haylaavo

LTF option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2250

Spot
251.46
Future
250.98
Forward
250.98
PCR (OI)
0.84
Puts 69,750 / Calls 83,250
PCR (volume)
1.75
Puts 7 / Calls 4
Max pain
250
strike with least total payout to holders
Highest OI
270 CE · 240 PE
ΔOI calls +— · puts +13,500
Open interest by strike
CallsPuts│ ATM┊ Max pain
014,62529,25020022023524,75025026529,250280
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——52.910.0075.402001.000.0033.90—4,500Neutral
Neutral——47.860.0066.552101.200.0033.64—2,250Neutral
Neutral——45.880.0033.602155.500.0033.56——Neutral
Neutral——44.200.0058.152202.35-2.2532.41—2,250Neutral
Neutral——42.850.0026.802258.550.0033.24——Neutral
Neutral——41.740.0050.2523012.000.0033.05—4,500Neutral
Neutral——40.830.0020.902356.400.0032.85—2,250Neutral
Neutral2,250—40.090.0014.5024010.100.0032.63—24,750Neutral
Neutral——39.490.0015.9524517.500.0032.34——Neutral
Neutral18,000—39.000.0010.0025013.000.0032.01—11,250Neutral
Neutral——38.590.0011.9525523.400.0031.64——Neutral
Short buildup2,250+2,25029.67-22.607.9026017.00+1.4030.09+2,2502,250Long buildup
Neutral——37.960.008.8026530.100.0030.61——Neutral
Neutral29,250−4,50028.440.004.5027025.000.0029.91—4,500Neutral
Neutral——37.490.006.3527537.550.0028.98——Neutral
Long buildup4,500+2,25030.93+0.303.2528025.600.0027.79——Neutral
Neutral——37.020.0016.9029039.00+7.4020.57+11,25011,250Long buildup
Neutral27,000—36.820.001.40300·········

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.