NAM-INDIA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 625
Spot
957.76
Future
957.60
Forward
957.67
PCR (OI)
0.94
Puts 11.02 L / Calls 11.72 L
PCR (volume)
0.34
Puts 1,973 / Calls 5,815
Max pain
940
strike with least total payout to holders
Highest OI
1,000 CE · 920 PE
ΔOI calls +1.21 L · puts +66,250
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 62.55 | 0.00 | 373.80 | 760 | 1.50 | 0.00 | 38.34 | — | — | Neutral | ||||||
| Neutral | — | — | 57.60 | 0.00 | 297.25 | 780 | 1.70 | 0.00 | 38.43 | — | 11,875 | Neutral | ||||||
| Neutral | — | — | 53.28 | 0.00 | 438.95 | 800 | 1.00 | -1.65 | 40.09 | +1,875 | 43,750 | Short buildup | ||||||
| Neutral | — | — | 49.70 | 0.00 | 259.95 | 820 | 1.40 | -2.90 | 37.69 | −625 | 42,500 | Long unwinding | ||||||
| Neutral | — | — | 46.91 | 0.00 | 381.20 | 840 | 2.45 | -4.75 | 37.01 | −10,625 | 75,625 | Long unwinding | ||||||
| Neutral | 1,250 | — | 44.86 | 0.00 | 68.10 | 860 | 4.00 | -7.35 | 36.04 | +30,625 | 68,750 | Short buildup | ||||||
| Neutral | 3,125 | — | 32.59 | +19.50 | 82.50 | 880 | 6.35 | -10.30 | 35.09 | −8,125 | 55,000 | Long unwinding | ||||||
| Short covering | 1.04 L | −4,375 | 34.26 | +28.90 | 67.35 | 900 | 9.90 | -14.30 | 34.31 | — | 1.73 L | Neutral | ||||||
| Long buildup | 96,250 | +3,125 | 33.47 | +25.30 | 52.40 | 920 | 14.85 | -19.10 | 33.47 | −13,750 | 3.53 L | Long unwinding | ||||||
| Long buildup | 59,375 | +13,125 | 32.62 | +19.25 | 39.15 | 940 | 22.05 | -19.90 | 33.20 | +53,125 | 67,500 | Short buildup | ||||||
| Long buildup | 1.44 L | +25,000 | 32.31 | +15.70 | 28.40 | 960 | 30.65 | -26.35 | 32.24 | +16,875 | 55,000 | Short buildup | ||||||
| Long buildup | 47,500 | +3,125 | 32.10 | +11.55 | 19.85 | 980 | 42.35 | -23.65 | 32.38 | +625 | 8,750 | Short buildup | ||||||
| Short covering | 2.39 L | −6,250 | 31.70 | +8.00 | 13.15 | 1,000 | 53.25 | -21.45 | 29.03 | −3,125 | 60,625 | Long unwinding | ||||||
| Long buildup | 1.77 L | +85,625 | 31.86 | +5.35 | 8.65 | 1,020 | 110.35 | 0.00 | 35.72 | — | 3,750 | Neutral | ||||||
| Short covering | 90,000 | −35,000 | 31.99 | +3.35 | 5.50 | 1,040 | 85.30 | -44.70 | 27.34 | −625 | 13,750 | Long unwinding | ||||||
| Long buildup | 50,000 | +26,250 | 32.75 | +1.30 | 3.65 | 1,060 | 148.75 | 0.00 | 33.23 | — | 2,500 | Neutral | ||||||
| Long buildup | 13,125 | +1,875 | 33.79 | +0.70 | 2.50 | 1,080 | 172.00 | 0.00 | 30.43 | — | 3,125 | Neutral | ||||||
| Long buildup | 64,375 | +6,875 | 34.31 | +0.70 | 1.60 | 1,100 | 199.00 | 0.00 | — | — | 48,125 | Neutral | ||||||
| Long buildup | 14,375 | +2,500 | 36.11 | +0.40 | 1.25 | 1,120 | 206.20 | 0.00 | — | — | 3,125 | Neutral | ||||||
| Long buildup | 18,125 | +625 | 39.37 | +0.40 | 1.25 | 1,140 | 203.00 | 0.00 | — | — | 11,875 | Neutral | ||||||
| Neutral | 8,125 | — | 39.55 | 0.00 | 0.40 | 1,160 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 20,000 | −1,875 | 41.62 | 0.00 | 0.70 | 1,180 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 10,000 | — | 43.44 | +0.05 | 0.60 | 1,200 | 305.00 | 0.00 | — | — | 625 | Neutral | ||||||
| Neutral | 12,500 | — | 39.51 | 0.00 | 0.40 | 1,240 | · | · | · | · | · | · | · | · | · | |||
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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.