LUPIN option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 425
Spot
1,996.50
Future
2,003.70
Forward
2,003.01
PCR (OI)
0.82
Puts 19.03 L / Calls 23.28 L
PCR (volume)
0.61
Puts 4,578 / Calls 7,481
Max pain
2,000
strike with least total payout to holders
Highest OI
2,000 CE · 2,000 PE
ΔOI calls +2.66 L · puts +2.89 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,600 | 1.05 | 0.00 | 43.58 | −5,100 | 15,725 | Neutral | |||
| Neutral | 1,700 | — | 35.36 | 0.00 | 358.25 | 1,640 | 1.50 | 0.00 | 24.66 | — | 425 | Neutral | ||||||
| Neutral | — | — | 31.27 | 0.00 | 522.55 | 1,680 | 1.70 | -0.05 | 37.99 | −2,975 | 91,375 | Long unwinding | ||||||
| Neutral | — | — | 27.61 | 0.00 | 484.35 | 1,720 | 2.50 | +0.30 | 36.02 | +425 | 34,850 | Long buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,740 | 2.25 | -0.60 | 33.09 | −425 | 4,675 | Long unwinding | |||
| Neutral | — | — | 24.86 | 0.00 | 446.75 | 1,760 | 4.25 | +0.60 | 35.11 | −2,550 | 34,850 | Short covering | ||||||
| Neutral | — | — | 23.99 | 0.00 | 294.15 | 1,780 | 5.15 | +0.80 | 34.15 | −425 | 1.13 L | Neutral | ||||||
| Long buildup | 2,550 | +2,125 | 58.36 | +16.00 | 236.00 | 1,800 | 6.10 | +0.15 | 32.98 | −8,500 | 1.26 L | Short covering | ||||||
| Neutral | — | — | 22.96 | 0.00 | 258.35 | 1,820 | 7.70 | +0.05 | 32.35 | +8,075 | 23,375 | Long buildup | ||||||
| Neutral | — | — | 22.71 | 0.00 | 373.90 | 1,840 | 9.95 | +0.20 | 32.00 | +21,250 | 69,275 | Long buildup | ||||||
| Neutral | 425 | — | 22.55 | 0.00 | 128.60 | 1,860 | 12.90 | +0.65 | 31.81 | +2,125 | 48,450 | Long buildup | ||||||
| Neutral | — | — | 22.45 | 0.00 | 339.05 | 1,880 | 16.00 | +0.85 | 31.21 | +5,100 | 50,150 | Long buildup | ||||||
| Neutral | 16,575 | — | 22.38 | 0.00 | 129.50 | 1,900 | 20.40 | +1.20 | 31.08 | +12,325 | 2.06 L | Long buildup | ||||||
| Neutral | 10,200 | — | 22.34 | 0.00 | 114.90 | 1,920 | 25.15 | +1.35 | 30.64 | +26,775 | 87,125 | Long buildup | ||||||
| Long unwinding | 67,150 | −2,125 | 28.86 | -8.30 | 91.25 | 1,940 | 31.60 | +2.60 | 30.68 | +28,900 | 95,625 | Long buildup | ||||||
| Short buildup | 1.25 L | +7,225 | 29.22 | -6.20 | 79.20 | 1,960 | 39.10 | +3.80 | 30.74 | +2,550 | 1.23 L | Long buildup | ||||||
| Neutral | 1.34 L | −850 | 29.65 | -5.20 | 68.45 | 1,980 | 46.90 | +4.30 | 30.38 | +6,800 | 1.04 L | Long buildup | ||||||
| Short buildup | 4.03 L | +7,650 | 29.76 | -4.30 | 58.25 | 2,000 | 55.25 | +3.95 | 29.76 | +36,550 | 2.20 L | Long buildup | ||||||
| Short buildup | 1.61 L | +28,900 | 30.65 | -1.80 | 50.65 | 2,020 | 64.40 | +3.35 | 28.98 | +17,000 | 1.23 L | Long buildup | ||||||
| Short buildup | 1.36 L | +85,000 | 29.62 | -3.15 | 40.50 | 2,040 | 76.25 | +4.80 | 29.04 | +1.22 L | 1.27 L | Long buildup | ||||||
| Short buildup | 71,825 | +5,100 | 29.53 | -2.70 | 33.20 | 2,060 | 83.75 | 0.00 | 22.21 | — | 3,825 | Neutral | ||||||
| Short buildup | 48,875 | +8,075 | 29.59 | -2.10 | 27.15 | 2,080 | 96.30 | 0.00 | 22.22 | — | 5,100 | Neutral | ||||||
| Short buildup | 3.45 L | +21,250 | 29.68 | -1.50 | 22.05 | 2,100 | 117.75 | +7.00 | 29.12 | +9,775 | 75,225 | Long buildup | ||||||
| Long unwinding | 24,650 | −4,250 | 29.52 | -1.20 | 17.40 | 2,120 | 191.00 | 0.00 | 22.24 | — | 1,275 | Neutral | ||||||
| Short buildup | 48,450 | +2,975 | 29.98 | -0.45 | 14.35 | 2,140 | 181.75 | 0.00 | 22.27 | — | 850 | Neutral | ||||||
| Long unwinding | 55,675 | −850 | 29.78 | -0.90 | 11.05 | 2,160 | 205.00 | 0.00 | 22.30 | — | 6,375 | Neutral | ||||||
| Short buildup | 60,775 | +16,150 | 29.94 | -0.70 | 8.75 | 2,180 | 217.00 | 0.00 | 22.36 | — | 2,125 | Neutral | ||||||
| Short buildup | 1.63 L | +68,425 | 30.58 | -0.15 | 7.30 | 2,200 | 196.95 | +6.10 | 19.48 | +9,350 | 56,525 | Long buildup | ||||||
| Short buildup | 1.14 L | +1,275 | 30.02 | -0.65 | 5.20 | 2,220 | 278.00 | 0.00 | 22.58 | — | 1,275 | Neutral | ||||||
| Short buildup | 2.18 L | +9,350 | 30.76 | -0.25 | 4.40 | 2,240 | 289.00 | 0.00 | 22.79 | — | 5,525 | Neutral | ||||||
| Short covering | 39,950 | −850 | 31.94 | +0.05 | 3.05 | 2,280 | 280.95 | 0.00 | 23.61 | — | 8,075 | Neutral | ||||||
| Neutral | 53,975 | +2,550 | 32.99 | 0.00 | 2.10 | 2,320 | 325.60 | 0.00 | 25.18 | — | 17,000 | Neutral | ||||||
| Long buildup | 12,750 | +425 | 35.02 | +0.15 | 1.75 | 2,360 | 359.00 | 0.00 | 27.44 | — | 21,250 | Neutral | ||||||
| Short buildup | 13,175 | +8,925 | 36.46 | -0.05 | 1.35 | 2,400 | · | · | · | · | · | · | · | · | · | |||
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 7.51% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.