haylaavo

LICHSGFIN option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1000

Spot
495.30
Future
502.10
Forward
502.10
PCR (OI)
0.14
Puts 6,000 / Calls 44,000
PCR (volume)
0.07
Puts 3 / Calls 43
Max pain
500
strike with least total payout to holders
Highest OI
540 CE · 470 PE
ΔOI calls +41,000 · puts +2,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
020,50041,0004104454652,00048550552541,000545565
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
————145.454100.95—29.62——
Neutral———0.00136.054201.400.0029.66——Neutral
Neutral——16.350.00126.754301.950.0029.73——Neutral
Neutral——22.750.00117.654402.700.0029.79——Neutral
——23.88—75.254455.45—29.84——
Neutral——24.690.00108.804503.700.0029.86——Neutral
Neutral——25.280.0067.254557.350.0029.90——Neutral
Neutral——25.760.00100.204604.950.0029.96——Neutral
Neutral——26.130.0059.704659.650.0030.01——Neutral
Neutral——26.450.0091.854708.00-0.5026.38+1,0002,000Short buildup
Neutral——26.700.0052.6047512.450.0030.12——Neutral
Neutral——26.920.0083.854808.300.0030.18——Neutral
Neutral——27.120.0046.0048515.750.0030.25——Neutral
Neutral——27.260.0076.2049010.500.0030.31——Neutral
Neutral——27.410.0039.9549519.600.0030.40——Neutral
Short buildup3,000+2,00027.61-7.3522.6550020.40+2.9027.39+1,0002,000Long buildup
Neutral——27.640.0034.4550524.000.0030.59——Neutral
Neutral——27.730.0062.0551016.100.0030.69——Neutral
Neutral——27.810.0029.5051528.950.0030.81——Neutral
Neutral——27.900.0016.9552019.500.0030.94——Neutral
Neutral——27.960.0025.1052534.400.0031.07——Neutral
Neutral——28.020.0049.6553020.100.0031.24—1,000Neutral
Neutral——28.070.0021.1553540.350.0031.41——Neutral
Short buildup41,000+39,00029.59-0.159.8054024.550.0031.60—1,000Neutral
Neutral——28.170.0017.7054546.800.0031.81——Neutral
Neutral——28.210.0038.9555032.400.0032.03——Neutral
Neutral——28.260.0014.7555553.750.0032.28——Neutral
Neutral——28.280.0034.3056037.550.0032.56——Neutral
Neutral——28.310.0012.2056561.100.0032.87——Neutral
Neutral——28.360.0030.0557043.200.0033.20——Neutral
Neutral——28.410.0026.2058049.200.0033.96——Neutral
Neutral——28.430.0022.7559055.600.0034.85——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 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.