haylaavo

MPHASIS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 275

Spot
2,563.70
Future
2,559.30
Forward
2,558.47
PCR (OI)
1.08
Puts 9.13 L / Calls 8.45 L
PCR (volume)
0.78
Puts 2,737 / Calls 3,514
Max pain
2,500
strike with least total payout to holders
Highest OI
2,600 CE · 2,400 PE
ΔOI calls +64,075 · puts +1.61 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.1 L2.2 L1,9002,1002,2502.1 L2,4002,5502.2 L2,7002,850
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········1,9002.500.0035.24—4,125Neutral
·········2,0002.50-0.9551.85−2,47513,475Long unwinding
·········2,0502.500.0031.02—550Neutral
Neutral——62.210.00406.152,1004.20-0.0547.04+55014,300Short buildup
·········2,1506.10+0.7545.66−2755,500Short covering
Neutral275—51.610.00312.002,2008.55+0.2544.02+10,45041,250Long buildup
Neutral——47.080.0089.852,25011.75-0.1542.23+2,2001.12 LShort buildup
Neutral9,900—43.300.00243.852,30017.45-0.4541.49−1,10063,250Long unwinding
Neutral825—40.340.00230.802,35024.90-0.9540.51—44,000Neutral
Neutral35,200—38.150.00163.002,40035.00-2.2039.62+56,6502.11 LShort buildup
Neutral24,475—36.580.00144.102,45048.05-4.0038.67+82583,325Short buildup
Short covering1.03 L−2,47538.33+10.10124.202,50066.20-4.5038.39+62,7001.86 LShort buildup
Long buildup68,750+5,77537.44+8.0095.252,55088.35-5.8538.07+9,90057,475Short buildup
Long buildup2.18 L+77,27537.71+7.4573.352,600113.70-9.5037.32+20,90060,500Short buildup
Long buildup96,525+2,20037.22+5.5553.752,650165.750.0027.58—275Neutral
Short covering1.15 L−9,35037.20+4.1039.102,700179.70-46.4037.13+55013,475Short buildup
Short covering18,425−5,50037.02+2.5027.502,750578.200.0023.87——Neutral
Short covering58,575−4,12537.61+2.5020.002,800309.650.0014.34—2,200Neutral
Long buildup18,975+1,10038.05+1.8014.252,850·········
Short covering39,875−55038.72+1.4510.302,900392.000.00——550Neutral
Neutral37,675−27540.33+0.905.553,000560.200.00———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 4 near-ATM strikes. Discounting at 9.54% (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.