NATIONALUM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1875
Spot
328.00
Future
328.45
Forward
327.50
PCR (OI)
1.35
Puts 1.37 L / Calls 1.01 L
PCR (volume)
0.65
Puts 39 / Calls 60
Max pain
320
strike with least total payout to holders
Highest OI
320 CE · 320 PE
ΔOI calls +56,250 · puts +61,875
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 55.25 | 0.00 | 94.55 | 260 | 2.05 | 0.00 | 40.33 | — | 3,750 | Neutral | ||||||
| Neutral | — | — | 52.37 | 0.00 | 86.25 | 270 | 2.95 | 0.00 | 40.16 | — | 3,750 | Neutral | ||||||
| Neutral | — | — | 50.18 | 0.00 | 78.30 | 280 | 3.40 | -1.30 | 37.78 | +1,875 | 9,375 | Short buildup | ||||||
| Neutral | — | — | 49.27 | 0.00 | 39.55 | 285 | 13.25 | 0.00 | 39.88 | — | — | Neutral | ||||||
| Neutral | — | — | 48.51 | 0.00 | 70.80 | 290 | 9.90 | 0.00 | 39.77 | — | — | Neutral | ||||||
| Neutral | — | — | 47.86 | 0.00 | 33.65 | 295 | 17.25 | 0.00 | 39.65 | — | — | Neutral | ||||||
| Long buildup | 18,750 | +11,250 | 34.46 | +5.00 | 34.00 | 300 | 7.50 | -1.80 | 36.56 | +3,750 | 15,000 | Short buildup | ||||||
| Neutral | — | — | 46.78 | 0.00 | 28.35 | 305 | 21.85 | 0.00 | 39.36 | — | — | Neutral | ||||||
| Neutral | 5,625 | — | 46.35 | 0.00 | 24.30 | 310 | 19.00 | 0.00 | 39.20 | — | 16,875 | Neutral | ||||||
| Neutral | — | — | 45.96 | 0.00 | 23.70 | 315 | 27.10 | 0.00 | 39.03 | — | — | Neutral | ||||||
| Long buildup | 37,500 | +30,000 | 35.24 | +5.85 | 21.85 | 320 | 14.50 | -2.30 | 35.46 | +48,750 | 58,125 | Short buildup | ||||||
| Short buildup | 5,625 | +5,625 | 34.88 | -0.60 | 19.10 | 325 | 16.50 | -16.45 | 34.66 | +3,750 | 3,750 | Short buildup | ||||||
| Short buildup | 1,875 | +1,875 | 34.78 | -28.55 | 16.70 | 330 | 18.25 | -6.75 | 32.97 | +1,875 | 3,750 | Short buildup | ||||||
| Neutral | — | — | 44.84 | 0.00 | 16.20 | 335 | 39.40 | 0.00 | 38.12 | — | — | Neutral | ||||||
| Neutral | 1,875 | — | 44.65 | 0.00 | 12.75 | 340 | 28.20 | +0.20 | 40.98 | +1,875 | 5,625 | Long buildup | ||||||
| Neutral | — | — | 44.47 | 0.00 | 13.25 | 345 | 46.30 | 0.00 | 37.47 | — | — | Neutral | ||||||
| Long buildup | 9,375 | +7,500 | 34.82 | +3.15 | 9.40 | 350 | 37.25 | 0.00 | 37.09 | — | 11,250 | Neutral | ||||||
| Neutral | — | — | 44.16 | 0.00 | 10.75 | 355 | 53.75 | 0.00 | 36.64 | — | — | Neutral | ||||||
| Neutral | 7,500 | — | 44.03 | 0.00 | 6.00 | 360 | 45.00 | 0.00 | 36.14 | — | 1,875 | Neutral | ||||||
| Neutral | — | — | 43.79 | 0.00 | 27.15 | 370 | 45.05 | 0.00 | 34.83 | — | — | Neutral | ||||||
| Neutral | 5,625 | — | 43.60 | 0.00 | 3.80 | 380 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 7,500 | — | 35.27 | 0.00 | 1.70 | 400 | 75.15 | 0.00 | 15.82 | — | 3,750 | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 4 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.