haylaavo

LUPIN option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 425

Spot
1,996.50
Future
2,023.10
Forward
2,023.10
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.511,6801,8001,8801,9602,0402,1202,2002,320
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——23.850.00309.851,68011.900.0022.23——Neutral
Neutral——22.900.00243.451,76024.250.0022.23——Neutral
Neutral——22.680.00212.951,80033.200.0022.23——Neutral
Neutral——22.540.00184.551,84044.150.0022.24——Neutral
Neutral——22.450.00158.501,88057.500.0022.25——Neutral
Neutral——22.380.00134.801,92073.200.0022.26——Neutral
Neutral——22.340.00113.601,96091.300.0022.27——Neutral
Neutral——22.310.0094.752,000111.900.0022.29——Neutral
Neutral——22.290.0078.302,040134.800.0022.31——Neutral
Neutral——22.270.0064.102,080159.950.0022.33——Neutral
Neutral——22.260.0051.952,120187.250.0022.37——Neutral
Neutral——22.250.0041.852,160216.500.0022.42——Neutral
Neutral——22.240.0033.252,200247.300.0022.49——Neutral
Neutral——22.240.0026.252,240279.700.0022.58——Neutral
Neutral——22.230.0015.952,320348.100.0022.88——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.