haylaavo

MOTILALOFS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 775

Spot
964.40
Future
968.60
Forward
968.44
PCR (OI)
0.51
Puts 22.62 L / Calls 44.00 L
PCR (volume)
0.34
Puts 3,071 / Calls 8,957
Max pain
960
strike with least total payout to holders
Highest OI
1,100 CE · 900 PE
ΔOI calls −11.82 L · puts −89,125
Open interest by strike
CallsPuts│ ATM┊ Max pain
04.5 L9.0 L7608403.9 L9009601,0201,0809.0 L1,1401,200
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········7603.35+1.9564.60—45,725Neutral
Neutral4,650——0.00193.808001.80-1.1046.83+33,3251.52 LShort buildup
Neutral——35.120.00196.208202.15-2.0043.35+77526,350Short buildup
Neutral1,550—38.200.00107.008402.90-2.8040.91−48,0502.47 LLong unwinding
Short buildup3,875+3,87546.87-48.50116.008604.05-4.2538.77+13,9501.46 LShort buildup
Neutral31,775—40.300.0071.008805.90-6.2037.10−11,6251.02 LLong unwinding
Long buildup41,850+3,10034.77+19.3076.509008.75-8.0535.80+8,5253.88 LShort buildup
Long buildup33,325+77538.41+19.7064.1092013.35-10.5035.33+8,5251.25 LShort buildup
Short covering2.94 L−22,47533.57+13.4046.9094019.55-13.4034.82−3,1003.50 LNeutral
Short covering1.92 L−98,42534.18+11.3535.9096027.70-16.0534.44−76,7252.54 LLong unwinding
Short covering2.66 L−67,42534.20+8.8526.4098037.95-18.5034.20+5,4251.11 LShort buildup
Short covering8.88 L−4.60 L34.45+6.6019.051,00048.95-24.4032.57−17,8251.84 LLong unwinding
Short covering3.56 L−58,90034.55+4.5513.301,02066.40-20.7036.56−2,32546,500Long unwinding
Short covering3.94 L−1.33 L34.90+3.059.201,040100.850.0042.57—23,250Neutral
Short covering4.36 L−1.47 L35.89+2.206.601,060103.000.0042.67—48,050Neutral
Long buildup2.14 L+26,35036.90+1.454.751,080140.000.0042.80—4,650Neutral
Short covering8.97 L−2.29 L38.37+0.953.601,100112.950.0042.93—6,200Neutral
Long buildup80,600+10,85038.61+0.452.401,120139.000.0043.12—1,550Neutral
Short covering56,575−12,40040.04+0.401.851,140·········
Long buildup57,350+5,42541.22+0.251.401,160186.250.0043.59——Neutral
Short covering32,550−3,10042.89+0.251.151,180·········
Long buildup92,225+5,42544.11+0.050.901,200·········
Long unwinding26,350−6,20046.28-0.050.551,240·········

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 1.52% (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.