NAM-INDIA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 625
Spot
957.76
Future
930.00
Forward
930.00
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
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| — | — | 77.70 | — | 243.60 | 720 | 9.50 | — | 34.67 | — | — | ||||||||
| Neutral | — | — | 64.32 | 0.00 | 179.55 | 800 | 24.20 | 0.00 | 33.34 | — | — | Neutral | ||||||
| Neutral | — | — | 59.51 | 0.00 | 151.45 | 840 | 35.45 | 0.00 | 32.44 | — | — | Neutral | ||||||
| Neutral | — | — | 55.76 | 0.00 | 126.20 | 880 | 49.60 | 0.00 | 31.32 | — | — | Neutral | ||||||
| Neutral | — | — | 52.88 | 0.00 | 104.05 | 920 | 66.85 | 0.00 | 29.84 | — | — | Neutral | ||||||
| Neutral | — | — | 50.68 | 0.00 | 84.85 | 960 | 87.05 | 0.00 | 27.82 | — | — | Neutral | ||||||
| Neutral | — | — | 48.99 | 0.00 | 68.50 | 1,000 | 110.05 | 0.00 | 24.78 | — | — | Neutral | ||||||
| Neutral | — | — | 47.67 | 0.00 | 54.75 | 1,040 | 135.70 | 0.00 | 18.82 | — | — | Neutral | ||||||
| Neutral | — | — | 46.64 | 0.00 | 43.40 | 1,080 | 163.70 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | — | — | 45.81 | 0.00 | 34.15 | 1,120 | 193.85 | 0.00 | — | — | — | 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.