KEI option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 175
Spot
3,855.67
Future
3,886.70
Forward
3,884.01
PCR (OI)
0.62
Puts 5.23 L / Calls 8.38 L
PCR (volume)
0.63
Puts 5,410 / Calls 8,646
Max pain
3,900
strike with least total payout to holders
Highest OI
4,000 CE · 3,800 PE
ΔOI calls −51,450 · puts −46,025
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 3,100 | 3.95 | -2.25 | 48.33 | −700 | 1,050 | Long unwinding | |||
| Neutral | 175 | — | — | 0.00 | 660.00 | 3,200 | 4.20 | -5.15 | 42.92 | −6,300 | 8,400 | Long unwinding | ||||||
| Neutral | 175 | — | — | 0.00 | 580.00 | 3,300 | 6.25 | -8.05 | 39.94 | −3,675 | 8,225 | Long unwinding | ||||||
| Neutral | 175 | — | — | 0.00 | 470.00 | 3,400 | 9.95 | -12.25 | 37.44 | −9,450 | 18,025 | Long unwinding | ||||||
| Short buildup | 700 | +525 | 27.59 | -78.00 | 390.00 | 3,500 | 15.85 | -20.30 | 34.92 | −11,550 | 19,775 | Long unwinding | ||||||
| Neutral | 4,200 | — | 22.30 | +44.00 | 291.00 | 3,600 | 27.40 | -30.55 | 33.35 | −8,925 | 48,650 | Long unwinding | ||||||
| Short covering | 12,250 | −700 | 29.93 | +59.65 | 224.45 | 3,700 | 46.70 | -43.60 | 32.06 | −5,600 | 76,125 | Long unwinding | ||||||
| Long buildup | 87,150 | +6,125 | 31.56 | +51.85 | 162.80 | 3,800 | 78.80 | -57.70 | 31.56 | +1,050 | 1.20 L | Neutral | ||||||
| Short covering | 1.23 L | −29,575 | 31.31 | +37.30 | 108.75 | 3,900 | 123.45 | -72.00 | 30.96 | −6,125 | 68,950 | Long unwinding | ||||||
| Long buildup | 1.77 L | +11,900 | 31.38 | +24.05 | 69.25 | 4,000 | 182.55 | -86.80 | 30.61 | +3,500 | 60,900 | Short buildup | ||||||
| Short covering | 53,375 | −18,375 | 32.05 | +14.95 | 43.50 | 4,100 | 313.35 | 0.00 | 42.28 | — | 23,800 | Neutral | ||||||
| Short covering | 87,675 | −19,775 | 33.16 | +9.55 | 27.60 | 4,200 | 343.50 | -96.75 | 33.14 | +350 | 24,325 | Short buildup | ||||||
| Short covering | 96,425 | −2,275 | 34.42 | +5.55 | 17.70 | 4,300 | 444.40 | -88.70 | 39.73 | — | 6,650 | Neutral | ||||||
| Short covering | 39,900 | −1,225 | 35.78 | +2.95 | 11.55 | 4,400 | 507.10 | 0.00 | 45.80 | — | 3,675 | Neutral | ||||||
| Long buildup | 1.16 L | +6,125 | 38.01 | +2.20 | 8.55 | 4,500 | 655.00 | -65.00 | 56.14 | −175 | 9,800 | Long unwinding | ||||||
| Short covering | 13,475 | −3,675 | 39.04 | +0.75 | 5.55 | 4,600 | 760.00 | +96.05 | 63.93 | +525 | 1,400 | Long buildup | ||||||
| Long buildup | 14,350 | +1,575 | 41.33 | +0.65 | 4.40 | 4,700 | 855.00 | +25.00 | 66.80 | +175 | 5,600 | Long buildup | ||||||
| Neutral | 7,350 | — | 40.32 | -1.10 | 2.10 | 4,800 | 992.55 | +77.55 | 88.59 | +875 | 10,850 | Long buildup | ||||||
| · | · | · | · | · | · | · | · | · | 4,900 | 970.00 | 0.00 | 59.09 | — | 350 | Neutral | |||
| Neutral | 1,225 | — | 46.05 | 0.00 | 1.85 | 5,000 | 1,079.00 | 0.00 | 62.35 | — | 3,500 | Neutral | ||||||
| Long unwinding | 1,750 | −525 | 47.63 | -0.20 | 1.45 | 5,100 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 2,450 | −1,575 | 50.33 | -0.05 | 1.40 | 5,200 | 1,325.00 | 0.00 | 68.78 | — | 2,975 | 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 0.21% (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.