haylaavo

LODHA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 625

Spot
1,002.80
Future
1,010.90
Forward
1,010.90
PCR (OI)
3.00
Puts 7,500 / Calls 2,500
PCR (volume)
5.00
Puts 10 / Calls 2
Max pain
1,200
strike with least total payout to holders
Highest OI
1,120 CE · 1,200 PE
ΔOI calls +625 · puts +6,250
Open interest by strike
CallsPuts│ ATM┊ Max pain
03,1256,2508409209801,0401,1001,2501,1606,250
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——40.770.00291.2084012.300.0039.82——Neutral
Neutral——40.540.00258.0588018.550.0039.80——Neutral
Neutral——40.470.00149.5090029.350.0039.78——Neutral
Neutral——40.400.00226.8592026.800.0039.76——Neutral
Neutral——40.350.00123.0594042.450.0039.74——Neutral
Neutral——40.310.00197.9596037.250.0039.72——Neutral
Neutral——40.280.0099.9098058.850.0039.69——Neutral
Neutral625—40.250.0068.001,00053.000.0039.66—625Neutral
Neutral——40.220.0079.951,02046.000.0039.62—625Neutral
Neutral——40.200.00147.151,04065.300.0039.59——Neutral
Neutral——40.190.0063.101,060101.250.0039.53——Neutral
Neutral——40.170.00125.501,08083.050.0039.48——Neutral
Neutral——40.160.0049.201,100126.900.0039.41——Neutral
Short buildup1,250+62537.00-0.8022.001,120103.300.0039.33——Neutral
Neutral——40.140.0037.901,140155.150.0039.24——Neutral
Neutral625—40.130.0016.101,160125.800.0039.12——Neutral
Neutral——40.110.0074.751,200193.00+42.4531.63+6,2506,250Long buildup

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