LT option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 175
Spot
3,939.89
Future
3,934.80
Forward
3,932.32
PCR (OI)
1.02
Puts 52.15 L / Calls 50.99 L
PCR (volume)
0.62
Puts 37,454 / Calls 60,645
Max pain
3,900
strike with least total payout to holders
Highest OI
3,900 CE · 3,600 PE
ΔOI calls −2.27 L · puts +53,550
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 3,000 | 0.50 | -0.40 | 43.20 | −1,400 | 21,000 | Long unwinding | |||
| · | · | · | · | · | · | · | · | · | 3,100 | 0.95 | -0.25 | 41.38 | −2,100 | 8,400 | Long unwinding | |||
| Neutral | 175 | — | 62.77 | 0.00 | 664.00 | 3,200 | 1.30 | -0.75 | 37.92 | −13,475 | 50,225 | Long unwinding | ||||||
| Short covering | — | −175 | — | +245.00 | 670.00 | 3,250 | 1.20 | -0.85 | 35.02 | +525 | 18,025 | Short buildup | ||||||
| Neutral | 8,225 | — | 55.45 | 0.00 | 536.00 | 3,300 | 1.50 | -1.30 | 33.55 | −3,500 | 47,600 | Long unwinding | ||||||
| Neutral | 175 | — | — | +230.00 | 570.00 | 3,350 | 1.75 | -1.70 | 31.73 | −10,500 | 67,375 | Long unwinding | ||||||
| Short covering | 1,750 | −175 | 39.80 | +110.70 | 540.00 | 3,400 | 2.40 | -1.95 | 30.64 | −12,250 | 75,250 | Long unwinding | ||||||
| Neutral | 23,975 | — | — | +78.25 | 470.00 | 3,450 | 3.00 | -2.55 | 29.06 | +875 | 44,800 | Short buildup | ||||||
| Short covering | 42,000 | −6,650 | — | +63.60 | 428.00 | 3,500 | 4.00 | -3.30 | 27.78 | −4,025 | 3.93 L | Long unwinding | ||||||
| Short covering | 29,925 | −3,150 | — | +49.05 | 369.45 | 3,550 | 5.25 | -4.70 | 26.37 | −9,975 | 1.01 L | Long unwinding | ||||||
| Short covering | 1.91 L | −9,625 | 25.40 | +63.35 | 338.60 | 3,600 | 7.15 | -6.70 | 25.11 | +11,550 | 6.48 L | Short buildup | ||||||
| Neutral | 1.33 L | +175 | 24.82 | +65.60 | 292.60 | 3,650 | 9.85 | -9.25 | 23.90 | −29,925 | 2.05 L | Long unwinding | ||||||
| Short covering | 2.99 L | −1.15 L | 22.50 | +59.25 | 244.75 | 3,700 | 13.80 | -13.10 | 22.76 | +2,100 | 4.92 L | Neutral | ||||||
| Short covering | 1.27 L | −18,550 | 21.34 | +57.00 | 200.35 | 3,750 | 19.80 | -17.40 | 21.80 | +18,025 | 2.05 L | Short buildup | ||||||
| Short covering | 5.06 L | −71,225 | 20.37 | +49.35 | 158.70 | 3,800 | 27.75 | -24.15 | 20.68 | −25,900 | 5.63 L | Long unwinding | ||||||
| Short covering | 3.78 L | −1.07 L | 19.73 | +43.40 | 121.40 | 3,850 | 39.55 | -30.70 | 19.78 | −78,225 | 3.30 L | Long unwinding | ||||||
| Short covering | 8.89 L | −69,650 | 18.84 | +34.65 | 87.60 | 3,900 | 55.35 | -38.15 | 18.82 | +67,725 | 4.78 L | Short buildup | ||||||
| Long buildup | 5.72 L | +67,900 | 18.14 | +24.95 | 59.70 | 3,950 | 77.50 | -49.65 | 18.19 | +83,650 | 1.71 L | Short buildup | ||||||
| Long buildup | 7.27 L | +27,825 | 17.76 | +17.90 | 38.75 | 4,000 | 105.85 | -57.60 | 17.66 | +56,875 | 6.08 L | Short buildup | ||||||
| Short covering | 1.43 L | −3,150 | 17.67 | +11.55 | 24.25 | 4,050 | 141.50 | -66.35 | 17.67 | +9,800 | 31,850 | Short buildup | ||||||
| Long buildup | 3.29 L | +92,400 | 17.87 | +7.25 | 15.00 | 4,100 | 181.75 | -65.85 | 17.74 | −700 | 2.40 L | Neutral | ||||||
| Short covering | 58,450 | −12,250 | 18.24 | +4.20 | 9.25 | 4,150 | 418.35 | 0.00 | 17.11 | — | — | Neutral | ||||||
| Short covering | 3.12 L | −22,925 | 18.80 | +2.40 | 5.85 | 4,200 | 269.65 | -71.30 | 16.24 | −5,425 | 1.41 L | Long unwinding | ||||||
| Long buildup | 30,100 | +6,825 | 19.62 | +1.65 | 3.95 | 4,250 | 500.80 | 0.00 | — | — | — | Neutral | ||||||
| Long buildup | 1.27 L | +10,850 | 20.57 | +1.00 | 2.80 | 4,300 | 357.40 | -89.60 | — | +175 | 1.57 L | Neutral | ||||||
| Neutral | 3,675 | — | 25.83 | 0.00 | 1.75 | 4,350 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 1.68 L | +6,125 | 22.88 | +0.55 | 1.70 | 4,400 | 483.00 | -41.45 | 36.47 | −3,150 | 1.13 L | Long unwinding | ||||||
| — | — | 25.60 | — | 130.70 | 4,500 | 582.00 | — | 41.21 | +2,800 | 2,800 | ||||||||
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 6.42% (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.