LTM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 150
Spot
4,233.38
Future
4,221.10
Forward
4,221.10
PCR (OI)
0.88
Puts 21,600 / Calls 24,600
PCR (volume)
0.50
Puts 9 / Calls 18
Max pain
4,000
strike with least total payout to holders
Highest OI
4,000 CE · 4,000 PE
ΔOI calls +1,050 · puts +900
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 3,000 | — | 51.92 | 0.00 | 642.35 | 3,400 | 28.50 | 0.00 | 31.38 | — | 150 | Neutral | ||||||
| Neutral | — | — | 45.57 | 0.00 | 524.70 | 3,600 | 66.00 | 0.00 | 31.09 | — | 1,650 | Neutral | ||||||
| Neutral | 150 | — | 43.19 | 0.00 | 413.70 | 3,700 | 49.90 | 0.00 | 30.91 | — | 900 | Neutral | ||||||
| Neutral | 150 | — | 41.29 | 0.00 | 334.05 | 3,800 | 68.10 | 0.00 | 30.71 | — | 3,600 | Neutral | ||||||
| Neutral | 150 | — | 39.79 | 0.00 | 285.15 | 3,900 | 92.35 | 0.00 | 30.46 | — | 150 | Neutral | ||||||
| Neutral | 7,050 | — | 38.62 | 0.00 | 261.40 | 4,000 | 111.65 | +0.75 | 31.58 | +900 | 6,750 | Long buildup | ||||||
| Neutral | — | — | 37.71 | 0.00 | 265.45 | 4,100 | 213.90 | 0.00 | 29.81 | — | 1,050 | Neutral | ||||||
| Neutral | 4,200 | — | 37.00 | 0.00 | 165.60 | 4,200 | 188.95 | 0.00 | 29.38 | — | 6,300 | Neutral | ||||||
| Short buildup | 2,250 | +1,050 | 26.76 | -43.20 | 141.65 | 4,300 | 319.20 | 0.00 | 28.83 | — | 450 | Neutral | ||||||
| Neutral | 150 | — | 35.99 | 0.00 | 138.65 | 4,400 | 384.05 | 0.00 | 28.13 | — | 300 | Neutral | ||||||
| Neutral | 300 | — | 35.62 | 0.00 | 100.60 | 4,500 | 386.00 | 0.00 | 27.20 | — | 150 | Neutral | ||||||
| Long unwinding | 4,350 | −150 | 32.99 | -0.10 | 87.00 | 4,600 | 709.10 | 0.00 | 25.91 | — | — | Neutral | ||||||
| Long buildup | 1,950 | +150 | 34.97 | +4.15 | 58.50 | 4,800 | 645.00 | 0.00 | 20.17 | — | 150 | Neutral | ||||||
| Neutral | 900 | — | 34.31 | 0.00 | 20.00 | 5,200 | · | · | · | · | · | · | · | · | · | |||
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.