6.1031.76+3,3753,375Short buildup
Neutral——31.600.00183.101,12014.300.0025.42——Neutral
Neutral——31.000.00149.751,13014.800.0025.40——Neutral
Neutral——30.450.00167.251,14018.150.0025.38——Neutral
Neutral——29.980.00134.301,15019.150.0025.37——Neutral
Neutral——29.550.00152.051,1606.70-17.6026.28+6752,700Short buildup
Neutral——29.170.00119.751,17024.400.0025.35——Neutral
Neutral——28.830.00137.651,1807.70-20.3024.67+1,3501,350Short buildup
Neutral——28.530.00106.051,19030.450.0025.31——Neutral
Neutral1,350—28.270.0070.001,20010.85-23.1524.67+4,0504,050Short buildup
Neutral——28.050.0093.301,21037.500.0025.27——Neutral
Neutral——27.850.00111.201,22015.00-14.0024.75+2,02528,350Short buildup
Neutral——27.670.0081.601,23045.550.0025.23——Neutral
Neutral2,700—27.510.0053.001,24048.700.0025.21——Neutral
Long buildup5,400+4,05024.12+32.2089.151,25021.05-33.6023.62+6,0756,075Short buildup
Short buildup7,425+7,42523.55-6.8081.401,26024.05-33.2523.55+6,7506,750Short buildup
Neutral——27.130.0061.151,27064.700.0025.12——Neutral
Neutral——27.030.0077.951,28066.800.0025.09——Neutral
Neutral——26.950.0052.401,29075.750.0025.06——Neutral
Short buildup3,375+3,37516.70-24.9043.701,30044.30-24.0025.84+2,7004,050Short buildup
Neutral——26.790.0044.651,31087.750.0024.98——Neutral
Neutral——26.730.0060.101,32088.350.0024.94——Neutral
Neutral——26.670.0037.751,330100.650.0024.89——Neutral
Neutral——26.620.0052.401,340100.400.0024.84——Neutral
Neutral——26.570.0031.751,350114.400.0024.78——Neutral
Short buildup50,625+50,62522.28-16.8528.651,360113.150.0024.72——Neutral
Neutral——26.490.0026.551,370129.050.0024.65——Neutral
Neutral——26.450.0039.301,380126.700.0024.57——Neutral
——26.42—22.051,390144.30—24.49——
Short buildup8,100+8,10022.46-16.2017.601,400140.900.0024.39——Neutral
——26.36—18.201,410160.20—24.29——
Neutral——26.330.0029.001,420155.800.0024.18——Neutral
——26.31—14.901,430176.70—24.04——
Neutral——26.290.0024.701,440171.200.0023.90——Neutral
——26.27—12.151,450193.75—23.74——
——26.25—21.001,460187.20—23.54——
——26.23—9.851,470211.25—23.33——
Neutral——26.210.0017.751,480203.700.0023.07——Neutral
——26.20—7.951,490229.10—22.78——

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 3 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.