haylaavo

KALYANKJIL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1350

Spot
505.40
Future
508.05
Forward
508.55
PCR (OI)
0.61
Puts 61.41 L / Calls 1.00 Cr
PCR (volume)
0.59
Puts 3,972 / Calls 6,679
Max pain
520
strike with least total payout to holders
Highest OI
550 CE · 500 PE
ΔOI calls +8.75 L · puts +1.22 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
07.6 L15.1 L40045049015.1 L53014.6 L570610650
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral4,050——0.00100.504000.75-0.7054.33+21,6001.40 LShort buildup
Neutral5,400——0.00140.604201.60-1.0552.32+4,0501.40 LShort buildup
·········4302.20-1.3550.87−8,10074,250Long unwinding
Neutral5,400—38.420.0079.004402.95-1.8049.20−12,15089,100Long unwinding
Neutral21,600—41.090.0058.654504.05-2.3047.99+33,7503.60 LShort buildup
Neutral6,750—42.560.0056.004605.55-2.6046.98+20,2501.63 LShort buildup
Neutral——43.480.00114.204707.60-3.2046.30+6,7501.84 LShort buildup
Long buildup59,400+25,65045.70+2.9538.7048010.05-3.5045.26+8,1004.00 LShort buildup
Long buildup98,550+36,45044.59+2.3031.7549013.25-4.3044.59+56,7004.91 LShort buildup
Long buildup11.42 L+98,55043.58+1.3525.5050017.15-4.4043.96−82,35015.12 LLong unwinding
Long buildup6.36 L+1.40 L43.26+0.7520.3051021.85-5.3543.48+52,6504.67 LShort buildup
Long buildup10.02 L+79,65043.37+0.6016.0552027.45-5.7043.34+16,2004.78 LShort buildup
Long buildup5.59 L+9,45043.57+0.3512.5553033.70-5.7043.05+4,0502.98 LShort buildup
Long buildup6.87 L+22,95043.57+0.109.6054046.000.0049.02—1.98 LNeutral
Short buildup14.55 L+1.82 L44.15-0.057.4555048.85-2.6544.33—1.39 LNeutral
Neutral4.90 L−13,50044.880.005.8056054.450.0049.92—1.03 LNeutral
Short buildup4.25 L+20,25045.26-0.104.4057063.250.0050.51—64,800Neutral
Neutral3.87 L+14,85046.360.003.5058071.550.0051.24—97,200Neutral
Short buildup1.31 L+2,70047.24-0.052.7559094.750.0052.12—4,050Neutral
Long buildup13.84 L+2.39 L48.56+0.052.2560089.450.0053.22—6.74 LNeutral
Long unwinding62,100−5,40048.92-0.051.70610101.000.0054.49—1,350Neutral
Neutral1.66 L+36,45049.800.001.35620118.950.0055.98—18,900Neutral
Neutral75,600−2,70050.880.001.1063070.000.0057.65—12,150Neutral
Short buildup2.77 L+4,05052.43-0.050.9564075.950.0059.53—13,500Neutral
Short buildup1.59 L+4,05053.08-0.100.75650·········
Long unwinding3.39 L−18,90053.82-0.100.60660101.250.0063.77—4,050Neutral
Long unwinding2.16 L−5,40057.29-0.200.50680175.000.0068.39—13,500Neutral
Short buildup2.35 L+4,05062.18-0.050.30720·········

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 4.88% (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.