haylaavo

LICHSGFIN option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1000

Spot
495.30
Future
499.10
Forward
499.10
PCR (OI)
0.56
Puts 60.83 L / Calls 1.09 Cr
PCR (volume)
0.46
Puts 7,520 / Calls 16,338
Max pain
510
strike with least total payout to holders
Highest OI
530 CE · 480 PE
ΔOI calls +14.30 L · puts +4.62 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
015.2 L30.3 L42044546510.4 L48550552530.3 L545565
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.00142.354100.200.0029.91——Neutral
Neutral———0.0096.004200.55-0.5539.08−1,00048,000Long unwinding
Neutral———0.00122.904300.65-0.8035.65−12,00046,000Long unwinding
·········4351.00-0.8036.40+1,0009,000Short buildup
Neutral———0.0079.354400.95-1.2533.59+4,00063,000Short buildup
Neutral———0.00108.604451.150.0029.96——Neutral
Neutral11,000——0.0054.104501.50-1.6032.08−29,0001.03 LLong unwinding
Short buildup1,000+1,000—-55.6043.654551.85-1.8531.20−34,00063,000Long unwinding
Short buildup17,000+16,00029.94-18.8541.154602.30-2.0030.40−11,0001.29 LLong unwinding
Neutral——21.150.0090.154652.85-2.3029.58−37,00063,000Long unwinding
Neutral21,000—23.150.0040.204703.55-2.5028.84+40,0005.40 LShort buildup
Short buildup28,000+12,00028.47-1.2528.554754.45-2.8528.22−21,00076,000Long unwinding
Short buildup49,000+31,00027.55-13.4524.554805.50-3.0027.50−25,00010.38 LLong unwinding
Neutral3,000—25.770.0029.204856.85-3.0526.97+54,00089,000Short buildup
Short buildup1.80 L+21,00026.40-2.1017.504908.45-3.4026.43+20,0005.57 LShort buildup
Short buildup1.75 L+1.74 L25.85-5.6014.4049510.35-3.0525.92+78,0001.83 LShort buildup
Short buildup10.52 L+3.52 L25.50-3.1011.7050012.60-3.2025.50+1.29 L9.03 LShort buildup
Short buildup2.35 L+42,00025.10-2.709.3050515.15-3.0525.03+1.35 L1.73 LShort buildup
Short buildup8.26 L+75,00024.85-2.007.3051018.00-2.9024.49+1.17 L3.27 LShort buildup
Short buildup1.73 L+28,00024.81-1.905.7051521.45-3.0524.58—42,000Neutral
Short buildup16.60 L+3.61 L24.96-1.804.4552025.30-2.5025.01+43,0002.19 LShort buildup
Short buildup2.82 L+96,00025.00-1.603.4052528.85+7.9023.92+4,00059,000Long buildup
Short buildup30.34 L+42,00025.17-1.252.6053033.15-1.1524.33—8.73 LNeutral
Long unwinding1.18 L−27,00025.65-1.102.0553540.850.0034.64—11,000Neutral
Short buildup7.05 L+24,00026.28-0.801.6554042.20+0.9025.32—3.12 LNeutral
Short buildup1.34 L+78,00027.00-0.701.3554532.350.0036.41—1,000Neutral
Short buildup8.99 L+2.42 L27.65-0.601.1055046.050.0037.44—71,000Neutral
Long unwinding1.14 L−44,00027.96-0.550.8555540.600.0038.63—1,000Neutral
Short buildup7.08 L+53,00029.41-0.450.8056051.000.0039.90—31,000Neutral
Long unwinding39,000−50,00031.18-0.150.8056534.250.0041.29——Neutral
Long unwinding49,000−49,00031.16-0.350.6057059.000.0042.75—3,000Neutral
Neutral23,000—28.410.000.95575·········
Long unwinding1.95 L−36,00033.33-0.200.5058078.000.0045.91—4,000Neutral
Neutral2,000—28.610.000.9559082.800.0049.24—16,000Neutral
Long unwinding1.57 L−10,00038.01-0.150.40600100.00+2.35—+7,00028,000Long buildup
Long unwinding10,000−2,00040.74-0.250.25620105.000.0059.30—2,000Neutral

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 6.08% (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.