haylaavo

NAM-INDIA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 625

Spot
957.76
Future
954.35
Forward
954.35
PCR (OI)
0.22
Puts 1,250 / Calls 5,625
PCR (volume)
—
Puts — / Calls —
Max pain
940
strike with least total payout to holders
Highest OI
1,080 CE · 880 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
02,812.55,6257608206258809401,0001,0605,625
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——56.750.00324.657605.500.0037.39——Neutral
——54.08—183.8578012.40—37.28——
Neutral——51.800.00289.008009.300.0037.14——Neutral
Neutral——49.880.00152.4582020.550.0036.99——Neutral
Neutral——48.290.00255.0084014.700.0036.82——Neutral
Neutral——46.990.00124.1586031.850.0036.64——Neutral
Neutral——45.910.00222.9588027.000.0036.43—625Neutral
Neutral——45.030.0099.3590046.600.0036.18——Neutral
Neutral——44.300.00193.2592031.750.0035.90——Neutral
Neutral——43.710.0078.1594050.000.0035.57—625Neutral
Neutral——43.200.00165.8596043.800.0035.19——Neutral
Neutral——42.790.0060.4598086.800.0034.74——Neutral
Neutral——42.430.00141.201,00058.550.0034.20——Neutral
Neutral——42.130.0046.001,020111.950.0033.54——Neutral
Neutral——41.880.00119.151,04075.900.0032.73——Neutral
Neutral——41.660.0034.451,060139.950.0031.71——Neutral
Neutral5,625—41.460.005.751,08095.900.0030.35——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 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.