haylaavo

MAXHEALTH option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 525

Spot
884.74
Future
889.25
Forward
889.25
PCR (OI)
7.09
Puts 1.30 L / Calls 18,375
PCR (volume)
2.11
Puts 137 / Calls 65
Max pain
860
strike with least total payout to holders
Highest OI
900 CE · 770 PE
ΔOI calls +2,625 · puts +60,900
Open interest by strike
CallsPuts│ ATM┊ Max pain
019,95039,90074039,9007808208604,7259009409801,020
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——40.280.00293.457001.100.0028.93——Neutral
Neutral——37.810.00274.357201.700.0028.93——Neutral
Neutral——35.810.00255.507405.000.0028.89——Neutral
Neutral——34.980.00114.9075011.750.0028.86——Neutral
Neutral——34.270.00236.957607.300.0028.83—525Neutral
Neutral——33.660.0099.757705.70-3.3530.64+4,72539,900Short buildup
Neutral——33.140.00218.8578011.750.0028.77—13,125Neutral
Neutral——32.700.0085.657906.20-10.3027.31+1,0501,575Short buildup
Neutral——32.310.00201.208009.95-5.5529.82+15,75021,000Short buildup
Neutral——31.990.0072.8581011.65-17.4529.36+12,07512,075Short buildup
Neutral——31.720.00184.1082012.70+2.7028.03+8,4008,400Long buildup
Neutral——31.480.0061.3583015.95-21.4028.57+7,3507,350Short buildup
Neutral——31.280.00167.7084015.60-16.4525.66+4,2007,350Short buildup
Long buildup1,050+52529.41+7.5062.5085021.90-25.0028.13+6,3006,300Short buildup
Short covering4,200−1,05029.46+17.1056.5086037.000.0028.38—11,550Neutral
Neutral——30.820.0042.1587057.700.0028.31——Neutral
Short covering—−52529.46+21.5545.5588022.050.0028.22——Neutral
Neutral——30.610.0034.4089039.25-30.5027.92+1,0501,050Short buildup
Neutral4,725—28.11+8.2534.2590027.650.0028.03——Neutral
Neutral——30.440.0027.8091082.950.0027.91——Neutral
Neutral2,625—28.800.0027.3092034.100.0027.78——Neutral
Neutral——30.300.0022.2593097.200.0027.63——Neutral
Short buildup1,575+1,05022.89-2.3513.5594041.550.0027.45——Neutral
Long buildup3,150+1,57527.67+2.9016.70950112.400.0027.26——Neutral
Neutral——30.160.0086.0596049.900.0027.03——Neutral
——30.12—13.90970128.40—26.76——
Short buildup525+52531.97-60.8014.8598059.200.0026.44——Neutral
——30.04—10.80990145.10—26.05——
Short buildup525+52532.18-54.7011.451,00069.400.0025.59——Neutral
——29.99—8.351,010162.40—25.01——
Neutral——29.960.0057.601,02080.550.0024.26——Neutral
——29.94—6.401,030180.25—23.25——

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 4.34% (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.