haylaavo

MPHASIS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 275

Spot
2,563.70
Future
2,583.50
Forward
2,583.50
PCR (OI)
2.11
Puts 5,225 / Calls 2,475
PCR (volume)
1.67
Puts 5 / Calls 3
Max pain
2,600
strike with least total payout to holders
Highest OI
2,500 CE · 2,500 PE
ΔOI calls +825 · puts +1,375
Open interest by strike
CallsPuts│ ATM┊ Max pain
08251,6502,1002,2502,3502,4508251,6502,5502,6502,7502,900
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——36.930.00199.902,100114.750.0031.42——Neutral
Neutral——34.600.00150.602,20023.750.0031.40—550Neutral
Neutral——33.890.00420.852,25028.100.0031.39——Neutral
Neutral——33.360.00110.952,30050.700.0031.38—275Neutral
Neutral——32.980.00342.002,35051.950.0031.37—275Neutral
Neutral275—32.700.00234.852,40058.600.0031.36—275Neutral
Neutral——32.500.00271.602,45076.650.0031.35——Neutral
Neutral825—32.340.00130.002,500100.000.0031.34—1,650Neutral
Short buildup550+55041.45-28.65182.102,550114.750.0031.33——Neutral
Neutral——32.120.0039.352,600144.90+2.9033.96+1,3751,650Long buildup
Neutral——32.040.00159.752,650162.600.0031.31——Neutral
Neutral275—31.980.00100.002,700532.900.0031.30——Neutral
Neutral——31.930.00118.302,750220.100.0031.29——Neutral
Long buildup275+27532.30+36.1554.202,800622.600.0031.29——Neutral
Neutral——31.830.0011.952,900395.000.0031.31—275Neutral
Neutral275—31.780.0019.903,000430.000.0031.38—275Neutral

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