haylaavo

JUBLFOOD option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1250

Spot
425.80
Future
423.45
Forward
423.45
PCR (OI)
0.46
Puts 43,750 / Calls 96,250
PCR (volume)
0.23
Puts 12 / Calls 53
Max pain
440
strike with least total payout to holders
Highest OI
450 CE · 500 PE
ΔOI calls +57,500 · puts +15,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
023,75047,50034037039041043047,50045047025,000500
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——55.490.00129.503401.500.0031.24——Neutral
Neutral——48.420.00111.303603.050.0030.87——Neutral
Neutral——45.680.0069.253705.750.0030.69——Neutral
Neutral——43.440.0094.1538011.000.0030.42—1,250Neutral
Neutral——41.650.0054.1039010.350.0030.15——Neutral
Neutral13,750—40.230.0028.1540011.500.0029.79—5,000Neutral
Short buildup7,500+7,50036.50-10.0031.0041017.050.0029.38——Neutral
Neutral1,250—38.210.0012.2042016.500.0027.57+6,25012,500Neutral
Neutral——37.500.0030.1543026.000.0028.22——Neutral
Neutral12,500—36.940.0015.0044021.800.0027.40——Neutral
Long buildup47,500+46,25029.19+0.459.4545037.150.0026.29——Neutral
Neutral7,500—36.120.008.3046030.650.0024.72——Neutral
Neutral——35.790.0014.9547050.350.0022.23——Neutral
Neutral——35.540.0031.3048041.250.0015.92——Neutral
Long buildup6,250+3,75040.65+3.355.7050076.00-3.5518.50+8,75025,000Short buildup

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 5.73% (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.