haylaavo

NIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 03 Nov 2026 (1 days) · lot 65

Spot
23,440.80
Forward
23,332.52
PCR (OI)
1.67
Puts 23.79 Cr / Calls 14.26 Cr
PCR (volume)
1.01
Puts 9.02 Cr / Calls 8.89 Cr
Max pain
23,250
strike with least total payout to holders
Highest OI
24,000 CE · 23,000 PE
ΔOI calls +28.58 L · puts +1.10 Cr
Open interest by strike
CallsPuts│ ATM┊ Max pain
072.3 L1.45 Cr22,60022,8001.45 Cr23,00023,20023,40023,60023,8001.24 Cr24,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——221.390.003,416.1020,0500.35-0.2595.11−12.79 L65.69 LLong unwinding
Neutral——218.630.002,685.9520,1000.35-0.2593.67−10.69 L29.13 LLong unwinding
Neutral——215.880.003,316.9520,1500.40-0.2093.29+2,53565,975Short buildup
Neutral——213.120.003,267.4520,2000.35-0.3090.80−4.36 L1.86 LLong unwinding
Neutral——210.370.003,217.9020,2500.40-0.2590.39−18,52531,265Long unwinding
Neutral——207.620.003,168.4020,3000.40-0.4088.94−2.25 L2.52 LLong unwinding
Neutral65—204.870.002,550.0020,3500.45-0.4088.40−14,17054,015Long unwinding
Neutral——202.110.002,324.6520,4000.45-0.4086.95−69,2901.12 LLong unwinding
Neutral——199.360.003,020.0520,4500.50-0.3586.30−2,21054,990Long unwinding
Short covering1,170−65—+272.702,792.1020,5000.60-0.4086.26−12.32 L16.33 LLong unwinding
Neutral——193.860.002,921.3020,5500.55-0.3584.10−28,4702.70 LLong unwinding
Neutral65—191.100.002,119.9020,6000.65-0.3583.92−1.94 L3.28 LLong unwinding
Neutral——188.350.002,822.7520,6500.60-0.4581.82−59,4751.06 LLong unwinding
Neutral——185.590.002,773.5520,7000.60-0.5080.34−6.19 L4.54 LLong unwinding
Neutral——182.840.002,724.4020,7500.65-0.4579.46+1,9501.82 LShort buildup
Neutral——180.080.002,675.3020,8000.65-0.5077.97−3.74 L5.58 LLong unwinding
Neutral——177.320.002,626.3020,8500.75-0.4077.55−62,0751.37 LLong unwinding
Neutral——174.560.002,577.3520,9000.75-0.5076.05−4.28 L6.68 LLong unwinding
Neutral——171.790.002,528.5020,9500.80-0.4575.03−91,8451.68 LLong unwinding
Short covering6,890−585—+279.002,300.0021,0000.85-0.4573.97−44.86 L40.62 LLong unwinding
Neutral——166.260.002,431.1021,0500.75-0.6071.56−8,5802.28 LLong unwinding
Neutral65—163.480.001,365.4521,1000.80-0.5570.52−4.78 L5.70 LLong unwinding
Neutral65—160.710.001,317.1021,1500.90-0.5069.85−1.03 L2.58 LLong unwinding
Neutral130—157.930.001,504.7021,2000.80-0.6567.51−8.41 L10.27 LLong unwinding
Neutral195—155.150.001,547.1521,2500.90-0.5066.81−3.65 L3.62 LLong unwinding
Short covering2,210−585—+309.151,935.8521,3000.85-0.6064.91−13.90 L8.50 LLong unwinding
Short covering1,690−65—+596.451,950.0021,3501.00-0.6064.49−5.94 L5.35 LLong unwinding
Neutral1,755—146.780.001,691.4021,4000.90-0.7062.27−8.66 L9.69 LLong unwinding
Neutral260—143.980.001,264.6521,4500.95-0.7061.10−1.86 L3.51 LLong unwinding
Short covering74,360−21,645—+298.051,824.3521,5001.05-0.8060.22−51.65 L61.47 LLong unwinding
Neutral195—138.360.001,223.7021,5501.05-0.7558.69−3.91 L5.27 LLong unwinding
Short covering2,275−65—+265.901,683.9021,6001.10-0.8557.44−22.95 L23.69 LLong unwinding
Neutral715—132.710.001,225.3021,6501.20-0.8056.45−5.70 L4.72 LLong unwinding
Neutral11,115−6590.27+297.601,661.0021,7001.20-0.9554.89−17.34 L25.82 LLong unwinding
Neutral2,405—127.040.001,314.0021,7501.25-1.1053.58−5.90 L8.14 LLong unwinding
Short covering15,665−3,77062.27+355.551,537.2521,8001.35-1.1552.49−30.71 L28.63 LLong unwinding
Short covering3,770−910—+291.701,459.0521,8501.35-1.4050.91−6.41 L8.13 LLong unwinding
Short covering27,625−910—+296.001,427.2021,9001.40-1.6549.55−35.01 L27.26 LLong unwinding
Neutral20,865−19581.09+330.851,414.6021,9501.45-1.8048.17−12.19 L18.56 LLong unwinding
Short covering1.62 L−72,475—+295.251,324.0022,0001.55-2.1046.96−14.44 L1.22 CrLong unwinding
Short covering75,010−1,690—+276.951,261.4522,0501.60-2.2545.54−5.40 L15.28 LLong unwinding
Short covering97,370−31,265—+291.001,226.4022,1001.70-2.5544.26−34.35 L36.37 LLong unwinding
Short covering54,730−715—+271.851,157.7522,1501.80-2.7042.96−9.35 L10.94 LLong unwinding
Short covering1.53 L−1.15 L45.58+307.201,136.0022,2001.90-3.2541.61+15.77 L70.38 LShort buildup
Short covering48,945−2,79542.24+297.401,085.2022,2502.00-3.6540.24−6.68 L20.15 LLong unwinding
Short covering1.64 L−1.28 L51.20+309.801,043.8522,3002.15-4.3038.96+27.99 L83.10 LShort buildup
Short covering76,765−2,40543.28+302.45988.1022,3502.25-5.2037.52−14.51 L21.65 LLong unwinding
Short covering2.81 L−2.11 L28.50+297.10932.7022,4002.45-6.0536.26+68,05581.48 LNeutral
Short covering1.75 L−15,210—+289.50878.0522,4502.55-7.3534.75−13.82 L26.71 LLong unwinding
Short covering7.68 L−4.25 L31.69+295.20834.3022,5002.80-9.2033.49+4.95 L1.25 CrShort buildup
Short covering2.71 L−57,39543.10+303.95797.1522,5503.00-11.4532.07−14.62 L29.45 LLong unwinding
Short covering5.27 L−4.07 L31.18+294.40736.0022,6003.25-14.5530.68−1.51 L82.65 LLong unwinding
Short covering3.49 L−81,31533.36+290.20689.7522,6503.50-18.7529.23−8.99 L37.36 LLong unwinding
Short covering11.33 L−7.27 L25.51+280.20634.6522,7003.85-23.8027.85+6.49 L1.12 CrShort buildup
Short covering4.12 L−1.12 L26.35+275.25586.6022,7504.15-30.2526.33+4.35 L50.81 LShort buildup
Short covering13.96 L−10.02 L25.71+268.90537.9022,8004.50-38.9524.79+10.24 L1.15 CrShort buildup
Short covering3.49 L−2.66 L22.91+256.60487.0022,8505.10-48.9523.40+6.82 L55.65 LShort buildup
Short covering10.08 L−16.43 L19.83+242.90435.8522,9005.70-62.0021.90+8.67 L98.04 LShort buildup
Short covering5.16 L−7.58 L17.06+224.60385.0522,9506.85-77.5520.65+12.85 L55.25 LShort buildup
Short covering25.77 L−47.88 L18.80+209.90339.8023,0008.40-95.9019.42+53.33 L1.45 CrShort buildup
Short covering7.92 L−25.74 L15.71+184.40288.3023,05010.65-116.6518.26+7.33 L49.02 LShort buildup
Short covering17.52 L−47.74 L15.08+160.40241.4023,10014.60-140.0017.43+50.10 L77.35 LShort buildup
Short covering13.88 L−21.59 L14.75+135.20196.9523,15020.90-164.6016.84+41.83 L47.02 LShort buildup
Short covering44.84 L−30.24 L15.30+112.60158.6023,20030.40-189.2516.42+99.31 L1.08 CrShort buildup
Long buildup35.26 L+2.38 L14.99+87.70121.4523,25043.45-213.3016.01+62.00 L63.64 LShort buildup
Long buildup77.87 L+14.17 L15.15+66.8091.1523,30062.65-235.9515.99+87.78 L91.50 LShort buildup
Long buildup62.69 L+30.95 L15.22+48.3065.7523,35086.35-253.5015.86+43.73 L44.54 LShort buildup
Short covering93.25 L−1.02 L15.44+34.2046.3523,400114.50-269.2515.59+22.09 L24.36 LShort buildup
Long buildup54.64 L+14.42 L15.72+22.9531.9023,450147.55-279.5515.27+5.45 L6.72 LShort buildup
Short covering1.11 Cr−17.29 L15.92+14.5021.1523,500188.00-293.6515.74+6.47 L11.81 LShort buildup
Long buildup50.52 L+14.79 L16.16+8.8013.7023,550231.15-297.6516.16+1.30 L1.47 LShort buildup
Long buildup1.04 Cr+56.49 L16.55+5.108.9523,600277.60-304.9517.12+1.77 L2.63 LShort buildup
Long buildup43.50 L+22.69 L17.02+2.805.9023,650327.30-301.1019.25+63,89569,550Short buildup
Long buildup75.28 L+20.18 L17.60+1.504.0023,700374.65-302.7019.93+39,91079,885Short buildup
Long buildup32.35 L+13.90 L18.22+0.752.7523,750425.35-295.0522.45+14,36519,045Short buildup
Long buildup70.38 L+3.46 L18.97+0.302.0023,800470.80-303.7020.72−5,07051,740Long unwinding
Neutral17.82 L+6.16 L19.970.001.6023,850528.70-282.3528.66+8,3208,970Short buildup
Short buildup37.13 L+2.34 L20.96-0.051.3023,900578.20-293.2530.43−11,37529,185Long unwinding
Short buildup7.85 L+89,89522.28-0.101.2023,950633.30-281.7035.50+4,8106,305Short buildup
Short buildup1.24 Cr+14.42 L23.81-0.101.2024,000666.05-301.70—−84,4351.69 LLong unwinding
Short buildup11.10 L+5.01 L24.74-0.101.0024,050736.20-283.9041.35+2,0802,665Short buildup
Short buildup19.53 L+6.16 L25.87-0.100.9024,100775.45-307.8036.22−5,85016,640Long unwinding
Short buildup14.97 L+10.57 L26.73-0.150.7524,150822.10-295.1034.61+1,1055,720Short buildup
Short buildup35.47 L+17.93 L27.68-0.150.6524,200886.95-282.8548.08−39,91044,005Long unwinding
Short buildup8.59 L+5.46 L29.07-0.150.6524,250933.05-326.3047.70+1,1051,495Short buildup
Short buildup18.62 L+4.57 L30.17-0.100.6024,300989.60-286.8553.75−8,64519,305Long unwinding
Short buildup5.23 L+1.73 L31.23-0.150.5524,3501,010.45-269.55—+195260Short buildup
Short buildup15.72 L+2.87 L32.56-0.100.5524,4001,056.80-263.20—−3251,950Long unwinding
Long unwinding2.56 L−15,86033.89-0.050.5524,4501,700.100.00——195Neutral
Short buildup57.43 L+17.67 L35.21-0.050.5524,5001,163.20-313.65—−39,84560,255Long unwinding
Short buildup3.68 L+29,44536.16-0.050.5024,5501,458.200.00——130Neutral
Short buildup5.10 L+1.08 L37.45-0.050.5024,6001,260.00-503.80—−325650Long unwinding
Long unwinding2.21 L−36,01038.33-0.100.4524,6501,280.650.00———Neutral
Long unwinding5.63 L−1.05 L39.59-0.050.4524,7001,405.00-745.0078.73—1,105Neutral
Short buildup1.08 L+32,30541.28-0.050.5024,7502,200.000.00——390Neutral
Long unwinding2.44 L−31,39542.55-0.050.5024,8001,490.00-311.0073.84−3252,340Long unwinding
Long unwinding93,080−59,73543.36-0.100.4524,8502,285.000.00——1,040Neutral
Long unwinding1.39 L−1.00 L44.60-0.050.4524,9001,584.40-745.6073.32—780Neutral
Short buildup94,770+8,32045.84-0.050.4524,9501,755.50-16.95129.22—3,055Neutral
Long unwinding13.14 L−2.41 L46.54-0.150.4025,0001,679.45-290.4572.24−17,42068,120Long unwinding
Long unwinding1.02 L−1,04047.76-0.100.4025,0501,622.000.00———Neutral
Long unwinding1.69 L−6,95548.36-0.100.3525,1001,830.00-390.00107.74−1,040650Long unwinding
Long unwinding1.27 L−54,66550.17-0.050.4025,1501,711.150.00———Neutral
Long unwinding6.27 L−3.55 L50.74-0.100.3525,2001,872.50-277.5069.22−2,4702,405Long unwinding
130+13054.63—0.6025,2501,801.55————
455+45570.26—4.3525,3001,847.20————
195+19556.09—0.5025,3501,893.10————
780+78073.07—4.3025,4001,939.25————
260+26075.10—4.5525,4501,985.65————
65+6553.79—0.1525,5002,032.25————
——45.66—32.1525,5502,079.10————
——46.59—29.5525,6002,126.15————
——47.51—27.1025,6502,173.40————
——48.42—24.8525,7002,220.80————

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 5.49% (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.