MCX option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 225
Spot
3,248.91
Future
3,254.10
Forward
3,252.58
PCR (OI)
0.78
Puts 23.24 L / Calls 29.73 L
PCR (volume)
0.62
Puts 15,228 / Calls 24,710
Max pain
3,200
strike with least total payout to holders
Highest OI
3,500 CE · 3,000 PE
ΔOI calls −58,725 · puts +2.34 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 2,500 | 2.30 | -2.05 | 52.24 | −1,800 | 27,000 | Long unwinding | |||
| Neutral | 450 | — | 56.15 | 0.00 | 419.20 | 2,600 | 4.10 | -1.60 | 49.84 | +6,525 | 48,825 | Short buildup | ||||||
| Neutral | 37,125 | — | 50.20 | 0.00 | 550.00 | 2,700 | 6.30 | -3.35 | 46.24 | +3,825 | 64,125 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 2,750 | 7.55 | -5.30 | 44.10 | +5,850 | 20,925 | Short buildup | |||
| Neutral | 29,025 | — | — | -10.00 | 440.00 | 2,800 | 10.45 | -5.95 | 43.34 | +3,600 | 1.72 L | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 2,850 | 13.85 | -8.50 | 42.23 | +10,800 | 37,800 | Short buildup | |||
| Short covering | 29,925 | −2,700 | 43.15 | +13.75 | 372.75 | 2,900 | 18.55 | -11.10 | 41.33 | +18,675 | 1.74 L | Short buildup | ||||||
| Neutral | 6,525 | — | 42.85 | +32.45 | 330.60 | 2,950 | 25.00 | -13.85 | 40.65 | +16,200 | 73,800 | Short buildup | ||||||
| Neutral | 1.37 L | −1,350 | 40.83 | +46.90 | 286.75 | 3,000 | 33.55 | -18.70 | 40.13 | +30,375 | 4.09 L | Short buildup | ||||||
| Neutral | 87,975 | — | 41.81 | +51.50 | 251.50 | 3,050 | 45.70 | -20.90 | 40.20 | +18,000 | 97,200 | Short buildup | ||||||
| Short covering | 2.42 L | −6,525 | 39.28 | +39.10 | 210.10 | 3,100 | 59.45 | -25.50 | 39.81 | +29,250 | 3.05 L | Short buildup | ||||||
| Long buildup | 74,475 | +3,825 | 39.48 | +34.25 | 178.45 | 3,150 | 77.90 | -28.70 | 40.07 | +24,075 | 1.59 L | Short buildup | ||||||
| Short covering | 4.04 L | −21,375 | 39.44 | +30.20 | 149.30 | 3,200 | 96.90 | -34.70 | 39.44 | +26,325 | 3.41 L | Short buildup | ||||||
| Long buildup | 1.85 L | +15,975 | 39.33 | +25.30 | 123.20 | 3,250 | 120.90 | -38.40 | 39.42 | +26,550 | 71,325 | Short buildup | ||||||
| Short covering | 3.41 L | −27,225 | 39.55 | +21.90 | 101.35 | 3,300 | 148.10 | -36.85 | 39.39 | +6,750 | 1.33 L | Short buildup | ||||||
| Long buildup | 90,225 | +14,625 | 39.37 | +17.05 | 81.35 | 3,350 | 174.80 | -44.05 | 38.15 | +7,200 | 63,225 | Short buildup | ||||||
| Long buildup | 2.43 L | +8,100 | 39.69 | +14.50 | 65.80 | 3,400 | 209.50 | -43.90 | 38.55 | +1,350 | 63,225 | Short buildup | ||||||
| Long buildup | 85,725 | +10,125 | 39.67 | +10.55 | 51.90 | 3,450 | 267.10 | 0.00 | 37.04 | — | 1,350 | Neutral | ||||||
| Short covering | 4.55 L | −69,975 | 39.74 | +8.20 | 40.65 | 3,500 | 292.70 | -42.30 | 41.99 | — | 35,550 | Neutral | ||||||
| Short covering | 38,025 | −4,275 | 39.98 | +6.30 | 31.85 | 3,550 | 344.25 | 0.00 | 36.17 | — | 1,575 | Neutral | ||||||
| Long buildup | 1.82 L | +2,250 | 40.07 | +4.55 | 24.50 | 3,600 | 437.00 | 0.00 | 35.49 | — | 6,750 | Neutral | ||||||
| Short covering | 32,850 | −4,050 | 40.30 | +3.25 | 18.90 | 3,650 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 62,550 | −675 | 40.59 | +2.25 | 14.55 | 3,700 | 520.00 | 0.00 | 33.11 | — | 10,575 | Neutral | ||||||
| Long buildup | 1.33 L | +14,175 | 41.46 | +0.95 | 8.80 | 3,800 | 721.30 | 0.00 | — | — | 1,575 | Neutral | ||||||
| Neutral | 75,150 | +10,350 | 41.96 | 0.00 | 5.05 | 3,900 | 782.00 | 0.00 | — | — | 5,850 | 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 5.81% (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.