LTM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 150
Spot
4,233.38
Future
4,220.10
Forward
4,220.10
PCR (OI)
5.50
Puts 1,650 / Calls 300
PCR (volume)
1.00
Puts 1 / Calls 1
Max pain
4,000
strike with least total payout to holders
Highest OI
4,400 CE · 3,800 PE
ΔOI calls +150 · puts +150
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 55.86 | 0.00 | 940.70 | 3,200 | 31.60 | 0.00 | 31.26 | — | — | Neutral | ||||||
| Neutral | — | — | 49.43 | 0.00 | 773.05 | 3,400 | 60.85 | 0.00 | 31.01 | — | — | Neutral | ||||||
| Neutral | — | — | 44.63 | 0.00 | 621.30 | 3,600 | 82.70 | 0.00 | 30.69 | — | 150 | Neutral | ||||||
| Neutral | — | — | 41.31 | 0.00 | 487.85 | 3,800 | 136.00 | 0.00 | 30.27 | — | 1,200 | Neutral | ||||||
| Neutral | — | — | 39.10 | 0.00 | 374.65 | 4,000 | 169.00 | 0.00 | 33.99 | +150 | 300 | Neutral | ||||||
| Neutral | — | — | 37.63 | 0.00 | 281.45 | 4,200 | 356.95 | 0.00 | 28.95 | — | — | Neutral | ||||||
| Neutral | 300 | +150 | 31.87 | 0.00 | 180.00 | 4,400 | 479.45 | 0.00 | 27.84 | — | — | Neutral | ||||||
| Neutral | — | — | 35.95 | 0.00 | 149.40 | 4,600 | 618.70 | 0.00 | 26.11 | — | — | Neutral | ||||||
| Neutral | — | — | 35.45 | 0.00 | 106.00 | 4,800 | 772.20 | 0.00 | 22.89 | — | — | Neutral | ||||||
| — | — | 34.80 | — | 50.70 | 5,200 | 1,110.70 | — | — | — | — | ||||||||
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.