MAXHEALTH option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 525

Spot

884.74

Future

885.45

Forward

885.56

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.68

Puts 29.68 L / Calls 43.53 L

PCR (volume)

0.47

Puts 21,226 / Calls 45,449

Max pain

870

strike with least total payout to holders

Highest OI

900 CE · 850 PE

ΔOI calls −6.90 L · puts +3.92 L

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
Neutral	525	—	—	57.53	0.96	-0.22	0.00	121.75	700	0.15	-0.20	-0.03	-0.01	39.28	160	−13,125	2.69 L	Long unwinding
Short buildup	5,250	+5,250	16	46.86	0.97	-0.14	-141.45	166.30	720	0.30	-0.45	-0.05	-0.01	38.18	113	−36,750	19,950	Long unwinding
·	·	·	·	·	·	·	·	·	730	1.00	0.00	-0.01	-0.00	29.25	—	—	5,250	Neutral
Neutral	—	—	—	46.63	0.95	-0.22	0.00	288.60	740	0.40	-1.00	-0.07	-0.02	35.09	84	−15,225	91,875	Long unwinding
Neutral	—	—	—	44.17	0.95	-0.22	0.00	239.60	750	0.75	-1.05	-0.11	-0.03	36.18	198	−26,250	62,475	Long unwinding
Neutral	—	—	—	41.84	0.94	-0.23	0.00	269.70	760	1.00	-1.40	-0.13	-0.03	35.47	109	−2,625	39,375	Long unwinding
Neutral	—	—	—	39.73	0.93	-0.24	0.00	220.35	770	1.35	-1.25	-0.16	-0.04	34.88	126	+5,250	21,525	Short buildup
Neutral	—	—	—	37.88	0.92	-0.26	0.00	251.05	780	1.75	-2.30	-0.19	-0.06	34.05	233	−18,900	49,350	Long unwinding
Neutral	—	—	—	36.30	0.91	-0.28	0.00	201.35	790	2.45	-3.25	-0.24	-0.07	33.86	173	−2,100	30,975	Long unwinding
Short covering	1.37 L	−12,075	47	26.07	0.95	-0.12	+13.65	86.50	800	3.10	-3.85	-0.27	-0.09	32.91	665	−12,600	1.57 L	Long unwinding
Short covering	14,700	−1,575	6	31.50	0.89	-0.29	+14.45	79.10	810	4.00	-4.55	-0.32	-0.12	32.17	280	—	63,000	Neutral
Short covering	72,450	−4,725	24	34.33	0.83	-0.42	+19.05	72.00	820	5.30	-5.80	-0.37	-0.15	31.77	1,488	+28,350	2.27 L	Short buildup
Neutral	1.14 L	−1,050	56	30.19	0.82	-0.39	+11.65	61.70	830	6.85	-7.45	-0.42	-0.18	31.22	1,447	−61,425	1.17 L	Long unwinding
Short covering	1.14 L	−23,100	141	30.33	0.78	-0.45	+12.95	54.00	840	8.80	-8.20	-0.46	-0.23	30.72	1,663	−11,550	2.02 L	Long unwinding
Short covering	3.34 L	−79,800	869	29.85	0.73	-0.49	+10.25	46.40	850	11.40	-9.60	-0.51	-0.28	30.53	2,793	−41,475	3.78 L	Long unwinding
Short covering	1.28 L	−1.54 L	1,002	30.55	0.67	-0.55	+9.55	40.20	860	14.25	-11.20	-0.54	-0.33	29.96	2,215	+28,875	2.11 L	Short buildup
Short covering	1.31 L	−60,375	1,314	30.12	0.61	-0.58	+8.15	33.75	870	18.45	-12.30	-0.59	-0.39	30.40	1,923	+44,100	1.90 L	Short buildup
Short covering	1.25 L	−92,925	2,345	29.95	0.55	-0.59	+6.20	28.10	880	22.55	-13.30	-0.60	-0.45	29.95	1,857	+71,925	1.14 L	Short buildup
Long buildup	3.20 L	+2.02 L	4,159	29.74	0.49	-0.60	+4.60	23.05	890	27.70	-14.55	-0.60	-0.51	30.01	2,314	+2.50 L	2.85 L	Short buildup
Long buildup	7.43 L	+2.42 L	11,794	30.00	0.42	-0.59	+4.30	19.00	900	33.30	-15.90	-0.59	-0.57	29.88	2,585	+1.37 L	2.99 L	Short buildup
Short covering	1.17 L	−10,500	2,903	30.27	0.37	-0.57	+3.40	15.55	910	39.75	+19.50	-0.57	-0.63	30.05	505	+45,675	45,675	Long buildup
Long buildup	2.02 L	+18,375	2,883	30.38	0.31	-0.54	+2.65	12.50	920	47.50	-24.80	-0.56	-0.68	31.24	102	+11,025	13,650	Short buildup
Short covering	98,175	−8,400	2,450	30.41	0.26	-0.50	+1.65	9.90	930	55.15	-19.30	-0.53	-0.73	31.74	161	+9,450	14,175	Short buildup
Short covering	1.66 L	−50,400	2,122	30.84	0.22	-0.46	+1.40	8.00	940	55.00	-68.00	-0.08	-0.95	15.17	1	−525	1,050	Long unwinding
Long buildup	4.11 L	+1.71 L	2,721	31.11	0.18	-0.42	+0.70	6.35	950	70.45	-18.85	-0.40	-0.82	30.79	24	+3,675	7,875	Short buildup
Short covering	92,925	−51,450	1,065	31.35	0.15	-0.37	+0.30	5.00	960	78.00	+39.70	-0.29	-0.87	28.68	1	+525	525	Long buildup
Short buildup	63,000	+29,400	386	31.44	0.12	-0.32	-0.10	3.85	970	151.00	0.00	-0.12	-0.95	23.06	—	—	1,575	Neutral
Long unwinding	46,725	−26,775	507	31.98	0.10	-0.28	-0.15	3.10	980	130.00	0.00	-0.02	-0.98	19.08	—	—	525	Neutral
Short buildup	34,650	+14,175	649	31.88	0.08	-0.23	-0.35	2.30	990	52.15	0.00	—	—	—	—	—	—	Neutral
Long unwinding	5.03 L	−8.35 L	7,076	32.42	0.06	-0.20	-0.40	1.85	1,000	98.00	-27.00	—	—	—	3	−525	29,925	Long unwinding
Long unwinding	1.12 L	−6,300	179	32.55	0.05	-0.17	-0.45	1.40	1,010	63.15	0.00	—	—	—	—	—	—	Neutral
Short buildup	86,100	+6,300	230	33.48	0.04	-0.15	-0.25	1.20	1,020	64.35	0.00	—	—	—	—	—	—	Neutral
Short buildup	32,550	+1,050	94	33.56	0.03	-0.13	-0.30	0.90	1,030	75.25	0.00	—	—	—	—	—	—	Neutral
Short buildup	92,400	+43,050	256	33.49	0.03	-0.10	-0.30	0.65	1,040	·	·	·	·	·	·	·	·	·
Neutral	29,925	+12,075	80	37.18	0.02	-0.11	0.00	0.70	1,060	189.95	0.00	—	—	—	—	—	4,200	Neutral
Long unwinding	16,275	−15,750	60	36.59	0.01	-0.06	-0.50	0.35	1,080	·	·	·	·	·	·	·	·	·
Neutral	10,500	—	15	38.69	0.01	-0.06	+0.20	0.30	1,100	199.40	-25.60	—	—	—	3	−1,050	16,275	Long unwinding

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 4.34% (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.