haylaavo

NAUKRI option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 550

Spot
1,192.28
Future
1,195.00
Forward
1,195.00
PCR (OI)
0.86
Puts 13,750 / Calls 15,950
PCR (volume)
0.04
Puts 1 / Calls 26
Max pain
1,160
strike with least total payout to holders
Highest OI
1,140 CE · 1,160 PE
ΔOI calls +9,900 · puts +550
Open interest by strike
CallsPuts│ ATM┊ Max pain
03,5757,1509601,0601,1205,5007,1501,1801,2401,3001,400
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Short buildup1,100+1,100—-72.80233.509607.250.0031.49——Neutral
Neutral——40.940.00271.251,0005.45+0.2532.80+5502,200Long buildup
Neutral——38.490.00238.001,04017.750.0031.25——Neutral
Neutral——37.570.00185.251,06017.450.0031.17——Neutral
Neutral——36.820.00206.751,08025.900.0031.07——Neutral
Neutral——36.200.00154.951,10026.750.0030.97——Neutral
Neutral——35.700.00177.851,12036.450.0030.85——Neutral
Long buildup5,500+4,95029.12+4.9584.951,14038.850.0030.71——Neutral
Neutral——34.940.00151.401,16037.000.0030.55—7,150Neutral
Neutral——34.660.00103.351,18054.250.0030.37——Neutral
Short buildup2,200+2,20028.51-76.7051.001,20064.950.0030.16—1,100Neutral
Neutral——34.220.0082.401,22072.900.0029.92——Neutral
Neutral——34.050.00106.601,24083.450.0029.62——Neutral
Neutral550—33.910.0031.001,26094.750.0029.27——Neutral
Neutral——33.780.0088.201,280104.450.0028.84——Neutral
Neutral——33.670.0050.051,300119.650.0028.31——Neutral
Neutral550—33.580.0028.001,320127.950.0027.64——Neutral
Neutral550—33.420.0010.001,360153.800.0025.59——Neutral
Neutral1,100+55028.450.005.201,400204.000.0020.21—3,300Neutral
Short buildup4,400+1,10031.25-0.404.601,440·········

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.