haylaavo

MAZDOCK option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 225

Spot
1,736.70
Future
1,743.30
Forward
1,742.89
PCR (OI)
0.62
Puts 22.13 L / Calls 35.52 L
PCR (volume)
0.48
Puts 9,849 / Calls 20,588
Max pain
1,800
strike with least total payout to holders
Highest OI
2,000 CE · 1,900 PE
ΔOI calls −1.42 L · puts −3,600
Open interest by strike
CallsPuts│ ATM┊ Max pain
03.5 L6.9 L1,4001,5201,6001,6801,7601,8403.1 L1,9206.9 L2,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——32.690.001,231.401,4002.70-0.8050.74+7,20015,750Short buildup
Neutral——37.120.00662.051,4403.20-1.7546.71−20,70053,550Long unwinding
Neutral——38.320.00623.551,4804.55-2.9044.29−2,02510,125Long unwinding
Short buildup1,125+1,12547.28-678.30250.001,5005.50-3.3543.21−11,47573,800Long unwinding
Neutral——38.820.00585.451,5206.55-4.4541.98−4,27513,500Long unwinding
Neutral675—38.970.00205.651,5408.00-5.1541.04−7,42591,575Long unwinding
Neutral900—39.090.00193.151,5609.75-6.0040.09−6,52532,175Long unwinding
Neutral900—39.170.00175.701,58011.75-7.9539.03−4,50012,150Long unwinding
Long buildup8,550+1,80040.79+28.00159.551,60014.60-9.2038.41−6,3001.62 LLong unwinding
Neutral——39.290.00492.851,62017.55-11.5537.38−11,92517,100Long unwinding
Neutral450—39.330.00126.651,64021.70-12.9036.86−5,85027,900Long unwinding
Neutral——39.370.00457.201,66026.55-15.2536.29−3,15048,150Long unwinding
Neutral19,125—35.11+17.6594.001,68032.55-17.0035.94−6,30075,375Long unwinding
Short covering1.48 L−37,35035.46+16.7082.051,70039.30-18.8535.46+17,5502.77 LShort buildup
Short covering75,600−44,77535.18+14.5070.201,72047.10-21.5535.01+11,70095,625Short buildup
Neutral99,900+90034.66+12.2559.001,74056.35-22.7034.80+17,7751.02 LShort buildup
Long buildup1.81 L+87,97534.32+10.0049.201,76066.25-25.2534.32+15,30047,925Short buildup
Neutral1.13 L−45034.52+8.7541.351,78077.70-25.1034.13+15,75032,625Short buildup
Short covering3.31 L−54,90034.55+7.1534.251,80091.45-27.3034.73+9,9001.78 LShort buildup
Short covering80,100−4,27534.59+5.7528.151,820115.850.0039.77—6,975Neutral
Short covering83,925−22,50034.80+4.7523.151,840121.40-23.6535.85−45013,275Long unwinding
Long buildup1.11 L+8,55034.98+3.5518.901,860114.85-52.50—−1,35021,825Long unwinding
Long buildup50,175+3,15035.35+2.8515.551,880160.00-13.8041.68−22520,025Long unwinding
Short covering4.31 L−34,20035.71+2.2512.751,900167.75-40.6534.15−3,8253.07 LLong unwinding
Short covering1.43 L−5,62536.20+1.8010.551,920209.000.0039.93—35,550Neutral
Long buildup63,000+9,45036.66+1.308.701,940190.25-19.15——5,625Neutral
Long buildup68,400+20,02537.22+0.957.251,960211.00-26.25—−1,57518,000Long unwinding
Short covering34,425−45038.01+0.706.201,980245.050.0040.12—2,025Neutral
Short covering6.91 L−25,87538.84+0.555.352,000232.00-63.05——94,725Neutral
Long buildup50,175+7,42539.32+0.454.452,020298.000.0040.32—9,900Neutral
Short covering21,150−9,45039.99+0.503.802,040324.000.0040.46—2,025Neutral
Short covering34,875−2,02540.65+0.403.252,060323.000.0040.62—2,025Neutral
Short covering11,700−19,12541.87+0.403.002,080272.800.0040.83—2,925Neutral
Short covering2.64 L−10,57542.70+0.302.652,100370.00-9.3061.82−45052,425Neutral
Neutral54,000−3,15042.530.002.052,120121.650.0041.35—450Neutral
·········2,140245.000.0041.71—1,350Neutral
·········2,160250.000.0042.14—1,350Neutral
Long buildup9,225+1,35046.47+0.051.802,180·········
Short covering2.25 L−10,12547.18+0.051.602,200455.00-25.85—−45047,700Neutral
Long buildup12,375+1,12548.70+0.301.602,220483.550.0043.86—1,800Neutral
Neutral1,125+90049.960.001.552,240330.000.0044.57—6,300Neutral
·········2,260545.600.0045.35—675Neutral
·········2,280414.000.0046.25—1,575Neutral
Short covering51,975−90053.26+0.151.352,300549.300.0047.20—29,700Neutral
Short buildup3,600+2,70054.93-0.201.402,320·········
Long unwinding2,475−45054.49-0.051.102,340322.000.0049.18—2,250Neutral
·········2,360490.900.0050.24—675Neutral
Long unwinding69,975−1,80056.55-0.100.852,400630.000.0052.42—1.02 LNeutral
Long unwinding3,375−22558.15-0.250.752,440838.500.0054.66—55,800Neutral

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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.