haylaavo

KALYANKJIL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1350

Spot
505.40
Future
510.50
Forward
510.50
PCR (OI)
0.44
Puts 62,100 / Calls 1.40 L
PCR (volume)
0.48
Puts 16 / Calls 33
Max pain
560
strike with least total payout to holders
Highest OI
640 CE · 500 PE
ΔOI calls +14,850 · puts +14,850
Open interest by strike
CallsPuts│ ATM┊ Max pain
036,45072,90040045048029,70051054057062072,900
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——44.430.00180.854006.150.0046.88——Neutral
Neutral——45.260.00163.954205.00-1.0043.39+1,3504,050Short buildup
Neutral——45.710.00147.904408.50-1.5043.22+5,4006,750Short buildup
Neutral——45.860.0076.6545021.800.0046.91——Neutral
Neutral——45.970.00132.7546014.000.0046.92——Neutral
Neutral——46.070.0064.5547029.450.0046.93——Neutral
Neutral——46.160.00118.5048025.500.0046.95—4,050Neutral
Neutral——46.220.0053.8549023.450.0046.96—1,350Neutral
Neutral1,350—46.270.0040.0050027.85-3.1541.54+8,10029,700Short buildup
Neutral——46.310.0044.5051048.950.0046.99——Neutral
Neutral——46.350.0093.1552036.650.0047.01——Neutral
Neutral1,350—46.380.0029.9553060.700.0047.02——Neutral
Neutral4,050—46.420.0023.1054045.250.0047.05——Neutral
Neutral——46.440.0023.0055073.650.0047.07——Neutral
Short buildup8,100+8,10041.19-56.6515.3056034.500.0047.10—16,200Neutral
Neutral——46.480.0023.9057087.700.0047.12——Neutral
Neutral9,450—41.92-1.7011.3058065.500.0047.15——Neutral
Long buildup41,850+5,40042.79+0.058.4060077.050.0047.22——Neutral
Neutral1,350—46.540.009.0062089.500.0047.31——Neutral
Long buildup72,900+1,35044.32+0.054.60640·········

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