KEI option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 175
Spot
3,855.67
Future
3,887.50
Forward
3,887.50
PCR (OI)
1.33
Puts 7,000 / Calls 5,250
PCR (volume)
0.00
Puts — / Calls 7
Max pain
4,000
strike with least total payout to holders
Highest OI
4,000 CE · 4,000 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 | — | — | 37.76 | 0.00 | 1,332.15 | 3,200 | 24.25 | 0.00 | 38.99 | — | — | Neutral | ||||||
| Neutral | — | — | 38.29 | 0.00 | 680.25 | 3,300 | 74.00 | 0.00 | 38.96 | — | — | Neutral | ||||||
| Neutral | — | — | 38.60 | 0.00 | 1,155.40 | 3,400 | 44.60 | 0.00 | 38.93 | — | — | Neutral | ||||||
| Neutral | — | — | 38.80 | 0.00 | 535.60 | 3,500 | 127.20 | 0.00 | 38.89 | — | 175 | Neutral | ||||||
| Neutral | — | — | 38.92 | 0.00 | 989.25 | 3,600 | 75.50 | 0.00 | 38.84 | — | — | Neutral | ||||||
| Neutral | — | — | 39.01 | 0.00 | 411.20 | 3,700 | 200.60 | 0.00 | 38.78 | — | — | Neutral | ||||||
| Neutral | 350 | — | 39.07 | 0.00 | 172.00 | 3,800 | 178.35 | 0.00 | 38.71 | — | 175 | Neutral | ||||||
| Neutral | — | — | 39.11 | 0.00 | 308.20 | 3,900 | 295.45 | 0.00 | 38.61 | — | — | Neutral | ||||||
| Neutral | 4,900 | — | 30.42 | +28.80 | 138.00 | 4,000 | 274.90 | 0.00 | 38.50 | — | 6,475 | Neutral | ||||||
| Neutral | — | — | 39.16 | 0.00 | 225.65 | 4,100 | 410.75 | 0.00 | 38.35 | — | — | Neutral | ||||||
| Neutral | — | — | 39.17 | 0.00 | 573.75 | 4,200 | 251.20 | 0.00 | 38.17 | — | — | Neutral | ||||||
| Neutral | — | — | 39.19 | 0.00 | 161.65 | 4,300 | 544.55 | 0.00 | 37.93 | — | — | Neutral | ||||||
| Neutral | — | — | 39.19 | 0.00 | 466.50 | 4,400 | 341.05 | 0.00 | 37.62 | — | — | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 5,000 | 690.00 | 0.00 | 28.95 | — | 175 | 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 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.