haylaavo

KPITTECH option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 775

Spot
531.87
Future
532.80
Forward
532.60
PCR (OI)
0.56
Puts 29.49 L / Calls 52.34 L
PCR (volume)
0.42
Puts 2,441 / Calls 5,756
Max pain
540
strike with least total payout to holders
Highest OI
550 CE · 500 PE
ΔOI calls +51,150 · puts −58,900
Open interest by strike
CallsPuts│ ATM┊ Max pain
04.2 L8.4 L4004604.4 L5005408.4 L580620720
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral17,050—65.250.00145.554000.350.0040.40—4,650Neutral
·········4200.250.0040.56—42,625Neutral
Neutral1,550—50.080.00101.004400.80-0.0544.98+7751.05 LNeutral
·········4501.00-0.3042.34—1.21 LNeutral
Neutral——45.860.00148.004601.800.0043.11+2,3251.02 LNeutral
Neutral13,175—44.560.0085.204702.700.0040.18—74,400Neutral
Neutral17,825—43.650.0074.304803.70-0.0541.01−3,1001.63 LLong unwinding
Neutral10,850—42.960.0067.704905.30-0.1040.32+4,65084,475Short buildup
Neutral2.76 L+77544.74-1.0042.005007.300.0039.34+24,8004.42 LNeutral
Neutral82,925—42.140.0034.755109.75-0.0538.06+4,6501.46 LShort buildup
Long unwinding2.08 L−10,07537.85-2.5025.9552013.50+0.4038.10−27,9002.17 LShort covering
Short buildup5.19 L+10,07538.12-2.4020.6553017.70+0.7037.42−36,4252.22 LShort covering
Short buildup5.84 L+65,87537.45-2.2015.7054023.20+0.9537.70−20,1502.39 LShort covering
Short buildup8.45 L+45,72537.78-1.8012.0555029.40+1.6037.78+6,2002.91 LLong buildup
Long unwinding4.88 L−1.23 L38.19-1.509.1556035.65+1.0036.33−6,9752.22 LShort covering
Long unwinding2.63 L−1.44 L38.30-1.106.7557039.85-1.4026.49−2,32565,875Long unwinding
Short buildup3.08 L+19,37539.01-0.905.1058047.75-1.4520.66—79,050Neutral
Short buildup1.32 L+3,10039.74-0.703.8559048.800.0037.56—1.12 LNeutral
Short buildup8.19 L+1.86 L40.67-0.452.9560070.00+4.0040.00−7751.13 LNeutral
Short buildup1.49 L+16,27541.28-0.352.2061062.050.0035.07—7,750Neutral
Long unwinding1.22 L−4,65042.23-0.301.7062071.250.0032.24—9,300Neutral
Long unwinding82,150−6,20042.70-0.301.2563095.50+9.70—−4,65011,625Short covering
Long unwinding1.95 L−8,52544.67-0.151.1064092.000.00——73,625Neutral
Short buildup67,425+77549.25-0.100.50680·········
Neutral33,325—41.290.000.50720·········

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 4.56% (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.