KAYNES option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 150
Spot
3,210.54
Future
3,160.00
Forward
3,160.00
PCR (OI)
1.00
Puts 8,400 / Calls 8,400
PCR (volume)
—
Puts — / Calls —
Max pain
3,200
strike with least total payout to holders
Highest OI
3,200 CE · 3,200 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 72.78 | 0.00 | 1,027.60 | 2,600 | 71.70 | 0.00 | 47.71 | — | 300 | Neutral | ||||||
| Neutral | — | — | 69.40 | 0.00 | 950.40 | 2,700 | 124.95 | 0.00 | 47.32 | — | 1,650 | Neutral | ||||||
| Neutral | — | — | 66.68 | 0.00 | 876.90 | 2,800 | 130.00 | 0.00 | 46.87 | — | 600 | Neutral | ||||||
| Neutral | — | — | 65.52 | 0.00 | 647.75 | 2,850 | 116.45 | 0.00 | 46.62 | — | — | Neutral | ||||||
| Neutral | — | — | 64.48 | 0.00 | 806.90 | 2,900 | 152.90 | 0.00 | 46.35 | — | — | Neutral | ||||||
| Neutral | — | — | 63.55 | 0.00 | 579.95 | 2,950 | 228.15 | 0.00 | 46.06 | — | 150 | Neutral | ||||||
| Neutral | — | — | 62.72 | 0.00 | 740.70 | 3,000 | 180.00 | 0.00 | 45.74 | — | 1,200 | Neutral | ||||||
| Neutral | — | — | 61.97 | 0.00 | 516.95 | 3,050 | 183.50 | 0.00 | 45.40 | — | — | Neutral | ||||||
| Neutral | — | — | 61.30 | 0.00 | 678.25 | 3,100 | 240.00 | 0.00 | 45.03 | — | 150 | Neutral | ||||||
| Neutral | — | — | 60.69 | 0.00 | 458.90 | 3,150 | 224.35 | 0.00 | 44.62 | — | — | Neutral | ||||||
| Neutral | 5,700 | — | 60.15 | 0.00 | 139.95 | 3,200 | 315.00 | 0.00 | 44.17 | — | 4,350 | Neutral | ||||||
| Neutral | — | — | 59.65 | 0.00 | 405.70 | 3,250 | 270.10 | 0.00 | 43.68 | — | — | Neutral | ||||||
| Neutral | — | — | 59.21 | 0.00 | 565.30 | 3,300 | 305.45 | 0.00 | 43.13 | — | — | Neutral | ||||||
| Neutral | — | — | 58.80 | 0.00 | 357.25 | 3,350 | 320.55 | 0.00 | 42.52 | — | — | Neutral | ||||||
| Neutral | — | — | 58.43 | 0.00 | 514.45 | 3,400 | 353.15 | 0.00 | 41.84 | — | — | Neutral | ||||||
| Neutral | — | — | 58.09 | 0.00 | 313.35 | 3,450 | 375.60 | 0.00 | 41.07 | — | — | Neutral | ||||||
| Neutral | 2,700 | — | 57.78 | 0.00 | 87.60 | 3,500 | 404.55 | 0.00 | 40.19 | — | — | Neutral | ||||||
| Neutral | — | — | 57.50 | 0.00 | 273.90 | 3,550 | 435.05 | 0.00 | 39.18 | — | — | Neutral | ||||||
| Neutral | — | — | 57.24 | 0.00 | 423.75 | 3,600 | 459.50 | 0.00 | 37.98 | — | — | Neutral | ||||||
| Neutral | — | — | 56.78 | 0.00 | 383.55 | 3,700 | 517.85 | 0.00 | 34.74 | — | — | Neutral | ||||||
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.