haylaavo

KEI option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 175

Spot
3,855.67
Future
3,813.80
Forward
3,813.80
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.512,8003,4003,8004,2004,800
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
——65.75—1,138.952,80025.25—36.85——
Neutral——53.800.00805.253,20085.350.0035.94——Neutral
Neutral——50.170.00660.503,400137.500.0035.29——Neutral
Neutral——47.660.00532.853,600206.750.0034.43——Neutral
Neutral——45.920.00423.303,800294.100.0033.25——Neutral
Neutral——44.710.00331.304,000399.050.0031.57——Neutral
Neutral——43.830.00255.704,200520.400.0028.94——Neutral
Neutral——43.180.00194.854,400656.450.0023.77——Neutral
Neutral——42.300.00109.554,800964.950.00———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.