LT option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 175
Spot
3,939.89
Future
3,959.80
Forward
3,959.55
PCR (OI)
1.53
Puts 1.24 L / Calls 81,025
PCR (volume)
1.29
Puts 430 / Calls 332
Max pain
3,900
strike with least total payout to holders
Highest OI
4,000 CE · 3,600 PE
ΔOI calls +22,750 · puts +17,850
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 | 6.00 | 0.00 | 24.38 | — | 1,225 | Neutral | |||
| Neutral | — | — | 37.76 | 0.00 | 626.75 | 3,200 | 25.00 | 0.00 | 24.36 | — | 3,500 | Neutral | ||||||
| Neutral | — | — | 34.39 | 0.00 | 544.20 | 3,300 | 9.10 | 0.00 | 24.31 | — | 2,450 | Neutral | ||||||
| Neutral | — | — | 31.68 | 0.00 | 467.05 | 3,400 | 8.60 | -6.45 | 24.45 | −1,050 | 15,925 | Long unwinding | ||||||
| Neutral | — | — | 30.59 | 0.00 | 326.45 | 3,450 | 74.00 | 0.00 | 24.22 | — | — | Neutral | ||||||
| Neutral | — | — | 29.68 | 0.00 | 395.95 | 3,500 | 14.45 | -8.75 | 23.42 | −700 | 12,775 | Long unwinding | ||||||
| Neutral | — | — | 28.92 | 0.00 | 261.35 | 3,550 | 107.80 | 0.00 | 24.14 | — | — | Neutral | ||||||
| Neutral | 525 | — | 28.29 | 0.00 | 195.00 | 3,600 | 26.20 | -13.15 | 23.11 | +2,450 | 31,150 | Short buildup | ||||||
| Neutral | — | — | 27.77 | 0.00 | 205.00 | 3,650 | 47.10 | 0.00 | 24.05 | — | 700 | Neutral | ||||||
| Short covering | 2,625 | −175 | 17.87 | +46.20 | 281.00 | 3,700 | 38.30 | -21.55 | 21.38 | +5,600 | 11,200 | Short buildup | ||||||
| Neutral | — | — | 27.01 | 0.00 | 157.45 | 3,750 | 201.75 | 0.00 | 23.93 | — | — | Neutral | ||||||
| Short covering | 7,000 | −175 | 20.44 | +42.05 | 218.40 | 3,800 | 60.75 | -32.55 | 20.50 | −5,250 | 23,450 | Long unwinding | ||||||
| Neutral | — | — | 26.49 | 0.00 | 118.45 | 3,850 | 261.65 | 0.00 | 23.78 | — | — | Neutral | ||||||
| Long buildup | 10,500 | +3,675 | 19.52 | +34.55 | 151.45 | 3,900 | 94.35 | -38.30 | 19.82 | +3,500 | 5,425 | Short buildup | ||||||
| Neutral | — | — | 26.14 | 0.00 | 87.25 | 3,950 | 329.35 | 0.00 | 23.58 | — | — | Neutral | ||||||
| Short covering | 30,975 | −525 | 18.85 | +26.05 | 98.10 | 4,000 | 138.15 | -51.85 | 18.85 | +5,600 | 7,875 | Short buildup | ||||||
| Long buildup | 350 | +350 | 20.95 | +27.95 | 91.00 | 4,050 | 404.10 | 0.00 | 23.31 | — | — | Neutral | ||||||
| Long buildup | 8,225 | +8,050 | 18.67 | +19.75 | 60.75 | 4,100 | 199.70 | -204.75 | 18.66 | +2,450 | 2,450 | Short buildup | ||||||
| Neutral | — | — | 25.70 | 0.00 | 44.65 | 4,150 | 484.60 | 0.00 | 22.93 | — | — | Neutral | ||||||
| Short buildup | 3,675 | +3,675 | 21.39 | -39.75 | 48.95 | 4,200 | 284.70 | -55.30 | 20.93 | +4,200 | 4,375 | Short buildup | ||||||
| Neutral | — | — | 25.56 | 0.00 | 31.00 | 4,250 | 569.90 | 0.00 | 22.37 | — | — | Neutral | ||||||
| Neutral | — | — | 25.51 | 0.00 | 68.20 | 4,300 | 556.10 | 0.00 | 21.98 | — | — | Neutral | ||||||
| Long buildup | 17,150 | +7,875 | 19.08 | +2.70 | 11.45 | 4,400 | 442.40 | -68.95 | 16.69 | +1,050 | 1,750 | Short buildup | ||||||
| — | — | 25.34 | — | 39.20 | 4,500 | 724.15 | — | 18.39 | — | — | ||||||||
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.