KAYNES option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 150
Spot
3,210.54
Future
3,196.20
Forward
3,204.79
PCR (OI)
0.72
Puts 6.08 L / Calls 8.45 L
PCR (volume)
0.71
Puts 499 / Calls 698
Max pain
3,150
strike with least total payout to holders
Highest OI
3,200 CE · 2,800 PE
ΔOI calls −57,900 · puts −20,700
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 68.15 | 0.00 | 1,176.35 | 2,600 | 55.40 | 0.00 | 50.54 | — | — | Neutral | ||||||
| Neutral | 450 | — | 63.32 | 0.00 | 454.90 | 2,700 | 23.25 | -36.70 | 59.40 | −9,300 | 50,400 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 2,750 | 56.00 | 0.00 | 50.33 | — | 1,800 | Neutral | |||
| Neutral | — | — | 59.92 | 0.00 | 1,246.75 | 2,800 | 27.65 | -32.35 | 52.77 | −900 | 1.22 L | Neutral | ||||||
| Neutral | — | — | 58.67 | 0.00 | 765.55 | 2,850 | 48.95 | +1.45 | 59.17 | — | 7,350 | Neutral | ||||||
| Neutral | 150 | — | 57.64 | 0.00 | 246.80 | 2,900 | 51.90 | -33.10 | 55.03 | −3,150 | 37,650 | Long unwinding | ||||||
| Neutral | 150 | — | 56.81 | 0.00 | 293.30 | 2,950 | 116.95 | 0.00 | 49.93 | — | 3,750 | Neutral | ||||||
| Short covering | 10,650 | −450 | 37.25 | +16.00 | 241.00 | 3,000 | 60.00 | -31.00 | 46.96 | −4,950 | 67,950 | Long unwinding | ||||||
| Short covering | 5,250 | −150 | 55.77 | +64.60 | 254.60 | 3,050 | 90.00 | -0.10 | 52.04 | −300 | 5,850 | Long unwinding | ||||||
| Short covering | 1.28 L | −9,750 | 43.31 | +94.45 | 189.00 | 3,100 | 84.55 | -68.65 | 43.31 | −3,000 | 1.22 L | Long unwinding | ||||||
| Short covering | 30,900 | −1,950 | 34.45 | +38.95 | 133.95 | 3,150 | 89.60 | -49.40 | 37.91 | +1,350 | 13,950 | Short buildup | ||||||
| Short covering | 1.64 L | −18,000 | 36.88 | +46.95 | 115.00 | 3,200 | 109.50 | -63.75 | 36.64 | −450 | 79,200 | Neutral | ||||||
| Short covering | 18,450 | −1,800 | 37.07 | +37.95 | 92.95 | 3,250 | 142.50 | -146.45 | 38.55 | +150 | 3,150 | Short buildup | ||||||
| Short covering | 74,100 | −6,900 | 37.45 | +26.30 | 74.80 | 3,300 | 308.00 | 0.00 | 48.46 | — | 18,900 | Neutral | ||||||
| Neutral | 8,100 | — | 37.29 | +17.15 | 58.15 | 3,350 | 219.60 | 0.00 | 43.24 | — | 150 | Neutral | ||||||
| Short covering | 47,850 | −3,750 | 41.03 | +21.65 | 54.50 | 3,400 | 246.75 | -63.95 | 40.14 | −150 | 12,450 | Long unwinding | ||||||
| Neutral | — | — | 53.37 | 0.00 | 385.55 | 3,450 | 350.00 | 0.00 | 47.15 | — | 1,200 | Neutral | ||||||
| Short covering | 1.42 L | −6,600 | 42.16 | +14.70 | 35.70 | 3,500 | 459.55 | 0.00 | 46.52 | — | 28,650 | Neutral | ||||||
| Neutral | — | — | 53.13 | 0.00 | 338.85 | 3,550 | 345.80 | 0.00 | 45.74 | — | — | Neutral | ||||||
| Short covering | 1.41 L | −3,600 | 46.52 | +14.00 | 29.00 | 3,600 | 581.80 | 0.00 | 44.75 | — | 17,850 | Neutral | ||||||
| Neutral | 600 | — | 52.86 | 0.00 | 220.00 | 3,700 | 650.00 | 0.00 | 41.69 | — | 900 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 3,750 | 442.95 | 0.00 | 38.99 | — | 900 | Neutral | |||
| Short covering | 55,800 | −4,950 | 48.51 | +5.35 | 12.85 | 3,800 | 589.15 | 0.00 | 33.60 | — | 9,600 | Neutral | ||||||
| Neutral | 300 | — | 52.62 | 0.00 | 170.00 | 3,900 | 848.85 | 0.00 | — | — | 1,050 | Neutral | ||||||
| Neutral | 16,500 | — | 52.52 | 0.00 | 7.50 | 4,000 | 816.00 | 0.00 | — | — | 150 | 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.