haylaavo

NAUKRI option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 550

Spot
1,192.28
Future
1,190.20
Forward
1,188.64
PCR (OI)
0.50
Puts 13.69 L / Calls 27.46 L
PCR (volume)
0.50
Puts 2,582 / Calls 5,158
Max pain
1,200
strike with least total payout to holders
Highest OI
1,300 CE · 1,200 PE
ΔOI calls +89,100 · puts +4,400
Open interest by strike
CallsPuts│ ATM┊ Max pain
03.1 L6.3 L9601,0401,1001,1602.2 L1,2201,2806.3 L1,3401,400
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Short buildup550+55057.01-175.20231.809602.700.0031.18——Neutral
·········9801.250.0031.31—6,050Neutral
Neutral550—57.810.00242.301,0001.15-0.5038.25−1,65066,000Long unwinding
Neutral1.07 L—49.570.00150.201,0402.35-0.7035.47+4,95022,550Short buildup
Neutral11,000—46.140.00131.851,0603.45-1.1034.34+1,10040,700Short buildup
Neutral1,650—43.280.00190.801,0805.10-1.0033.37+2,20043,450Short buildup
Neutral550—40.990.00111.951,1007.30-1.6532.22+8,8001.12 LShort buildup
Neutral3,300—39.210.0068.051,12010.75-1.4031.58—28,600Neutral
Neutral16,500—37.860.0071.251,14015.40-2.0030.91+7,7001.24 LShort buildup
Neutral72,050−3,85030.070.0049.901,16021.65-2.3030.38−9,35096,800Long unwinding
Neutral1.61 L—30.22+1.0538.651,18029.70-2.8029.93+4,9501.31 LShort buildup
Short buildup3.88 L+47,85029.97-0.0528.801,20039.45-2.7529.37−12,6502.17 LLong unwinding
Short buildup2.04 L+47,85029.60-0.3520.651,22054.750.0028.00—94,050Neutral
Short buildup2.01 L+4,40029.50-0.4514.501,24066.200.0026.91—1.16 LNeutral
Neutral2.72 L−1,10029.62-0.2010.051,26082.85-0.0531.51−1,65022,550Long unwinding
Short buildup1.03 L+23,65029.89-0.306.901,280111.150.0022.08—66,000Neutral
Neutral6.29 L−3,85030.34-0.204.751,300129.050.00——1.69 LNeutral
Long unwinding1.17 L−4,95031.04-0.103.351,320113.700.00——6,600Neutral
Long unwinding1.94 L−14,85031.26-0.302.201,340·········
Long unwinding38,500−7,70032.54-0.201.701,360149.350.00——3,300Neutral
Short covering33,550−1,10034.31+0.251.451,380·········
Short buildup1.03 L+1,65035.01-0.051.051,400207.000.00——2,750Neutral
Neutral61,050—36.30-0.150.551,440251.350.00——550Neutral
Long buildup28,050+55040.67+0.200.551,480·········

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 4.08% (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.