haylaavo

MPHASIS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 275

Spot
2,563.70
Future
2,593.70
Forward
2,593.70
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.512,2002,4002,6002,8003,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——34.310.00487.052,20034.700.0031.41——Neutral
Neutral——33.360.00409.102,30055.200.0031.41——Neutral
Neutral——32.810.00338.302,40082.850.0031.40——Neutral
Neutral——32.460.00275.552,500118.550.0031.40——Neutral
Neutral——32.240.00221.002,600162.450.0031.41——Neutral
Neutral——32.090.00174.602,700214.500.0031.43——Neutral
Neutral——31.990.00135.952,800274.350.0031.47——Neutral
Neutral——31.920.00104.402,900341.250.0031.54——Neutral
Neutral——31.860.0079.303,000414.550.0031.68——Neutral

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.