haylaavo

LODHA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 625

Spot
1,002.80
Future
999.00
Forward
999.00
PCR (OI)
0.00
Puts — / Calls 625
PCR (volume)
—
Puts — / Calls —
Max pain
880
strike with least total payout to holders
Highest OI
1,200 CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
0312.56258809601,0401,1206251,200
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——48.810.00177.9588034.000.0037.38——Neutral
Neutral——47.090.00151.5592046.950.0036.98——Neutral
Neutral——45.820.00127.8596062.650.0036.49——Neutral
Neutral——44.870.00106.951,00081.100.0035.88——Neutral
Neutral——44.160.0088.701,040102.250.0035.10——Neutral
Neutral——43.610.0072.951,080125.900.0034.06——Neutral
Neutral——43.190.0059.551,120151.850.0032.64——Neutral
Neutral——42.840.0048.301,160179.950.0030.55——Neutral
Neutral625—42.560.0022.551,200210.000.0026.88——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 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.