MFSL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 400
Spot
1,176.70
Future
1,182.40
Forward
1,183.72
PCR (OI)
0.71
Puts 10.20 L / Calls 14.32 L
PCR (volume)
0.58
Puts 2,907 / Calls 4,982
Max pain
1,240
strike with least total payout to holders
Highest OI
1,240 CE · 1,240 PE
ΔOI calls +2.02 L · puts +86,800
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 510.85 | 1,000 | 1.85 | +0.75 | 40.89 | +13,600 | 77,600 | Long buildup | ||||||
| Neutral | — | — | — | 0.00 | 568.15 | 1,040 | 3.10 | +1.05 | 36.85 | −1,200 | 29,600 | Short covering | ||||||
| — | — | — | — | 343.15 | 1,060 | 4.30 | — | 35.38 | +26,000 | 26,000 | ||||||||
| Neutral | — | — | 21.84 | 0.00 | 504.15 | 1,080 | 6.05 | +1.65 | 34.09 | — | 30,400 | Neutral | ||||||
| Neutral | 1,200 | — | 50.09 | -21.30 | 106.00 | 1,100 | 8.60 | +2.40 | 33.00 | +5,200 | 37,600 | Long buildup | ||||||
| Neutral | — | — | 26.50 | 0.00 | 489.90 | 1,120 | 12.60 | +3.55 | 32.55 | −4,400 | 26,800 | Short covering | ||||||
| Short buildup | 1,200 | +1,200 | 31.88 | -206.40 | 61.25 | 1,140 | 17.75 | +5.05 | 31.92 | −10,800 | 31,200 | Short covering | ||||||
| Neutral | — | — | 27.80 | 0.00 | 451.15 | 1,160 | 24.55 | +6.40 | 31.44 | +13,200 | 42,000 | Long buildup | ||||||
| Short buildup | 55,200 | +32,800 | 31.05 | -11.45 | 36.85 | 1,180 | 33.70 | +8.95 | 31.55 | +12,000 | 64,000 | Long buildup | ||||||
| Short buildup | 1.64 L | +27,600 | 30.92 | -10.25 | 27.60 | 1,200 | 43.75 | +10.40 | 30.86 | +20,800 | 2.14 L | Long buildup | ||||||
| Short buildup | 1.24 L | +64,800 | 30.79 | -8.20 | 20.10 | 1,220 | 55.70 | +12.75 | 30.29 | +8,000 | 46,000 | Long buildup | ||||||
| Short buildup | 3.40 L | +39,200 | 31.07 | -6.20 | 14.60 | 1,240 | 70.65 | +14.15 | 31.07 | +1,200 | 2.28 L | Neutral | ||||||
| Short buildup | 1.21 L | +35,200 | 31.46 | -4.75 | 10.50 | 1,260 | 87.10 | +14.10 | 32.22 | +2,400 | 92,800 | Long buildup | ||||||
| Short buildup | 96,000 | +9,200 | 31.63 | -3.50 | 7.30 | 1,280 | 100.00 | 0.00 | 26.51 | — | 10,800 | Neutral | ||||||
| Long unwinding | 1.34 L | −13,600 | 31.74 | -2.70 | 4.95 | 1,300 | 103.00 | 0.00 | 34.72 | — | 28,800 | Neutral | ||||||
| Short buildup | 56,400 | +10,800 | 32.56 | -1.75 | 3.60 | 1,320 | 108.75 | 0.00 | 36.18 | — | 4,000 | Neutral | ||||||
| Short buildup | 64,800 | +5,600 | 33.02 | -1.20 | 2.50 | 1,340 | 47.55 | 0.00 | 37.96 | — | — | Neutral | ||||||
| Long unwinding | 80,400 | −6,000 | 33.37 | -0.90 | 1.70 | 1,360 | 157.00 | 0.00 | 40.04 | — | 10,000 | Neutral | ||||||
| Long unwinding | 23,600 | −4,000 | 35.33 | -0.60 | 1.50 | 1,380 | 76.95 | 0.00 | 42.36 | — | 2,000 | Neutral | ||||||
| Neutral | 92,800 | — | 36.31 | -0.60 | 1.15 | 1,400 | 218.00 | +43.00 | 42.12 | +2,000 | 5,200 | Long buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,420 | 103.55 | 0.00 | 47.46 | — | 400 | Neutral | |||
| Neutral | 400 | — | 29.21 | 0.00 | 1.15 | 1,440 | 160.00 | 0.00 | 50.11 | — | 6,800 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 1,480 | 194.00 | 0.00 | 55.43 | — | 400 | Neutral | |||
| Short covering | 59,600 | −800 | 43.97 | +0.05 | 0.60 | 1,500 | 259.00 | 0.00 | 58.02 | — | 1,600 | Neutral | ||||||
| Neutral | 4,400 | — | 31.01 | 0.00 | 1.85 | 1,520 | 232.00 | 0.00 | 60.59 | — | 400 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 1,540 | 349.00 | +163.50 | — | −1,200 | — | Short covering | |||
| Neutral | 2,800 | — | 33.96 | 0.00 | 0.45 | 1,560 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 400 | — | 36.82 | 0.00 | 0.35 | 1,600 | 391.95 | 0.00 | 70.44 | — | 4,400 | Neutral | ||||||
| Neutral | 8,400 | — | 52.27 | 0.00 | 3.00 | 1,840 | · | · | · | · | · | · | · | · | · | |||
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 7.09% (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.