haylaavo

MARICO option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1200

Spot
798.55
Future
802.60
Forward
802.36
PCR (OI)
0.72
Puts 44.02 L / Calls 61.43 L
PCR (volume)
0.60
Puts 18,326 / Calls 30,774
Max pain
800
strike with least total payout to holders
Highest OI
800 CE · 780 PE
ΔOI calls +39.95 L · puts +25.61 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
05.6 L11.3 L6407007407.7 L78011.3 L820860920
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.00217.156400.150.0029.61——Neutral
Neutral———0.00197.656600.65+0.3041.22+33,60033,600Long buildup
Neutral———0.00178.306800.80-0.1037.06+27,6001.46 LShort buildup
Neutral———0.00105.256900.95-0.0535.38+15,60074,400Short buildup
Neutral———0.00159.257001.05-0.2033.19+3.13 L3.90 LShort buildup
Neutral1,200——0.0073.957101.45-0.0532.42+13,20038,400Short buildup
Neutral1,200——0.0065.157201.85-0.0531.11+9,60090,000Short buildup
Neutral1,200——0.0056.707302.45-0.2030.07+57,6001.27 LShort buildup
Neutral10,800——0.0043.207403.25-0.1529.05+58,8001.66 LShort buildup
Neutral22,800—13.900.0056.807504.50-0.1528.47+43,2003.97 LShort buildup
Neutral38,400—16.910.0048.657606.00-0.2027.62+1.64 L2.75 LShort buildup
Short covering1.80 L−10,80026.83+0.2540.257708.05-0.3026.95+38,4002.51 LShort buildup
Short buildup2.59 L+1.40 L26.71-0.2533.2578011.500.0027.51+6.29 L7.73 LNeutral
Long buildup3.73 L+2.70 L27.12+0.3027.3579015.05+0.0527.15+5.21 L5.90 LLong buildup
Short buildup11.28 L+7.51 L26.68-0.2521.6080018.70-0.8525.96+2.50 L5.33 LShort buildup
Short buildup4.03 L+3.29 L26.69-0.2016.9581024.25-0.5026.27+1.26 L1.49 LShort buildup
Short buildup6.77 L+4.55 L26.29-0.6512.7582030.35-14.3526.29+1.57 L1.62 LShort buildup
Short buildup4.79 L+3.47 L26.25-0.559.5583037.75-17.1027.18+90,00094,800Short buildup
Short buildup3.34 L+2.18 L26.55-0.457.2084045.10-0.7527.12+9,60045,600Short buildup
Short buildup6.42 L+5.36 L26.72-0.455.3085076.900.0022.30—9,600Neutral
Short buildup4.02 L+1.13 L26.90-0.453.8586059.80-21.8523.07+3,60032,400Short buildup
Short buildup1.22 L+67,20027.59-0.202.9587090.200.0024.17—2,400Neutral
Short buildup1.98 L+1.06 L28.07-0.152.2088099.700.0025.51—2,400Neutral
Short buildup7.24 L+5.81 L29.64-0.101.35900118.950.0028.84—16,800Neutral
Short buildup1.46 L+92,40031.19-0.050.85920137.800.0032.58—2,400Neutral

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 4.35% (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.