haylaavo

NAVINFLUOR option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 75

Spot
8,405.99
Future
8,432.00
Forward
8,436.40
PCR (OI)
0.35
Puts 1.22 L / Calls 3.49 L
PCR (volume)
0.52
Puts 7,140 / Calls 13,845
Max pain
8,500
strike with least total payout to holders
Highest OI
9,000 CE · 8,000 PE
ΔOI calls +31,125 · puts −9,150
Open interest by strike
CallsPuts│ ATM┊ Max pain
031,912.563,8257,0007,60018,9008,0008,4008,80063,8259,2009,600
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——28.910.001,311.607,00016.75+0.4546.56+4,95016,725Long buildup
Neutral——33.090.001,131.257,20043.700.0035.32——Neutral
Neutral——34.160.00960.457,40031.70-3.5540.63+1,2752,025Short buildup
Neutral750—34.420.001,193.207,50037.95-2.9039.31+1,35010,275Short buildup
Neutral——34.610.00801.657,60044.70-1.8037.78+1,0502,250Short buildup
Neutral——34.740.00727.707,70058.40-6.6037.50+375450Short buildup
Neutral——34.840.00657.007,80075.05+5.6037.16−1,7252,475Short covering
Short buildup675+60036.85-260.60630.007,90088.85+1.9035.73+6751,800Long buildup
Long buildup375+37535.22+17.80546.258,000110.85+8.3035.15−14,85018,900Short covering
Short buildup1,350+1,35032.33-13.70456.858,100137.80+10.4534.68+1,2004,800Long buildup
Neutral——35.040.00416.908,200171.80+24.4034.50+1508,175Long buildup
Short buildup6,225+4,05033.78-251.80342.958,300207.00+29.5033.78+7,05011,250Long buildup
Short buildup14,775+10,35033.22-255.05285.208,400249.10+36.8033.24+5,5509,900Long buildup
Short buildup18,150+4,57533.38-232.75239.058,500298.30+45.0532.87−9,90015,450Short covering
Long unwinding27,750−67533.01-219.80194.458,600355.50+63.3032.76−6,90014,250Short covering
Short buildup17,775+30032.75-200.55156.458,700616.750.0035.47——Neutral
Short buildup35,325+2,10032.67-180.65125.258,800386.050.0035.50—225Neutral
Short buildup6,600+60032.16-161.4096.208,900760.400.0035.54——Neutral
Short buildup63,825+13,80032.63-138.9577.959,000662.35+156.0536.33+600825Long buildup
Short buildup5,250+2,55032.89-119.1561.909,100916.000.0035.63——Neutral
Long unwinding53,850−7,20032.92-104.4547.809,200675.600.0035.69—75Neutral
Short buildup3,825+3,07532.39-88.3534.359,300749.750.0035.76—1,725Neutral
Long unwinding54,600−13,95033.22-73.2528.459,4001,168.750.0035.86——Neutral
Short buildup6,750+6,75034.03-31.7023.659,5001,257.100.0035.98——Neutral
Short buildup9,900+82533.89-51.2517.359,6001,347.150.0036.12——Neutral
Neutral——35.200.0037.809,7001,438.650.0036.30——Neutral
Short buildup20,700+67536.92-32.5514.959,8001,531.400.0036.54——Neutral
Short buildup975+97536.24-15.1510.209,9001,625.250.0036.82——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 5 near-ATM strikes. Discounting at 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.