LTM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 150
Spot
4,233.38
Future
4,229.20
Forward
4,227.92
PCR (OI)
0.69
Puts 5.04 L / Calls 7.32 L
PCR (volume)
0.58
Puts 3,078 / Calls 5,321
Max pain
4,100
strike with least total payout to holders
Highest OI
4,300 CE · 4,000 PE
ΔOI calls +13,800 · puts −6,600
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 63.46 | 0.00 | 877.60 | 3,400 | 5.35 | -0.40 | 48.74 | −10,950 | 29,550 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 3,500 | 6.45 | -0.05 | 44.71 | −1,650 | 23,850 | Long unwinding | |||
| Neutral | 1,500 | — | 51.25 | 0.00 | 508.40 | 3,600 | 9.05 | +0.05 | 41.87 | −8,550 | 30,750 | Short covering | ||||||
| Long buildup | 14,700 | +1,200 | 53.70 | +144.20 | 565.65 | 3,700 | 13.25 | +0.20 | 39.35 | −2,100 | 19,200 | Short covering | ||||||
| Neutral | 19,800 | — | 42.28 | 0.00 | 445.45 | 3,800 | 21.20 | +1.40 | 37.75 | −2,250 | 33,750 | Short covering | ||||||
| Neutral | 18,450 | — | 39.45 | 0.00 | 386.00 | 3,900 | 32.65 | +0.95 | 35.90 | +6,150 | 50,400 | Long buildup | ||||||
| Long unwinding | 36,300 | −2,550 | 34.34 | -29.40 | 277.65 | 4,000 | 52.35 | +2.25 | 34.94 | +15,150 | 78,150 | Long buildup | ||||||
| Neutral | 1.06 L | −150 | 34.26 | -28.90 | 209.15 | 4,100 | 81.65 | +4.45 | 34.26 | −15,750 | 64,950 | Short covering | ||||||
| Long unwinding | 52,950 | −2,850 | 33.97 | -24.90 | 150.85 | 4,200 | 122.30 | +6.85 | 33.79 | +7,350 | 72,150 | Long buildup | ||||||
| Short buildup | 1.21 L | +40,650 | 34.05 | -21.15 | 105.45 | 4,300 | 177.15 | +11.75 | 34.01 | +5,250 | 28,950 | Long buildup | ||||||
| Long unwinding | 68,550 | −13,950 | 34.22 | -16.95 | 71.30 | 4,400 | 245.00 | +17.00 | 34.82 | +750 | 39,000 | Long buildup | ||||||
| Long unwinding | 1.18 L | −10,650 | 34.48 | -13.20 | 46.80 | 4,500 | 425.20 | 0.00 | 27.53 | — | 13,200 | Neutral | ||||||
| Short buildup | 48,900 | +2,250 | 34.98 | -8.95 | 30.40 | 4,600 | 350.00 | -55.70 | — | +150 | 5,700 | Short buildup | ||||||
| Long unwinding | 16,200 | −600 | 35.45 | -6.50 | 19.30 | 4,700 | 590.00 | 0.00 | — | — | 150 | Neutral | ||||||
| Short buildup | 81,600 | +900 | 36.19 | -3.95 | 12.45 | 4,800 | 500.00 | -68.50 | — | −150 | 9,600 | Long unwinding | ||||||
| Long unwinding | 28,200 | −450 | 38.33 | -1.60 | 5.65 | 5,000 | 921.85 | 0.00 | — | — | 4,200 | Neutral | ||||||
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.