LODHA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 625
Spot
1,002.80
Future
1,006.10
Forward
1,005.57
PCR (OI)
0.58
Puts 15.01 L / Calls 25.76 L
PCR (volume)
0.63
Puts 12,329 / Calls 19,443
Max pain
1,000
strike with least total payout to holders
Highest OI
1,100 CE · 1,000 PE
ΔOI calls +9.77 L · puts +3.39 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 800 | 1.05 | -0.55 | 49.16 | +1,250 | 3,750 | Short buildup | |||
| · | · | · | · | · | · | · | · | · | 820 | 1.15 | +0.10 | 45.29 | +14,375 | 14,375 | Long buildup | |||
| Neutral | — | — | 42.62 | 0.00 | 375.50 | 840 | 1.70 | -0.10 | 43.77 | +2,500 | 40,625 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 860 | 2.75 | +0.35 | 43.18 | +10,000 | 23,750 | Long buildup | |||
| Short buildup | 2,500 | +2,500 | 38.18 | -291.30 | 128.00 | 880 | 3.75 | +0.45 | 41.09 | +8,750 | 1.03 L | Long buildup | ||||||
| Neutral | — | — | 40.89 | 0.00 | 225.70 | 900 | 5.85 | +1.35 | 40.58 | −24,375 | 1.11 L | Short covering | ||||||
| Neutral | 1,250 | — | 40.66 | 0.00 | 103.00 | 920 | 8.35 | +1.80 | 39.26 | +39,375 | 86,250 | Long buildup | ||||||
| Neutral | 3,125 | — | 40.51 | 0.00 | 66.10 | 940 | 11.70 | +2.30 | 37.87 | +22,500 | 91,250 | Long buildup | ||||||
| Short buildup | 38,750 | +3,750 | 37.56 | -21.50 | 62.50 | 960 | 17.15 | +4.70 | 37.68 | +62,500 | 1.71 L | Long buildup | ||||||
| Short buildup | 60,000 | +33,750 | 37.21 | -32.10 | 49.45 | 980 | 23.95 | +6.80 | 37.21 | +26,875 | 1.18 L | Long buildup | ||||||
| Short buildup | 3.74 L | +1.99 L | 36.96 | -28.50 | 38.20 | 1,000 | 32.60 | +9.40 | 36.91 | +75,000 | 2.64 L | Long buildup | ||||||
| Short buildup | 3.11 L | +2.01 L | 36.67 | -25.20 | 28.70 | 1,020 | 43.65 | +13.70 | 37.26 | +1.01 L | 1.55 L | Long buildup | ||||||
| Short buildup | 3.86 L | +1.86 L | 36.56 | -21.10 | 21.10 | 1,040 | 55.30 | +16.95 | 36.41 | −6,250 | 1.46 L | Short covering | ||||||
| Short buildup | 1.79 L | +31,875 | 36.87 | -17.10 | 15.45 | 1,060 | 71.50 | +24.15 | 39.00 | +1,250 | 30,625 | Long buildup | ||||||
| Short buildup | 1.31 L | +52,500 | 37.08 | -13.60 | 11.05 | 1,080 | 83.15 | +23.85 | 34.05 | +1,250 | 43,750 | Long buildup | ||||||
| Short buildup | 3.92 L | +1.83 L | 37.19 | -10.45 | 7.70 | 1,100 | 102.90 | +27.05 | 38.86 | −1,250 | 21,250 | Short covering | ||||||
| Short buildup | 71,250 | +31,250 | 38.09 | -7.85 | 5.65 | 1,120 | 119.00 | +14.00 | 36.53 | +1,250 | 7,500 | Long buildup | ||||||
| Short buildup | 78,750 | +24,375 | 38.24 | -6.05 | 3.85 | 1,140 | 143.20 | +5.20 | 48.96 | +625 | 5,625 | Long buildup | ||||||
| Short buildup | 2.05 L | +13,125 | 39.09 | -4.35 | 2.80 | 1,160 | 152.00 | 0.00 | 38.13 | — | 7,500 | Neutral | ||||||
| Long unwinding | 49,375 | −25,000 | 40.34 | -3.15 | 2.15 | 1,180 | · | · | · | · | · | · | · | · | · | |||
| Short buildup | 1.96 L | +38,125 | 41.94 | -2.15 | 1.75 | 1,200 | 189.00 | +33.50 | — | — | 31,250 | Neutral | ||||||
| Short buildup | 30,000 | +2,500 | 43.03 | -1.60 | 1.35 | 1,220 | 210.00 | 0.00 | 32.93 | — | 2,500 | Neutral | ||||||
| Short buildup | 50,000 | +1,250 | 44.09 | -1.25 | 1.05 | 1,240 | 230.00 | 0.00 | — | — | 1,250 | Neutral | ||||||
| Long unwinding | 16,250 | −2,500 | 46.18 | -0.85 | 0.65 | 1,280 | 272.00 | +54.00 | — | +1,875 | 22,500 | Long buildup | ||||||
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 4.83% (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.