LT option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 175
Spot
3,939.89
Future
3,982.90
Forward
3,982.90
PCR (OI)
50.00
Puts 8,750 / Calls 175
PCR (volume)
—
Puts 5 / Calls —
Max pain
3,800
strike with least total payout to holders
Highest OI
3,900 CE · 3,800 PE
ΔOI calls +— · puts +525
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 30.69 | 0.00 | 552.60 | 3,200 | 38.10 | 0.00 | 24.53 | — | — | Neutral | ||||||
| Neutral | — | — | 27.77 | 0.00 | 400.25 | 3,400 | 82.65 | 0.00 | 24.48 | — | — | Neutral | ||||||
| Neutral | — | — | 26.94 | 0.00 | 333.75 | 3,500 | 114.60 | 0.00 | 24.45 | — | — | Neutral | ||||||
| Neutral | — | — | 26.38 | 0.00 | 274.65 | 3,600 | 153.95 | 0.00 | 24.42 | — | — | Neutral | ||||||
| Neutral | — | — | 26.00 | 0.00 | 222.90 | 3,700 | 59.75 | -24.05 | 22.45 | +525 | 2,625 | Short buildup | ||||||
| Neutral | — | — | 25.74 | 0.00 | 178.50 | 3,800 | 115.75 | 0.00 | 24.32 | — | 6,125 | Neutral | ||||||
| Neutral | 175 | — | 25.55 | 0.00 | 145.00 | 3,900 | 315.70 | 0.00 | 24.25 | — | — | Neutral | ||||||
| Neutral | — | — | 25.41 | 0.00 | 109.95 | 4,000 | 383.10 | 0.00 | 24.17 | — | — | Neutral | ||||||
| Neutral | — | — | 25.31 | 0.00 | 84.85 | 4,100 | 456.45 | 0.00 | 24.07 | — | — | Neutral | ||||||
| Neutral | — | — | 25.23 | 0.00 | 64.45 | 4,200 | 534.50 | 0.00 | 23.94 | — | — | Neutral | ||||||
| Neutral | — | — | 25.17 | 0.00 | 48.45 | 4,300 | 616.95 | 0.00 | 23.76 | — | — | Neutral | ||||||
| Neutral | — | — | 25.12 | 0.00 | 35.95 | 4,400 | 702.95 | 0.00 | 23.53 | — | — | 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 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.