NATIONALUM option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1875

Spot

328.00

Future

329.45

Forward

329.45

23 Nov 2026 29 Dec 2026 25 Jan 2027

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	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	49.04	0.86	-0.09	0.00	61.20	260	8.95	0.00	-0.06	-0.09	40.59	—	—	—	Neutral
Neutral	—	—	—	47.64	0.83	-0.10	0.00	54.15	270	11.80	0.00	-0.08	-0.13	40.51	—	—	—	Neutral
Neutral	—	—	—	46.61	0.79	-0.12	0.00	47.70	280	15.15	0.00	-0.10	-0.17	40.38	—	—	—	Neutral
Neutral	—	—	—	45.79	0.75	-0.13	0.00	41.75	290	19.10	0.00	-0.11	-0.22	40.22	—	—	—	Neutral
Neutral	—	—	—	45.17	0.70	-0.14	0.00	36.35	300	23.55	0.00	-0.12	-0.28	40.06	—	—	—	Neutral
Neutral	—	—	—	44.70	0.65	-0.15	0.00	31.50	310	28.55	0.00	-0.13	-0.34	39.86	—	—	—	Neutral
Neutral	—	—	—	44.31	0.59	-0.16	0.00	27.15	320	34.05	0.00	-0.14	-0.40	39.65	—	—	—	Neutral
Neutral	—	—	—	44.01	0.54	-0.16	0.00	23.30	330	40.00	0.00	-0.14	-0.46	39.37	—	—	—	Neutral
Neutral	—	—	—	43.76	0.48	-0.16	0.00	19.90	340	46.45	0.00	-0.14	-0.53	39.06	—	—	—	Neutral
Neutral	—	—	—	43.56	0.42	-0.16	0.00	16.95	350	53.35	0.00	-0.14	-0.59	38.68	—	—	—	Neutral
Neutral	—	—	—	43.38	0.37	-0.15	0.00	14.35	360	60.60	0.00	-0.13	-0.65	38.22	—	—	—	Neutral
Neutral	—	—	—	43.13	0.28	-0.13	0.00	10.20	380	76.15	0.00	-0.10	-0.76	36.93	—	—	—	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 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.