haylaavo

LAURUSLABS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 425

Spot
2,347.99
Future
2,386.90
Forward
2,386.90
PCR (OI)
0.50
Puts 425 / Calls 850
PCR (volume)
—
Puts 1 / Calls —
Max pain
1,840
strike with least total payout to holders
Highest OI
2,400 CE · 1,840 PE
ΔOI calls +— · puts +425
Open interest by strike
CallsPuts│ ATM┊ Max pain
04258504251,8402,0402,1602,2808502,4002,5202,640
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.00366.151,84030.00-5.7547.70+425425Short buildup
Neutral——27.400.00306.451,92054.800.0032.99——Neutral
Neutral——29.470.00252.602,00079.700.0033.04——Neutral
Neutral——30.040.00228.102,04094.600.0033.07——Neutral
Neutral——30.460.00205.202,080111.100.0033.10——Neutral
Neutral——30.780.00183.952,120129.200.0033.13——Neutral
Neutral——31.020.00164.302,160148.950.0033.17——Neutral
Neutral——31.220.00146.202,200170.250.0033.20——Neutral
Neutral——31.380.00129.652,240193.100.0033.25——Neutral
Neutral——31.520.00114.602,280217.400.0033.29——Neutral
Neutral——31.630.00100.952,320243.100.0033.35——Neutral
Neutral——31.720.0088.602,360270.200.0033.41——Neutral
Neutral850—31.800.00110.502,400298.500.0033.47——Neutral
Neutral——31.860.0067.752,440328.100.0033.55——Neutral
Neutral——31.920.0059.002,480358.700.0033.63——Neutral
Neutral——31.970.0051.102,520390.200.0033.72——Neutral
Neutral——32.020.0044.202,560422.650.0033.83——Neutral
Neutral——32.060.0038.102,600456.000.0033.94——Neutral
Neutral——32.090.0032.802,640490.050.0034.08——Neutral
Neutral——32.120.0028.152,680524.750.0034.23——Neutral
——32.15—24.102,720560.10—34.40——

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 5.99% (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.