MIDCPNIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 120

Spot

13,366.70

Future

13,399.65

Forward

13,389.33

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

1.18

Puts 63.70 L / Calls 53.80 L

PCR (volume)

0.90

Puts 74,349 / Calls 82,421

Max pain

13,300

strike with least total payout to holders

Highest OI

14,000 CE · 13,000 PE

ΔOI calls −1.83 L · puts −37,800

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	36.80	0.96	-2.18	0.00	1,850.00	11,500	4.05	-0.85	-0.70	-0.01	28.70	1,414	+18,840	1.78 L	Short buildup
Neutral	—	—	—	35.14	0.96	-2.18	0.00	3,576.00	11,600	2.80	0.00	-0.02	-0.00	17.94	—	—	—	Neutral
Neutral	—	—	—	34.72	0.96	-2.18	0.00	2,263.70	11,625	7.05	0.00	-0.03	-0.00	18.07	—	—	—	Neutral
Neutral	—	—	—	34.30	0.96	-2.17	0.00	2,239.45	11,650	7.60	0.00	-0.03	-0.00	17.98	—	—	—	Neutral
Neutral	—	—	—	33.89	0.96	-2.17	0.00	2,215.20	11,675	8.00	0.00	-0.03	-0.00	18.00	—	—	480	Neutral
Neutral	—	—	—	33.48	0.96	-2.17	0.00	3,478.30	11,700	8.00	0.00	-0.04	-0.00	17.98	—	—	120	Neutral
Neutral	—	—	—	33.07	0.96	-2.17	0.00	2,166.85	11,725	9.30	0.00	-0.05	-0.00	18.02	—	—	—	Neutral
Neutral	—	—	—	32.66	0.95	-2.17	0.00	2,142.75	11,750	14.95	+5.00	-1.90	-0.04	31.05	1	+120	120	Long buildup
Neutral	—	—	—	32.25	0.95	-2.17	0.00	2,367.45	11,775	6.25	0.00	-0.06	-0.00	18.03	—	—	—	Neutral
Neutral	—	—	—	31.84	0.95	-2.17	0.00	3,380.70	11,800	6.60	-3.40	-1.00	-0.02	26.26	1,883	+4,920	2.31 L	Short buildup
Neutral	—	—	—	31.43	0.95	-2.17	0.00	2,338.10	11,825	8.25	0.00	-0.08	-0.00	18.01	—	—	—	Neutral
Neutral	—	—	—	31.03	0.95	-2.17	0.00	2,313.90	11,850	8.85	0.00	-0.09	-0.00	17.98	—	—	—	Neutral
Neutral	—	—	—	30.63	0.95	-2.18	0.00	2,289.75	11,875	9.45	0.00	-0.11	-0.00	17.99	—	—	—	Neutral
Neutral	—	—	—	30.23	0.95	-2.18	0.00	3,283.40	11,900	6.00	-7.95	-0.92	-0.02	24.39	1	+120	3,600	Short buildup
Neutral	—	—	—	29.83	0.95	-2.18	0.00	2,241.50	11,925	10.75	0.00	-0.14	-0.00	18.00	—	—	—	Neutral
Neutral	—	—	—	29.44	0.95	-2.19	0.00	2,217.45	11,950	11.45	0.00	-0.16	-0.00	17.99	—	—	—	Neutral
Neutral	—	—	—	29.05	0.95	-2.19	0.00	2,193.45	11,975	12.20	0.00	-0.18	-0.01	17.99	—	—	—	Neutral
Neutral	600	—	—	28.67	0.95	-2.20	0.00	1,370.00	12,000	10.70	-6.85	-1.42	-0.03	25.25	4,973	−69,720	8.46 L	Long unwinding
Neutral	—	—	—	28.28	0.95	-2.20	0.00	2,386.15	12,025	10.20	0.00	-0.23	-0.01	17.98	—	—	120	Neutral
Neutral	—	—	—	27.91	0.94	-2.21	0.00	2,362.20	12,050	12.65	0.00	-0.26	-0.01	17.98	—	—	—	Neutral
Neutral	—	—	—	27.54	0.94	-2.22	0.00	2,338.20	12,075	13.40	0.00	-0.29	-0.01	17.97	—	—	—	Neutral
Neutral	—	—	—	27.17	0.94	-2.24	0.00	3,089.55	12,100	12.80	-8.15	-1.60	-0.04	24.46	51	+120	4,200	Short buildup
Neutral	—	—	—	26.81	0.94	-2.25	0.00	2,290.40	12,125	15.50	+0.45	-1.84	-0.05	24.97	13	+1,560	1,560	Long buildup
Neutral	—	—	—	26.46	0.94	-2.27	0.00	2,266.60	12,150	15.90	-0.05	-1.86	-0.05	24.68	6	+720	720	Short buildup
Neutral	—	—	—	26.11	0.94	-2.29	0.00	2,242.80	12,175	16.85	0.00	-0.45	-0.01	17.95	—	—	—	Neutral
Neutral	—	—	—	25.77	0.94	-2.31	0.00	2,993.15	12,200	16.50	-11.60	-1.89	-0.05	24.02	1,709	+1.00 L	2.11 L	Short buildup
Neutral	—	—	—	25.44	0.93	-2.33	0.00	2,195.35	12,225	19.25	+0.40	-2.11	-0.06	24.38	11	+1,320	1,320	Long buildup
Neutral	—	—	—	25.12	0.93	-2.36	0.00	2,171.70	12,250	19.95	0.00	-0.62	-0.02	17.93	—	—	—	Neutral
Neutral	—	—	—	24.81	0.93	-2.39	0.00	2,412.75	12,275	15.20	0.00	-0.68	-0.02	17.93	—	—	—	Neutral
Neutral	—	—	—	24.50	0.93	-2.42	0.00	2,897.15	12,300	21.10	-16.55	-2.22	-0.06	23.55	924	−21,120	1.49 L	Long unwinding
Neutral	—	—	—	24.20	0.93	-2.46	0.00	2,365.10	12,325	23.75	+6.75	-2.41	-0.07	23.75	8	+960	960	Long buildup
Neutral	—	—	—	23.92	0.92	-2.50	0.00	2,417.35	12,350	44.55	0.00	-0.89	-0.03	17.92	—	—	1,080	Neutral
Neutral	240	—	—	23.64	0.92	-2.54	0.00	814.15	12,375	17.30	0.00	-0.97	-0.03	17.91	—	—	—	Neutral
Neutral	—	—	—	23.38	0.92	-2.59	0.00	2,801.65	12,400	27.75	-20.50	-2.64	-0.08	23.26	1,055	−20,160	47,160	Long unwinding
Neutral	—	—	—	23.12	0.91	-2.65	0.00	2,428.15	12,425	29.00	-17.55	-2.71	-0.08	23.05	32	−1,440	1,200	Long unwinding
Neutral	—	—	—	22.87	0.91	-2.70	0.00	2,404.60	12,450	31.20	-1.30	-2.83	-0.09	23.02	28	−120	1,920	Long unwinding
Neutral	—	—	—	22.64	0.91	-2.76	0.00	2,381.15	12,475	32.75	+7.85	-2.91	-0.09	22.83	2	+240	240	Long buildup
Short covering	3,960	−720	9	—	—	—	+142.20	887.60	12,500	36.15	-26.30	-3.10	-0.10	22.97	6,179	+19,440	7.07 L	Short buildup
Neutral	120	—	—	22.20	0.90	-2.90	0.00	646.60	12,525	38.65	+11.25	-3.22	-0.11	22.90	8	+960	960	Long buildup
Neutral	360	—	—	22.00	0.89	-2.98	0.00	635.30	12,550	43.60	-27.30	-3.48	-0.12	23.21	17	−360	3,120	Long unwinding
Neutral	—	—	—	21.80	0.89	-3.06	0.00	2,434.45	12,575	39.95	-1.60	-3.24	-0.11	22.12	28	+240	2,400	Short buildup
Neutral	360	—	1	11.84	0.98	-0.28	-80.00	790.00	12,600	46.40	-34.25	-3.56	-0.13	22.62	1,605	−720	73,320	Neutral
Neutral	—	—	—	21.45	0.88	-3.23	0.00	2,387.60	12,625	57.65	-48.20	-4.10	-0.14	23.71	30	+240	2,280	Short buildup
Neutral	—	—	—	21.28	0.87	-3.32	0.00	2,364.25	12,650	45.85	-42.30	-3.47	-0.13	21.50	33	+1,200	3,360	Short buildup
Neutral	240	—	—	21.13	0.86	-3.42	0.00	789.25	12,675	61.55	-21.35	-4.20	-0.16	23.14	37	+1,080	4,680	Short buildup
Neutral	1,680	—	—	20.98	0.86	-3.52	0.00	705.00	12,700	58.35	-41.55	-4.01	-0.15	22.17	1,763	−240	1.23 L	Neutral
Neutral	360	—	—	20.84	0.85	-3.62	0.00	566.85	12,725	62.00	-44.60	-4.13	-0.16	22.09	29	+480	4,920	Short buildup
Neutral	600	—	—	20.71	0.84	-3.73	0.00	625.20	12,750	64.25	-47.40	-4.18	-0.17	21.82	141	+3,000	9,840	Short buildup
Neutral	1,440	—	—	20.59	0.83	-3.83	0.00	705.25	12,775	69.80	-48.20	-4.37	-0.18	21.92	50	+2,280	5,400	Short buildup
Neutral	4,080	—	8	20.38	0.83	-3.91	+143.35	650.00	12,800	73.60	-50.85	-4.47	-0.19	21.79	4,207	−70,080	2.55 L	Long unwinding
Short covering	1,080	−120	1	25.32	0.77	-5.80	+176.50	675.00	12,825	83.00	-48.35	-4.78	-0.20	22.26	22	−120	4,920	Long unwinding
Neutral	960	—	—	20.26	0.81	-4.17	0.00	580.00	12,850	82.70	-57.25	-4.70	-0.21	21.63	105	−720	9,600	Long unwinding
Neutral	2,400	—	—	20.16	0.80	-4.28	0.00	470.80	12,875	84.25	-62.45	-4.69	-0.21	21.19	35	−240	5,160	Long unwinding
Short covering	9,360	−480	7	20.15	0.79	-4.42	+130.55	568.70	12,900	93.45	-61.85	-4.95	-0.23	21.54	1,421	−4,680	52,920	Long unwinding
Neutral	1,320	—	—	19.99	0.78	-4.51	0.00	440.95	12,925	93.00	-70.95	-4.86	-0.23	20.86	25	−720	6,960	Long unwinding
Neutral	2,280	—	1	16.90	0.80	-3.56	+80.00	500.00	12,950	102.30	-70.55	-5.09	-0.25	21.15	61	—	7,680	Neutral
Neutral	2,160	—	1	20.40	0.75	-4.93	+120.25	514.85	12,975	107.30	-73.80	-5.16	-0.26	20.99	61	−600	7,800	Long unwinding
Neutral	5.95 L	+3,240	1,557	20.88	0.73	-5.22	+128.85	501.85	13,000	113.25	-76.00	-5.26	-0.27	20.89	9,110	+18,600	10.62 L	Short buildup
Short covering	1,920	−360	6	19.09	0.73	-4.74	+92.25	465.00	13,025	119.75	-79.10	-5.35	-0.28	20.81	170	+600	9,000	Short buildup
Short covering	4,080	−480	7	18.64	0.72	-4.71	+86.10	442.40	13,050	127.35	-82.85	-5.47	-0.29	20.81	123	−2,160	10,800	Long unwinding
Long buildup	3,240	+480	15	19.94	0.70	-5.26	+98.20	439.30	13,075	137.15	-81.10	-5.63	-0.31	20.97	133	−480	6,360	Long unwinding
Short covering	46,320	−1,440	189	20.76	0.68	-5.64	+117.50	431.85	13,100	139.95	-90.00	-5.58	-0.32	20.49	1,781	+8,040	1.23 L	Short buildup
Long buildup	4,080	+360	11	19.85	0.67	-5.44	+109.70	404.95	13,125	150.65	-91.95	-5.73	-0.33	20.67	82	−1,080	11,520	Long unwinding
Short covering	12,480	−2,520	59	20.32	0.65	-5.69	+106.10	394.45	13,150	155.85	-95.45	-5.72	-0.35	20.35	232	−1,080	21,000	Long unwinding
Short covering	6,840	−3,720	72	19.86	0.64	-5.63	+98.45	373.25	13,175	169.00	-93.95	-5.90	-0.36	20.67	290	+120	14,520	Neutral
Short covering	2.72 L	−1.13 L	3,193	20.35	0.62	-5.86	+102.75	363.80	13,200	169.85	-105.20	-5.75	-0.37	19.94	5,391	−25,440	3.67 L	Long unwinding
Short covering	18,960	−8,880	247	19.77	0.61	-5.75	+91.25	341.70	13,225	184.40	-105.95	-5.94	-0.39	20.31	436	−2,880	22,440	Long unwinding
Short covering	42,000	−21,360	1,239	19.90	0.60	-5.85	+92.60	328.70	13,250	189.65	-110.80	-5.87	-0.40	19.90	1,113	+2,880	47,280	Short buildup
Short covering	20,040	−17,640	1,200	19.60	0.58	-5.82	+86.15	310.80	13,275	202.45	-109.75	-5.97	-0.42	20.06	916	+7,080	23,520	Short buildup
Short covering	3.46 L	−1.20 L	11,813	20.07	0.56	-6.00	+90.10	302.80	13,300	209.00	-118.65	-5.90	-0.43	19.70	12,247	−1.38 L	4.41 L	Long unwinding
Short covering	24,120	−960	2,753	19.72	0.55	-5.93	+82.55	285.00	13,325	224.30	-113.05	-6.02	-0.45	20.00	1,627	+11,160	24,960	Short buildup
Long buildup	46,560	+13,080	2,475	19.79	0.53	-5.98	+82.10	272.75	13,350	234.00	-122.50	-5.99	-0.47	19.83	1,405	+12,120	34,320	Short buildup
Long buildup	16,920	+2,640	780	19.65	0.52	-5.95	+77.65	258.30	13,375	247.10	-119.70	-6.03	-0.48	19.89	746	+6,720	19,920	Short buildup
Long buildup	2.13 L	+47,040	8,476	19.63	0.50	-5.96	+74.65	245.85	13,400	253.45	-129.40	-5.88	-0.50	19.39	5,999	+3,360	2.29 L	Short buildup
Long buildup	11,520	+960	500	19.52	0.49	-5.92	+69.75	232.50	13,425	268.10	-134.85	-5.92	-0.51	19.52	258	+2,160	12,120	Short buildup
Long buildup	15,000	+600	487	19.42	0.47	-5.88	+67.25	219.75	13,450	279.05	-72.95	-5.84	-0.53	19.32	195	+4,440	12,600	Short buildup
Long buildup	11,640	+1,680	229	19.67	0.46	-5.93	+69.30	211.85	13,475	285.60	-143.35	-5.64	-0.55	18.74	182	+1,320	7,920	Short buildup
Short covering	5.11 L	−23,640	10,671	19.40	0.44	-5.82	+63.70	197.75	13,500	303.85	-144.40	-5.70	-0.56	19.05	3,111	+1.17 L	4.57 L	Short buildup
Long buildup	14,640	+7,680	349	19.19	0.42	-5.72	+58.50	184.80	13,525	316.10	-76.35	-5.60	-0.58	18.86	33	+120	5,760	Short buildup
Long buildup	15,240	+5,640	326	19.19	0.41	-5.67	+59.05	174.90	13,550	340.70	-75.75	-5.79	-0.59	19.62	37	+480	3,840	Short buildup
Long buildup	10,440	+1,920	116	18.93	0.39	-5.53	+52.45	162.15	13,575	359.15	+1.25	-5.81	-0.60	19.87	36	+1,200	3,000	Long buildup
Long buildup	75,840	+9,720	2,140	19.12	0.38	-5.52	+50.55	155.40	13,600	360.95	-155.60	-5.38	-0.63	18.73	120	+1,200	72,120	Short buildup
Long buildup	12,360	+2,640	129	18.93	0.36	-5.39	+50.25	144.35	13,625	420.00	-31.55	-6.44	-0.62	22.26	10	+720	3,600	Short buildup
Long buildup	22,320	+11,520	308	19.17	0.35	-5.38	+47.85	138.90	13,650	414.40	+20.30	-5.78	-0.64	20.46	10	+480	5,040	Long buildup
Long buildup	11,040	+2,520	100	18.68	0.33	-5.13	+39.50	125.15	13,675	421.20	-71.40	-5.42	-0.66	19.62	10	−120	4,080	Long unwinding
Long buildup	1.80 L	+28,440	6,716	18.84	0.31	-5.09	+39.25	119.45	13,700	431.25	-122.70	-5.11	-0.68	18.99	85	+1,440	14,520	Short buildup
Long buildup	6,840	+600	53	19.02	0.30	-5.05	+41.70	114.10	13,725	456.45	-9.75	-5.24	-0.69	19.67	7	+360	4,200	Short buildup
Long buildup	11,400	+2,880	168	18.82	0.29	-4.87	+35.00	105.05	13,750	456.80	+8.65	-4.58	-0.72	18.06	11	+840	3,600	Long buildup
Long buildup	4,560	+240	50	18.96	0.27	-4.81	+34.30	99.90	13,775	464.10	-6.75	-4.07	-0.75	16.97	5	+360	960	Short buildup
Long buildup	2.66 L	+21,240	4,293	18.65	0.26	-4.58	+29.35	90.40	13,800	505.00	-88.60	-4.71	-0.74	19.10	14	+600	10,440	Short buildup
Neutral	6,240	—	33	18.80	0.25	-4.51	+30.00	86.00	13,825	473.40	0.00	-3.62	-0.78	16.45	—	—	—	Neutral
Long buildup	10,440	+1,320	134	18.38	0.23	-4.23	+24.30	76.30	13,850	587.30	0.00	-3.44	-0.80	16.35	—	—	1,560	Neutral
Short covering	4,320	−720	28	18.53	0.22	-4.16	+25.90	72.50	13,875	615.75	0.00	-3.27	-0.81	16.24	—	—	240	Neutral
Long buildup	1.24 L	+14,280	1,610	18.54	0.21	-4.03	+21.95	67.55	13,900	550.00	-65.00	-2.78	-0.84	15.33	8	+360	1,080	Short buildup
Long buildup	6,360	+1,200	53	18.25	0.19	-3.79	+18.70	60.30	13,925	380.05	0.00	-2.90	-0.84	16.00	—	—	—	Neutral
Long buildup	9,120	+2,040	72	18.49	0.18	-3.74	+20.65	58.00	13,950	642.05	-59.45	-4.70	-0.78	21.20	6	+360	1,080	Short buildup
Long buildup	4,800	+840	41	18.32	0.17	-3.54	+17.35	52.50	13,975	661.65	0.00	-2.51	-0.87	15.71	—	—	480	Neutral
Short covering	11.75 L	−92,640	10,365	18.52	0.16	-3.48	+16.80	50.20	14,000	658.25	-179.65	-3.35	-0.84	18.33	424	−37,320	2.54 L	Long unwinding
Long buildup	7,680	+360	48	18.48	0.15	-3.33	+18.20	46.20	14,025	201.80	0.00	-2.10	-0.89	15.35	—	—	—	Neutral
Long buildup	7,560	+240	83	18.25	0.14	-3.10	+12.15	41.10	14,050	207.80	0.00	-1.90	-0.90	15.13	—	—	—	Neutral
Neutral	240	—	—	18.63	0.14	-3.11	0.00	58.80	14,075	213.90	0.00	-1.68	-0.92	14.88	—	—	—	Neutral
Short covering	74,520	−22,080	1,825	18.27	0.12	-2.84	+10.95	35.10	14,100	220.70	0.00	-1.47	-0.93	14.59	—	—	—	Neutral
Neutral	1,320	—	—	18.61	0.12	-2.84	0.00	24.95	14,125	802.60	0.00	-1.25	-0.94	14.25	—	—	240	Neutral
Neutral	600	—	6	18.02	0.10	-2.49	+3.30	28.30	14,150	233.50	0.00	-1.02	-0.95	13.84	—	—	—	Neutral
Neutral	600	—	—	18.60	0.10	-2.57	0.00	166.10	14,175	240.10	0.00	-0.78	-0.96	13.32	—	—	—	Neutral
Long buildup	2.53 L	+13,680	1,496	17.99	0.09	-2.23	+7.60	23.65	14,200	920.00	0.00	-0.53	-0.97	12.61	—	—	120	Neutral
Neutral	240	—	—	18.58	0.09	-2.32	0.00	167.95	14,225	253.70	0.00	-0.25	-0.98	11.48	—	—	—	Neutral
Short buildup	1,680	+240	7	18.06	0.08	-2.01	-3.85	20.10	14,250	260.70	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.57	0.08	-2.07	0.00	1,205.25	14,275	267.25	0.00	—	—	—	—	—	—	Neutral
Short covering	1.53 L	−8,880	1,573	18.02	0.07	-1.78	+5.00	16.60	14,300	274.60	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.56	0.07	-1.85	0.00	1,170.75	14,325	282.00	0.00	—	—	—	—	—	—	Neutral
Short buildup	720	+720	6	18.14	0.06	-1.61	-1,139.45	14.25	14,350	289.60	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.54	0.06	-1.63	0.00	1,136.80	14,375	297.35	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.54	0.05	-1.53	0.00	1,120.05	14,400	305.20	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.54	0.05	-1.44	0.00	1,103.40	14,425	313.20	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.53	0.05	-1.34	0.00	1,086.95	14,450	321.40	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.52	0.04	-1.26	0.00	1,070.60	14,475	329.65	0.00	—	—	—	—	—	—	Neutral
Long buildup	3.77 L	+27,960	2,894	18.48	0.04	-1.16	+2.30	8.85	14,500	1,105.65	-200.25	—	—	—	17	+240	45,600	Neutral
Neutral	—	—	—	18.51	0.04	-1.09	0.00	1,038.35	14,525	346.70	0.00	—	—	—	—	—	—	Neutral
Long buildup	28,200	+1,440	78	18.29	0.03	-0.96	+1.70	6.85	14,550	355.45	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.51	0.03	-0.95	0.00	1,006.70	14,575	364.30	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.50	0.03	-0.88	0.00	991.10	14,600	373.30	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.50	0.03	-0.81	0.00	975.65	14,625	382.50	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.50	0.02	-0.75	0.00	960.35	14,650	391.80	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.49	0.02	-0.70	0.00	945.20	14,675	401.25	0.00	—	—	—	—	—	—	Neutral
Long buildup	480	+360	7	19.15	0.02	-0.77	+1.00	5.00	14,700	1,550.00	0.00	—	—	—	—	—	240	Neutral
Neutral	—	—	—	18.48	0.02	-0.59	0.00	915.30	14,725	420.65	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.48	0.02	-0.54	0.00	900.55	14,750	430.55	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.47	0.01	-0.50	0.00	886.00	14,775	440.60	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.47	0.01	-0.46	0.00	871.60	14,800	1,500.00	0.00	—	—	—	—	—	480	Neutral
Neutral	—	—	—	18.47	0.01	-0.42	0.00	857.30	14,825	461.15	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.46	0.01	-0.38	0.00	843.20	14,850	471.70	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.46	0.01	-0.35	0.00	829.20	14,875	482.35	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.47	0.01	-0.32	0.00	815.40	14,900	493.15	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.46	0.01	-0.29	0.00	801.75	14,925	504.10	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.46	0.01	-0.27	0.00	788.20	14,950	515.20	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.44	0.01	-0.24	0.00	774.85	14,975	526.50	0.00	—	—	—	—	—	—	Neutral
Long buildup	2.35 L	+26,040	1,232	21.67	0.02	-0.64	+0.85	3.75	15,000	1,600.00	0.00	—	—	—	1	−120	4,680	Neutral
Neutral	—	—	—	18.44	0.01	-0.20	0.00	748.55	15,025	549.45	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.44	0.00	-0.18	0.00	735.65	15,050	561.15	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.45	0.00	-0.16	0.00	722.85	15,075	573.00	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.45	0.00	-0.15	0.00	710.25	15,100	585.05	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.43	0.00	-0.13	0.00	697.80	15,125	597.20	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.44	0.00	-0.12	0.00	685.40	15,150	609.45	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.43	0.00	-0.11	0.00	673.25	15,175	621.90	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.43	0.00	-0.10	0.00	661.25	15,200	634.50	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.41	0.00	-0.09	0.00	649.35	15,225	647.30	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.41	0.00	-0.08	0.00	637.65	15,250	660.20	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.44	0.00	-0.07	0.00	626.05	15,275	673.25	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.38	0.00	-0.06	0.00	614.65	15,300	686.45	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.44	0.00	-0.06	0.00	603.35	15,325	699.80	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.39	0.00	-0.05	0.00	592.25	15,350	713.30	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.40	0.00	-0.04	0.00	581.25	15,375	726.95	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.39	0.00	-0.04	0.00	570.40	15,400	740.75	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.35	0.00	-0.03	0.00	559.70	15,425	754.65	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.40	0.00	-0.03	0.00	549.15	15,450	768.75	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.45	0.00	-0.03	0.00	538.75	15,475	783.00	0.00	—	—	—	—	—	—	Neutral
Short buildup	7,680	+600	72	24.67	0.01	-0.38	-0.15	1.85	15,500	2,169.90	0.00	—	—	—	—	—	240	Neutral
Neutral	—	—	—	18.48	0.00	-0.02	0.00	518.40	15,525	811.85	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.46	0.00	-0.02	0.00	508.40	15,550	826.50	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.41	0.00	-0.02	0.00	498.60	15,575	841.30	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.30	0.00	-0.01	0.00	488.90	15,600	856.25	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.48	0.00	-0.01	0.00	479.35	15,625	871.30	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.31	0.00	-0.01	0.00	469.90	15,650	886.55	0.00	—	—	—	—	—	—	Neutral
Neutral	120	—	—	18.48	0.00	-0.01	0.00	0.90	15,675	901.90	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.18	0.00	-0.01	0.00	1.00	15,700	917.35	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.35	0.00	-0.01	0.00	442.50	15,725	933.00	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.52	0.00	-0.01	0.00	433.65	15,750	948.75	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.68	0.00	-0.01	0.00	424.90	15,775	964.65	0.00	—	—	—	—	—	—	Neutral
Neutral	120	—	—	18.09	0.00	-0.00	0.00	0.80	15,800	980.70	0.00	—	—	—	—	—	—	Neutral
Neutral	120	—	—	18.73	0.00	-0.00	0.00	0.80	15,900	1,046.10	0.00	—	—	—	—	—	—	Neutral
Short buildup	3,600	+240	3	30.04	0.01	-0.47	-0.20	2.30	16,000	2,600.00	0.00	—	—	—	—	—	240	Neutral
Neutral	—	—	—	20.00	0.00	-0.00	0.00	323.15	16,100	1,183.10	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	20.63	0.00	-0.00	0.00	296.05	16,200	1,254.50	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	21.26	0.00	-0.00	0.00	271.50	16,300	1,328.45	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	21.88	0.00	-0.00	0.00	248.10	16,400	1,403.60	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	22.49	0.00	-0.00	0.00	225.75	16,500	1,479.75	0.00	—	—	—	—	—	—	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 3.22% (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.