MARUTI option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 50

Spot

11,671.84

Future

11,677.00

Forward

11,675.25

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.75

Puts 11.41 L / Calls 15.22 L

PCR (volume)

0.51

Puts 43,758 / Calls 85,848

Max pain

11,500

strike with least total payout to holders

Highest OI

12,000 CE · 11,500 PE

ΔOI calls +79,750 · puts +27,500

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
·	·	·	·	·	·	·	·	·	9,400	1.60	-3.10	-0.34	-0.01	35.64	16	—	7,700	Neutral
Neutral	—	—	—	52.97	0.94	-3.52	0.00	4,222.65	9,600	4.90	-1.10	-0.83	-0.01	37.43	17	—	8,750	Neutral
·	·	·	·	·	·	·	·	·	9,700	5.00	-1.15	-0.84	-0.01	35.80	43	−50	4,650	Long unwinding
Neutral	—	—	—	48.48	0.94	-3.46	0.00	3,786.35	9,800	5.35	-4.05	-0.88	-0.02	34.40	8	+150	2,450	Short buildup
·	·	·	·	·	·	·	·	·	9,900	7.00	-2.25	-1.07	-0.02	34.02	38	—	13,300	Neutral
Long buildup	1,100	+100	5	24.23	0.99	0.11	+50.00	1,670.00	10,000	8.35	-4.55	-1.22	-0.02	33.15	1,555	−9,950	1.02 L	Long unwinding
·	·	·	·	·	·	·	·	·	10,100	9.60	-5.30	-1.34	-0.03	32.08	113	−500	32,300	Long unwinding
Neutral	50	—	—	39.88	0.93	-3.38	0.00	1,220.00	10,200	11.70	-7.40	-1.54	-0.03	31.31	155	−1,150	27,150	Long unwinding
Neutral	—	—	—	37.89	0.92	-3.40	0.00	1,303.80	10,300	13.95	-8.85	-1.73	-0.04	30.42	167	−2,150	12,850	Long unwinding
Neutral	50	—	—	36.02	0.91	-3.45	0.00	858.35	10,400	18.00	-8.75	-2.05	-0.05	29.99	367	−2,700	12,750	Long unwinding
Short covering	2,050	−50	1	35.74	0.90	-3.96	+120.10	1,220.10	10,500	21.90	-14.70	-2.33	-0.06	29.21	1,379	+300	47,050	Neutral
Neutral	4,550	—	2	37.78	0.86	-5.20	+195.35	1,145.00	10,600	25.90	-20.70	-2.57	-0.07	28.22	418	+50	11,550	Neutral
Neutral	1,900	—	—	31.30	0.88	-3.87	0.00	850.65	10,700	33.40	-22.95	-3.00	-0.09	27.84	631	+800	82,250	Neutral
Short covering	4,200	−200	6	25.07	0.90	-2.60	+39.75	903.00	10,800	39.70	-28.80	-3.29	-0.11	26.87	818	−50	22,000	Neutral
Long buildup	2,250	+50	3	25.06	0.88	-3.20	+86.10	815.00	10,900	49.55	-39.20	-3.70	-0.13	26.28	1,001	+3,450	18,700	Short buildup
Long buildup	32,700	+900	223	25.80	0.84	-4.05	+115.25	735.30	11,000	61.85	-39.90	-4.14	-0.16	25.71	4,367	−1,950	1.10 L	Long unwinding
Short covering	16,500	−450	50	24.45	0.81	-4.25	+154.85	644.85	11,100	78.00	-46.85	-4.60	-0.19	25.29	1,620	−6,500	25,550	Long unwinding
Short covering	34,400	−2,050	389	23.91	0.77	-4.68	+101.35	563.10	11,200	97.60	-57.30	-5.04	-0.23	24.86	4,023	−7,300	71,350	Long unwinding
Short covering	28,500	−7,250	474	23.85	0.72	-5.20	+78.70	489.65	11,300	120.40	-68.65	-5.41	-0.28	24.35	3,321	−2,500	60,100	Long unwinding
Short covering	53,700	−15,650	1,659	23.96	0.67	-5.68	+77.40	423.05	11,400	149.90	-78.55	-5.76	-0.33	24.07	4,126	−1,800	65,200	Long unwinding
Short covering	1.26 L	−21,700	6,157	23.70	0.61	-5.95	+60.90	358.35	11,500	183.70	-80.40	-5.98	-0.38	23.70	6,594	+14,550	1.19 L	Short buildup
Short covering	72,100	−5,450	5,285	23.54	0.56	-6.13	+54.50	300.40	11,600	225.40	-84.90	-6.14	-0.44	23.54	4,020	+7,300	48,600	Short buildup
Long buildup	1.28 L	+14,300	9,770	23.34	0.49	-6.14	+42.40	247.90	11,700	274.25	-89.70	-6.18	-0.50	23.49	4,384	+13,850	40,450	Short buildup
Long buildup	73,600	+32,000	10,884	23.32	0.43	-6.07	+36.60	203.55	11,800	327.85	-100.30	-6.05	-0.56	23.32	2,415	+7,700	31,400	Short buildup
Long buildup	38,100	+7,900	3,694	23.29	0.38	-5.85	+35.75	164.90	11,900	389.40	-143.65	-5.83	-0.62	23.35	782	+6,700	15,400	Short buildup
Long buildup	1.98 L	+6,950	15,985	23.22	0.32	-5.50	+21.80	131.40	12,000	453.35	-121.80	-5.40	-0.68	23.05	1,119	+8,650	44,650	Short buildup
Short covering	20,050	−400	2,985	23.30	0.27	-5.11	+17.30	104.65	12,100	531.65	-161.35	-5.16	-0.72	23.71	105	+300	2,650	Short buildup
Long buildup	44,750	+5,850	3,889	23.48	0.23	-4.67	+16.45	83.25	12,200	605.15	-172.50	-4.55	-0.77	23.36	41	+900	3,550	Short buildup
Long buildup	37,600	+7,800	2,742	23.60	0.19	-4.19	+10.90	65.30	12,300	590.95	-186.50	—	—	—	13	+350	3,900	Short buildup
Short covering	29,600	−2,550	1,383	23.86	0.15	-3.74	+11.30	51.70	12,400	683.00	-269.30	—	—	—	16	−550	1,400	Long unwinding
Long buildup	1.51 L	+3,700	9,603	24.19	0.13	-3.31	+4.85	41.10	12,500	869.15	-190.85	-3.52	-0.86	25.24	35	−300	31,200	Neutral
Long buildup	24,450	+1,900	1,607	24.42	0.10	-2.88	+5.30	32.15	12,600	968.40	-231.60	-3.61	-0.87	27.16	13	+100	1,300	Short buildup
Long buildup	57,050	+11,400	1,472	24.79	0.08	-2.51	+3.35	25.60	12,700	1,355.00	0.00	—	—	—	—	—	350	Neutral
Long buildup	59,200	+2,150	675	25.33	0.07	-2.23	+3.25	21.00	12,800	1,225.60	0.00	—	—	—	—	—	550	Neutral
Long buildup	19,100	+9,000	768	26.10	0.06	-2.04	+1.15	18.05	12,900	1,580.00	0.00	—	—	—	—	—	100	Neutral
Long buildup	1.70 L	+27,600	4,812	26.79	0.05	-1.85	+2.00	15.40	13,000	1,325.00	-205.00	-0.55	-0.97	22.01	28	—	12,650	Neutral
Long buildup	7,150	+450	198	27.11	0.04	-1.58	+2.40	12.30	13,100	1,700.00	0.00	—	—	—	—	—	200	Neutral
Long buildup	18,700	+6,600	351	27.77	0.04	-1.43	+1.65	10.55	13,200	1,720.10	0.00	—	—	—	—	—	2,250	Neutral
Long buildup	19,950	+1,450	250	29.49	0.03	-1.25	+2.55	8.60	13,400	1,735.00	-58.40	-1.77	-0.95	33.04	1	—	18,850	Neutral
Short covering	8,450	−1,250	91	31.05	0.02	-1.09	+2.75	6.95	13,600	2,160.00	0.00	—	—	—	—	—	3,150	Neutral
Short covering	37,500	−3,350	435	32.09	0.02	-0.87	+1.35	5.15	13,800	2,104.35	-88.30	—	—	—	9	−200	21,300	Neutral

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 6.23% (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.