JUBLFOOD option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1250
Spot
425.80
Future
425.65
Forward
425.70
PCR (OI)
0.78
Puts 34.17 L / Calls 43.58 L
PCR (volume)
0.49
Puts 1,280 / Calls 2,597
Max pain
420
strike with least total payout to holders
Highest OI
450 CE · 400 PE
ΔOI calls +2.80 L · puts +88,750
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 320 | 0.45 | 0.00 | 38.70 | — | 7,500 | Neutral | |||
| Neutral | 3,750 | — | 61.23 | 0.00 | 81.70 | 340 | 0.40 | 0.00 | 47.62 | −23,750 | 81,250 | Neutral | ||||||
| Neutral | 5,000 | — | 55.14 | 0.00 | 71.95 | 350 | 0.45 | -0.20 | 43.16 | −5,000 | 1.38 L | Long unwinding | ||||||
| Neutral | 7,500 | — | 49.58 | 0.00 | 63.35 | 360 | 0.80 | -0.10 | 42.17 | +25,000 | 2.81 L | Short buildup | ||||||
| Long buildup | 1.73 L | +1.71 L | 33.01 | +17.80 | 56.00 | 370 | 1.30 | -0.30 | 40.66 | +45,000 | 2.33 L | Short buildup | ||||||
| Neutral | 12,500 | — | 41.18 | 0.00 | 40.55 | 380 | 2.20 | -0.45 | 39.85 | −8,750 | 2.34 L | Long unwinding | ||||||
| Neutral | 30,000 | — | 38.60 | 0.00 | 44.00 | 390 | 3.60 | -0.70 | 39.14 | +40,000 | 2.24 L | Short buildup | ||||||
| Short covering | 1.99 L | −2,500 | 37.76 | +2.25 | 31.05 | 400 | 5.60 | -0.80 | 38.30 | −60,000 | 6.69 L | Long unwinding | ||||||
| Short covering | 2.24 L | −5,000 | 40.23 | +3.20 | 25.05 | 410 | 8.40 | -1.20 | 37.50 | +3,750 | 4.88 L | Neutral | ||||||
| Short covering | 5.56 L | −17,500 | 36.55 | +1.70 | 17.75 | 420 | 12.30 | -1.40 | 37.13 | +51,250 | 5.14 L | Short buildup | ||||||
| Short covering | 6.01 L | −15,000 | 36.39 | +1.40 | 12.80 | 430 | 17.35 | -2.00 | 37.05 | −8,750 | 1.19 L | Long unwinding | ||||||
| Long buildup | 4.97 L | +1.32 L | 36.38 | +1.10 | 8.95 | 440 | 23.20 | -2.25 | 36.38 | −2,500 | 76,250 | Long unwinding | ||||||
| Short covering | 8.69 L | −20,000 | 36.24 | +0.75 | 6.00 | 450 | 28.65 | -3.25 | 31.49 | −1,250 | 91,250 | Long unwinding | ||||||
| Long buildup | 2.58 L | +12,500 | 36.56 | +0.50 | 4.00 | 460 | 41.10 | 0.00 | 27.68 | — | 38,750 | Neutral | ||||||
| Long buildup | 3.44 L | +10,000 | 37.30 | +0.50 | 2.70 | 470 | 48.95 | 0.00 | 23.81 | — | 36,250 | Neutral | ||||||
| Long buildup | 2.05 L | +23,750 | 37.43 | +0.20 | 1.70 | 480 | 57.95 | 0.00 | — | — | 22,500 | Neutral | ||||||
| Short covering | 17,500 | −1,250 | 37.22 | +0.05 | 1.00 | 490 | 62.20 | -19.80 | — | +36,250 | 37,500 | Short buildup | ||||||
| Short covering | 3.39 L | −8,750 | 39.97 | +0.05 | 0.85 | 500 | 70.00 | -5.85 | — | −2,500 | 1.02 L | Long unwinding | ||||||
| Neutral | 8,750 | — | 33.54 | 0.00 | 0.20 | 510 | 113.50 | 0.00 | — | — | 8,750 | Neutral | ||||||
| Neutral | 2,500 | — | 33.61 | 0.00 | 0.25 | 520 | 112.60 | 0.00 | — | — | 6,250 | Neutral | ||||||
| Neutral | 6,250 | — | 34.01 | 0.00 | 0.35 | 540 | 115.15 | 0.00 | — | — | 11,250 | 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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.