LUPIN option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 425
Spot
1,996.50
Future
2,018.60
Forward
2,018.60
PCR (OI)
0.03
Puts 425 / Calls 12,325
PCR (volume)
0.28
Puts 11 / Calls 40
Max pain
2,000
strike with least total payout to holders
Highest OI
2,200 CE · 2,000 PE
ΔOI calls +9,775 · puts +425
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 439.60 | 1,640 | 3.45 | 0.00 | 22.41 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 402.20 | 1,680 | 5.45 | 0.00 | 22.44 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 365.60 | 1,720 | 8.30 | 0.00 | 22.44 | — | — | Neutral | ||||||
| Neutral | — | — | 17.22 | 0.00 | 330.10 | 1,760 | 12.20 | 0.00 | 22.48 | — | — | Neutral | ||||||
| Neutral | — | — | 18.66 | 0.00 | 210.60 | 1,780 | 19.30 | 0.00 | 22.49 | — | — | Neutral | ||||||
| Neutral | — | — | 19.47 | 0.00 | 295.90 | 1,800 | 17.45 | 0.00 | 22.51 | — | — | Neutral | ||||||
| Neutral | — | — | 20.01 | 0.00 | 179.70 | 1,820 | 27.95 | 0.00 | 22.53 | — | — | Neutral | ||||||
| Neutral | — | — | 20.39 | 0.00 | 263.25 | 1,840 | 24.20 | 0.00 | 22.55 | — | — | Neutral | ||||||
| Neutral | — | — | 20.67 | 0.00 | 151.20 | 1,860 | 39.05 | 0.00 | 22.57 | — | — | Neutral | ||||||
| Neutral | — | — | 20.89 | 0.00 | 232.35 | 1,880 | 32.70 | 0.00 | 22.60 | — | — | Neutral | ||||||
| Neutral | — | — | 21.07 | 0.00 | 125.50 | 1,900 | 52.95 | 0.00 | 22.63 | — | — | Neutral | ||||||
| Neutral | — | — | 21.20 | 0.00 | 203.45 | 1,920 | 43.25 | 0.00 | 22.66 | — | — | Neutral | ||||||
| Neutral | — | — | 21.32 | 0.00 | 102.70 | 1,940 | 69.70 | 0.00 | 22.70 | — | — | Neutral | ||||||
| Neutral | — | — | 21.41 | 0.00 | 176.60 | 1,960 | 55.75 | 0.00 | 22.74 | — | — | Neutral | ||||||
| Neutral | — | — | 21.49 | 0.00 | 82.80 | 1,980 | 89.35 | 0.00 | 22.79 | — | — | Neutral | ||||||
| Neutral | 1,275 | — | 21.55 | 0.00 | 80.00 | 2,000 | 75.45 | +4.85 | 26.95 | +425 | 425 | Long buildup | ||||||
| Neutral | — | — | 21.61 | 0.00 | 65.80 | 2,020 | 111.90 | 0.00 | 22.90 | — | — | Neutral | ||||||
| Neutral | — | — | 21.66 | 0.00 | 129.75 | 2,040 | 87.75 | 0.00 | 22.97 | — | — | Neutral | ||||||
| Neutral | — | — | 21.70 | 0.00 | 51.50 | 2,060 | 137.20 | 0.00 | 23.05 | — | — | Neutral | ||||||
| Neutral | 425 | — | 21.74 | 0.00 | 46.40 | 2,080 | 107.20 | 0.00 | 23.14 | — | — | Neutral | ||||||
| Long buildup | 425 | +425 | 25.05 | +6.70 | 46.45 | 2,100 | 165.00 | 0.00 | 23.25 | — | — | Neutral | ||||||
| Neutral | 425 | — | 21.80 | 0.00 | 35.00 | 2,120 | 128.90 | 0.00 | 23.36 | — | — | Neutral | ||||||
| Neutral | — | — | 21.82 | 0.00 | 30.25 | 2,140 | 195.05 | 0.00 | 23.50 | — | — | Neutral | ||||||
| Neutral | — | — | 21.85 | 0.00 | 76.60 | 2,160 | 152.85 | 0.00 | 23.66 | — | — | Neutral | ||||||
| Neutral | — | — | 21.87 | 0.00 | 22.70 | 2,180 | 227.05 | 0.00 | 23.85 | — | — | Neutral | ||||||
| Short buildup | 9,775 | +9,350 | 25.50 | -1.60 | 22.90 | 2,200 | 178.80 | 0.00 | 24.06 | — | — | Neutral | ||||||
| — | — | 21.90 | — | 16.75 | 2,220 | 260.70 | — | 24.31 | — | — | ||||||||
| Neutral | — | — | 21.92 | 0.00 | 51.65 | 2,240 | 206.70 | 0.00 | 24.59 | — | — | Neutral | ||||||
| Neutral | — | — | 21.94 | 0.00 | 42.00 | 2,280 | 236.50 | 0.00 | 25.29 | — | — | Neutral | ||||||
| Neutral | — | — | 21.97 | 0.00 | 33.75 | 2,320 | 267.65 | 0.00 | 26.19 | — | — | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.