NATIONALUM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1875
Spot
328.00
Future
327.30
Forward
327.05
PCR (OI)
0.79
Puts 1.13 Cr / Calls 1.44 Cr
PCR (volume)
0.31
Puts 5,278 / Calls 17,244
Max pain
325
strike with least total payout to holders
Highest OI
330 CE · 300 PE
ΔOI calls +27.56 L · puts +12.22 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 250 | 0.30 | -0.20 | 55.31 | +5,625 | 1.97 L | Short buildup | |||
| · | · | · | · | · | · | · | · | · | 255 | 1.60 | 0.00 | 40.86 | — | 1,875 | Neutral | |||
| Neutral | 71,250 | — | 70.99 | 0.00 | 48.00 | 260 | 0.35 | -0.40 | 49.49 | — | 1.88 L | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 265 | 0.45 | -0.55 | 48.00 | +7,500 | 1.93 L | Short buildup | |||
| Neutral | — | — | 63.37 | 0.00 | 81.60 | 270 | 0.60 | -0.80 | 46.85 | −31,875 | 1.24 L | Long unwinding | ||||||
| Neutral | 15,000 | — | 60.02 | 0.00 | 26.70 | 275 | 0.80 | -1.10 | 45.75 | −16,875 | 1.71 L | Long unwinding | ||||||
| Neutral | 20,625 | — | 57.06 | 0.00 | 32.00 | 280 | 1.05 | -1.35 | 44.56 | +1,875 | 3.92 L | Neutral | ||||||
| Neutral | 28,125 | — | 54.55 | 0.00 | 29.45 | 285 | 1.30 | -1.85 | 42.77 | +16,875 | 1.09 L | Short buildup | ||||||
| Short covering | 2.33 L | −3,750 | 41.03 | +10.80 | 38.60 | 290 | 1.85 | -2.20 | 42.63 | +28,125 | 3.13 L | Short buildup | ||||||
| Neutral | 1.05 L | — | 50.64 | 0.00 | 22.50 | 295 | 2.30 | -3.00 | 40.94 | +41,250 | 1.80 L | Short buildup | ||||||
| Neutral | 7.16 L | — | 40.95 | +9.65 | 30.20 | 300 | 3.15 | -3.50 | 40.70 | +1.57 L | 13.86 L | Short buildup | ||||||
| Short covering | 2.19 L | −7,500 | 39.00 | +8.65 | 25.90 | 305 | 4.05 | -4.20 | 39.70 | −5,625 | 3.99 L | Long unwinding | ||||||
| Short covering | 9.82 L | −30,000 | 38.77 | +8.00 | 22.20 | 310 | 5.25 | -5.05 | 39.04 | +43,125 | 12.66 L | Short buildup | ||||||
| Short covering | 5.94 L | −26,250 | 38.23 | +7.20 | 18.70 | 315 | 6.90 | -5.85 | 39.05 | −16,875 | 9.49 L | Long unwinding | ||||||
| Short covering | 11.61 L | −75,000 | 38.20 | +6.35 | 15.65 | 320 | 8.70 | -6.80 | 38.50 | +1.18 L | 9.75 L | Short buildup | ||||||
| Long buildup | 8.91 L | +5.01 L | 38.23 | +5.55 | 12.95 | 325 | 10.90 | -7.50 | 38.23 | +3.71 L | 4.74 L | Short buildup | ||||||
| Neutral | 19.61 L | +9,375 | 37.98 | +4.65 | 10.50 | 330 | 13.10 | -8.25 | 36.89 | +4.56 L | 9.07 L | Short buildup | ||||||
| Long buildup | 6.22 L | +2.14 L | 38.14 | +4.00 | 8.50 | 335 | 16.15 | -4.35 | 37.22 | +13,125 | 65,625 | Short buildup | ||||||
| Long buildup | 10.78 L | +3.67 L | 38.11 | +3.30 | 6.75 | 340 | 19.80 | -8.90 | 38.55 | +26,250 | 3.54 L | Short buildup | ||||||
| Long buildup | 2.70 L | +84,375 | 38.30 | +2.70 | 5.35 | 345 | 22.70 | -14.30 | 36.21 | +1,875 | 3,750 | Short buildup | ||||||
| Long buildup | 18.32 L | +6.17 L | 38.30 | +2.05 | 4.15 | 350 | 27.05 | -11.70 | 38.30 | −1,875 | 12.24 L | Neutral | ||||||
| Long buildup | 2.02 L | +33,750 | 38.85 | +1.65 | 3.30 | 355 | 29.70 | 0.00 | 34.28 | — | — | Neutral | ||||||
| Long buildup | 8.12 L | +3.99 L | 39.32 | +1.35 | 2.60 | 360 | 39.00 | -1.20 | 54.88 | — | 1.73 L | Neutral | ||||||
| Long buildup | 2.04 L | +15,000 | 39.54 | +0.95 | 2.00 | 365 | 47.50 | 0.00 | 29.26 | — | 5,625 | Neutral | ||||||
| Long buildup | 4.76 L | +1.56 L | 39.92 | +0.75 | 1.55 | 370 | 44.00 | -5.50 | 36.91 | +7,500 | 1.57 L | Short buildup | ||||||
| Long buildup | 2.57 L | +1.39 L | 40.33 | +0.60 | 1.20 | 375 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 5.85 L | +1.07 L | 40.95 | +0.45 | 0.95 | 380 | 58.15 | 0.00 | — | — | 5.21 L | Neutral | ||||||
| Long buildup | 3.52 L | +30,000 | 42.21 | +0.25 | 0.60 | 390 | 73.00 | 0.00 | — | — | 6.04 L | Neutral | ||||||
| Long buildup | 6.81 L | +2.27 L | 44.66 | +0.15 | 0.45 | 400 | · | · | · | · | · | · | · | · | · | |||
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 3.56% (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.