haylaavo

KFINTECH option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 575

Spot
852.51
Future
857.60
Forward
856.87
PCR (OI)
0.65
Puts 11.78 L / Calls 18.08 L
PCR (volume)
0.51
Puts 1,068 / Calls 2,104
Max pain
860
strike with least total payout to holders
Highest OI
900 CE · 800 PE
ΔOI calls −47,150 · puts −37,375
Open interest by strike
CallsPuts│ ATM┊ Max pain
02.2 L4.4 L6807402.1 L8008604.4 L920980
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········6804.050.0038.83—575Neutral
·········7000.50-0.5040.38—21,850Neutral
Neutral———0.00264.057201.30-0.1541.72—24,725Neutral
·········7401.60-0.9037.78−57526,450Long unwinding
Neutral2,300—33.980.00115.507602.70-1.0536.32−10,92562,100Long unwinding
Neutral1,150—35.730.0096.307804.70-1.3535.45−13,80089,125Long unwinding
Neutral61,525—36.630.0062.008007.60-1.9534.17−5752.10 LNeutral
Short covering40,825−5,75032.96+5.2048.7082011.95-2.7532.96−45,4251.03 LLong unwinding
Long buildup83,950+10,92533.14+2.9036.0584018.35-3.9532.01−13,8001.06 LLong unwinding
Long buildup2.77 L+19,55032.23+1.8524.8586027.45-4.4531.59+46,5751.62 LShort buildup
Short covering3.34 L−1.07 L32.26+1.2516.7588039.95-3.1532.44+4,60086,250Short buildup
Long buildup4.40 L+17,82531.98+0.6510.6090053.65-4.7532.07+5752.01 LNeutral
Long buildup71,300+5,75032.27+0.306.6592062.750.0040.49—16,100Neutral
Long buildup93,150+2,30033.41+0.454.4094085.800.0041.03—10,925Neutral
Neutral2.79 L+2,30033.41+0.152.55960107.850.0041.77—18,975Neutral
Long buildup38,525+6,32534.44+0.051.65980162.000.0042.81—1,150Neutral
Neutral84,525+57536.710.001.301,000139.00-11.10—−4,02537,950Long unwinding

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 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.