LTF option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 2250
Spot
251.46
Future
251.93
Forward
251.82
PCR (OI)
0.70
Puts 1.05 Cr / Calls 1.49 Cr
PCR (volume)
0.47
Puts 2,245 / Calls 4,744
Max pain
245
strike with least total payout to holders
Highest OI
250 CE · 240 PE
ΔOI calls −49,500 · puts −58,500
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 2,250 | — | 55.23 | 0.00 | 39.45 | 200 | 0.20 | -0.15 | 47.37 | +4,500 | 1.42 L | Short buildup | ||||||
| Neutral | — | — | 46.73 | 0.00 | 89.50 | 210 | 0.34 | -0.26 | 42.29 | +13,500 | 4.95 L | Short buildup | ||||||
| Neutral | — | — | 43.61 | 0.00 | 59.25 | 215 | 0.38 | -0.42 | 38.49 | +1.24 L | 2.48 L | Short buildup | ||||||
| Neutral | 33,750 | — | 41.12 | 0.00 | 27.50 | 220 | 0.59 | -0.56 | 37.15 | −1.15 L | 3.76 L | Long unwinding | ||||||
| Long buildup | 38,250 | +6,750 | 42.71 | +0.05 | 28.40 | 225 | 0.86 | -0.79 | 35.33 | −94,500 | 1.62 L | Long unwinding | ||||||
| Long buildup | 5.36 L | +36,000 | 32.51 | +4.83 | 22.88 | 230 | 1.29 | -1.21 | 33.82 | −56,250 | 5.49 L | Long unwinding | ||||||
| Short covering | 4.41 L | −9,000 | 32.83 | +3.26 | 18.76 | 235 | 1.94 | -1.76 | 32.47 | −85,500 | 10.98 L | Long unwinding | ||||||
| Long buildup | 14.51 L | +22,500 | 31.70 | +3.41 | 14.76 | 240 | 2.98 | -2.27 | 31.70 | −85,500 | 25.90 L | Long unwinding | ||||||
| Short covering | 15.21 L | −1.89 L | 30.97 | +2.58 | 11.23 | 245 | 4.44 | -2.96 | 31.00 | −13,500 | 17.39 L | Neutral | ||||||
| Short covering | 34.49 L | −74,250 | 30.59 | +2.11 | 8.26 | 250 | 6.41 | -3.54 | 30.43 | +1.44 L | 12.24 L | Short buildup | ||||||
| Neutral | 7.04 L | +6,750 | 30.32 | +1.50 | 5.85 | 255 | 8.99 | -4.31 | 30.19 | +92,250 | 2.68 L | Short buildup | ||||||
| Short covering | 21.80 L | −49,500 | 30.34 | +1.08 | 4.03 | 260 | 12.26 | -3.59 | 30.68 | +20,250 | 3.02 L | Short buildup | ||||||
| Long buildup | 4.79 L | +83,250 | 30.59 | +0.67 | 2.72 | 265 | 15.70 | 0.00 | 33.49 | — | 24,750 | Neutral | ||||||
| Short covering | 7.42 L | −65,250 | 31.19 | +0.44 | 1.84 | 270 | 20.51 | -5.69 | 34.46 | −4,500 | 3.17 L | Long unwinding | ||||||
| Short covering | 3.31 L | −65,250 | 31.87 | +0.19 | 1.24 | 275 | 24.84 | -6.16 | 35.45 | +9,000 | 42,750 | Short buildup | ||||||
| Long buildup | 13.39 L | +60,750 | 32.76 | +0.10 | 0.85 | 280 | 29.59 | -4.16 | 38.35 | −2,250 | 3.17 L | Neutral | ||||||
| Long buildup | 1.10 L | +40,500 | 33.72 | +0.09 | 0.59 | 285 | 33.72 | -11.18 | 34.44 | +2,250 | 24,750 | Short buildup | ||||||
| Long buildup | 3.35 L | +1.33 L | 35.28 | +0.05 | 0.45 | 290 | 38.92 | -4.58 | 40.64 | −2,250 | 1.10 L | Long unwinding | ||||||
| Neutral | 4,500 | — | 35.41 | 0.00 | 0.40 | 295 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 8.73 L | +13,500 | 38.67 | +0.04 | 0.29 | 300 | 48.00 | -5.00 | — | +2,250 | 2.18 L | Short buildup | ||||||
| Neutral | 87,750 | — | 35.72 | 0.00 | 0.20 | 310 | 58.93 | +1.48 | 55.48 | −11,250 | 2.29 L | Short covering | ||||||
| Neutral | 2.45 L | — | 35.96 | 0.00 | 0.15 | 320 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 2,250 | — | 37.61 | 0.00 | 0.20 | 330 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 27,000 | — | 41.34 | 0.00 | 0.20 | 340 | · | · | · | · | · | · | · | · | · | |||
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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.