KAYNES option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 150
Spot
3,210.54
Future
3,124.90
Forward
3,124.90
PCR (OI)
—
Puts 150 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
2,700
strike with least total payout to holders
Highest OI
— CE · 2,700 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 | — | — | 75.33 | 0.00 | 882.90 | 2,600 | 92.40 | 0.00 | 45.97 | — | — | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 2,700 | 117.30 | 0.00 | 45.48 | — | 150 | Neutral | |||
| Neutral | — | — | 69.80 | 0.00 | 739.70 | 2,800 | 146.10 | 0.00 | 44.91 | — | — | Neutral | ||||||
| Neutral | — | — | 67.69 | 0.00 | 674.10 | 2,900 | 178.95 | 0.00 | 44.27 | — | — | Neutral | ||||||
| Neutral | — | — | 65.92 | 0.00 | 612.55 | 3,000 | 215.85 | 0.00 | 43.54 | — | — | Neutral | ||||||
| Neutral | — | — | 64.44 | 0.00 | 555.30 | 3,100 | 257.05 | 0.00 | 42.70 | — | — | Neutral | ||||||
| Neutral | — | — | 63.20 | 0.00 | 502.10 | 3,200 | 302.30 | 0.00 | 41.71 | — | — | Neutral | ||||||
| Neutral | — | — | 62.14 | 0.00 | 452.95 | 3,300 | 351.60 | 0.00 | 40.54 | — | — | Neutral | ||||||
| Neutral | — | — | 61.24 | 0.00 | 407.70 | 3,400 | 404.80 | 0.00 | 39.13 | — | — | Neutral | ||||||
| Neutral | — | — | 60.47 | 0.00 | 366.15 | 3,500 | 461.75 | 0.00 | 37.36 | — | — | Neutral | ||||||
| Neutral | — | — | 59.81 | 0.00 | 328.20 | 3,600 | 522.25 | 0.00 | 35.07 | — | — | Neutral | ||||||
| Neutral | — | — | 58.73 | 0.00 | 262.20 | 3,800 | 653.15 | 0.00 | 26.06 | — | — | 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.