haylaavo

MCX option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 225

Spot
3,248.91
Future
3,272.80
Forward
3,272.80
PCR (OI)
0.64
Puts 20,250 / Calls 31,725
PCR (volume)
0.53
Puts 48 / Calls 91
Max pain
3,200
strike with least total payout to holders
Highest OI
3,500 CE · 3,000 PE
ΔOI calls +13,500 · puts +2,250
Open interest by strike
CallsPuts│ ATM┊ Max pain
06,412.512,8252,7002,95011,4753,1003,2503,40012,8253,550
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——41.220.00650.502,70078.950.0038.77——Neutral
Neutral——40.620.00578.052,80050.000.0038.74—450Neutral
Neutral——40.230.00510.452,900119.750.0038.70—1,125Neutral
Neutral——40.080.00395.102,950126.350.0038.69——Neutral
Neutral900—39.960.00230.003,00071.45-20.5535.62+1,80011,475Short buildup
Neutral——39.860.00335.203,050165.350.0038.64——Neutral
Neutral225—39.770.00190.003,100101.05-9.9534.87+4501,350Short buildup
Neutral——39.700.00281.803,150210.850.0038.59——Neutral
Neutral450—39.640.00210.003,200145.00-15.0035.38—5,400Neutral
Neutral——39.580.00234.803,250262.800.0038.53——Neutral
Neutral8,325—33.75+13.40160.003,300232.000.0038.49—450Neutral
Neutral——39.500.00193.953,350320.850.0038.45——Neutral
Neutral1,800—39.460.00122.503,400371.000.0038.40——Neutral
Neutral——39.430.00158.903,450384.700.0038.35——Neutral
Long buildup12,825+6,52535.77+15.4097.403,500433.100.0038.29——Neutral
Neutral——39.380.00129.153,550453.850.0038.22——Neutral
Neutral225—39.360.0071.953,600499.550.0038.15——Neutral
Short buildup6,975+6,97536.52-101.7054.653,700570.150.0037.97——Neutral

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