haylaavo

MARICO option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1200

Spot
798.55
Future
810.10
Forward
810.10
PCR (OI)
—
Puts 1,200 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
780
strike with least total payout to holders
Highest OI
— CE · 780 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
06001,2006407007401,200780820860920
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.00147.206401.150.0020.05——Neutral
Neutral———0.00110.656804.000.0020.02——Neutral
Neutral——16.490.0093.657006.700.0020.02——Neutral
Neutral——18.150.0077.9072010.600.0020.03——Neutral
Neutral——18.810.0063.5574015.950.0020.04——Neutral
Neutral——19.170.0050.8576022.950.0020.07——Neutral
Neutral——19.370.0039.8578021.250.0020.09—1,200Neutral
Neutral——19.500.0030.6080042.100.0020.11——Neutral
Neutral——19.580.0023.0082054.200.0020.15——Neutral
Neutral——19.650.0016.9584067.850.0020.19——Neutral
Neutral——19.690.0012.2586082.850.0020.26——Neutral
Neutral——19.720.008.7088098.950.0020.33——Neutral
Neutral——19.760.004.10920133.750.0020.57——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 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.