haylaavo

NIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 65

Spot
23,440.80
Future
23,534.60
Forward
23,550.88
PCR (OI)
1.14
Puts 3.47 Cr / Calls 3.04 Cr
PCR (volume)
1.15
Puts 2.01 L / Calls 1.75 L
Max pain
24,000
strike with least total payout to holders
Highest OI
25,000 CE · 22,000 PE
ΔOI calls −4.59 L · puts +5.83 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
018.4 L36.8 L22,80023,00023,20023,40023,60023,80024,00024,200
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········12,0003.000.0060.87+1,75530,045Neutral
·········13,0004.750.0036.42—9,435Neutral
·········14,0005.500.0032.04—17,995Neutral
Neutral——68.180.005,977.6515,0006.45+0.5045.45+4,0301.95 LLong buildup
Neutral1,885—59.910.007,020.0016,0006.55-0.4539.57−1,3651.86 LNeutral
Neutral——55.930.0010,405.0016,5009.000.0022.25—7,605Neutral
·········17,0008.60+0.2535.06−27,8204.44 LShort covering
Short covering38,285−2,275—+333.355,453.6518,00012.70+0.2531.10−5,20012.04 LNeutral
Neutral3.55 L+1,755—+280.204,480.0019,00016.45+0.4026.55+8,45014.07 LNeutral
Neutral65—33.630.003,480.0019,50022.25-0.6524.94+1,4952.02 LNeutral
Neutral11.03 L−1,300—+300.003,515.7520,00030.40-1.6023.34+58,66020.73 LShort buildup
Neutral——29.760.002,986.4520,05029.00-2.1022.85−195390Long unwinding
Neutral——29.410.002,939.3520,10030.70+3.2522.79+4,0954,160Long buildup
Neutral——29.060.002,892.4520,15052.350.0013.18—2,925Neutral
Neutral——28.710.002,845.6520,20031.50-3.2522.31−45510,140Long unwinding
Neutral——28.360.002,799.0020,25041.000.0013.18—65Neutral
Neutral——28.020.002,752.5520,30034.45-3.2522.09+6510,205Neutral
Neutral——27.680.002,706.3020,35039.350.0013.17—3,575Neutral
Neutral——27.330.002,660.2020,40057.700.0013.16—3,315Neutral
Neutral——26.990.002,614.3020,45060.650.0013.17—2,405Neutral
Neutral260——+380.502,900.0020,50040.75-2.7021.61−52,2604.30 LLong unwinding
Neutral——26.310.002,523.1520,550108.000.0013.15—2,470Neutral
Neutral——25.980.002,477.9020,60041.85-6.2021.11+78018,915Short buildup
Neutral——25.640.002,432.9020,65094.000.0013.15—1,885Neutral
Neutral——25.310.002,388.1520,70045.85-7.0020.90+6,56531,460Short buildup
Neutral——24.980.002,343.6020,75087.250.0013.13—1,235Neutral
Neutral——24.650.002,299.3520,80049.80-6.4520.64+2,47027,300Short buildup
Neutral——24.330.002,255.3520,850101.900.0013.12—1,950Neutral
Neutral——24.000.002,211.6520,90053.00-8.6020.30+7,54029,835Short buildup
Neutral——23.680.002,168.2520,95056.85-4.7020.30−5202,340Long unwinding
Neutral7.98 L−1,36519.00+311.452,574.7021,00057.70-9.6520.05−66028.14 LNeutral
Neutral——23.060.002,082.3021,050108.150.0013.09—2,145Neutral
Neutral65—22.750.001,949.8521,10060.95-11.8019.66+5,39531,915Short buildup
Neutral——22.450.001,997.6021,15061.95-3.1019.41−9101,690Long unwinding
Long buildup455+6512.19+863.802,336.2521,20065.05-14.5519.31−2,34056,745Long unwinding
Neutral1,170—21.850.001,447.1021,25066.60-14.6519.10−5858,125Long unwinding
Neutral2,535—21.560.001,890.0021,30069.60-16.1018.98−2,66551,155Long unwinding
Neutral2,795—21.280.002,008.8021,35073.50-15.1018.91−6,0457,995Long unwinding
Neutral2,990—21.000.001,425.3521,40074.50-17.6518.63−7,73553,365Long unwinding
Neutral2,925—10.58+468.502,087.0521,45078.60-19.5518.56−5,3954,745Long unwinding
Neutral1.76 L+45516.29+275.752,084.2521,50081.65-21.2018.41−80,7957.56 LLong unwinding
Short covering3,315−97510.96+474.051,990.9521,55084.90-25.4518.26−6,1759,425Long unwinding
Short covering3,445−1,36517.35+319.002,010.0021,60087.30-24.3018.05−24,3755.01 LLong unwinding
Short covering3,185−71515.18+495.351,933.6021,65090.45-27.8517.89−6,8258,255Long unwinding
Short covering4,095−52017.13+428.601,918.6021,70094.50-28.1517.76−12,2201.01 LLong unwinding
Neutral3,185—19.230.001,457.5021,75098.45-29.8517.62−32514,300Long unwinding
Neutral4,875—19.000.001,311.1021,800103.10-31.6517.50−27,6251.54 LLong unwinding
Neutral2,990—14.89+462.751,750.0021,850114.05-26.4017.70−2,34015,665Long unwinding
Neutral3,250—18.570.001,418.0021,900112.35-35.1017.24+7,5401.13 LShort buildup
Neutral2,860—18.370.001,377.1021,950115.85-38.7517.04+1,82023,855Short buildup
Short covering9.05 L−25,22016.59+267.951,651.9022,000122.55-41.4516.98+1.05 L40.43 LShort buildup
Long buildup2,210+6514.34+253.801,565.7022,050125.95-43.6016.76+1,23521,320Short buildup
Neutral4,550—14.57+298.751,527.0522,100131.65-47.1516.63+13,3901.11 LShort buildup
Neutral1,755—17.620.001,131.8022,150137.20-48.6516.48+6,17523,530Short buildup
Short covering11,830−52012.28+188.701,398.8522,200142.95-52.6016.34+25,1552.05 LShort buildup
Neutral2,860—17.290.001,192.2522,250150.00-54.7516.23+16,64039,520Short buildup
Short covering28,925−4,61515.26+236.601,376.6022,300156.30-58.4016.08+27,5601.37 LShort buildup
Short covering8,320−19515.19+233.601,335.0022,350162.65-61.4015.93+9,03529,315Short buildup
Short covering18,915−1,43015.13+230.851,294.0522,400169.40-66.9015.77+36,0101.51 LShort buildup
Short covering3,250−6510.27+142.601,145.5522,450178.30-68.5515.69+17,16029,250Short buildup
Short covering6.27 L−8,06015.12+227.001,216.5022,500188.45-71.2515.63−20,02024.60 LNeutral
Short covering5,655−52013.90+182.201,145.6022,550195.75-74.6015.46+91017,160Short buildup
Short covering91,650−1,17014.51+211.751,124.3022,600204.30-79.1515.32+9,8152.06 LShort buildup
Short covering23,205−65014.88+205.951,097.6522,650218.80-79.0515.37−1,30043,420Long unwinding
Short covering67,340−4,68014.22+192.701,042.0522,700221.35-91.1015.00−3,5101.85 LLong unwinding
Neutral22,425−19511.60+121.60930.7522,750238.10-87.2015.08+2,66546,475Short buildup
Short covering1.61 L−12,54514.49+203.85978.7522,800243.95-99.5014.80−1,2352.36 LNeutral
Short covering11,570−1,49511.31+105.85847.8522,850256.70-102.0514.72−5,46022,685Long unwinding
Short covering55,705−13,06514.71+203.75917.3522,900271.10-106.3514.68−17,6801.60 LLong unwinding
Short covering14,625−84514.08+182.80863.8022,950283.25-109.0514.55−18,20044,460Long unwinding
Short covering20.23 L−62,27014.19+184.95834.4523,000297.30-115.4514.46+1.16 L33.77 LShort buildup
Short covering13,455−2,99014.17+177.50801.7023,050315.50-110.7514.47−32521,450Long unwinding
Short covering1.40 L−12,54513.84+170.25759.3523,100329.15-121.8014.33+9101.54 LNeutral
Short covering13,845−4,29014.40+182.55747.9523,150339.70-122.9014.09+84525,350Short buildup
Short covering1.63 L−11,63513.93+165.35701.6023,200361.40-129.3014.15+23,6601.71 LShort buildup
Short covering22,945−2,47013.84+163.30669.3023,250372.45-138.6513.88+4,61531,005Short buildup
Long buildup1.47 L+9,55513.66+154.15634.3523,300390.90-144.0513.81+63,5701.35 LShort buildup
Long buildup19,045+2,27513.47+147.60599.6523,350417.10-133.5513.93+6,17532,500Short buildup
Long buildup1.08 L+11,18013.61+146.35577.5523,400427.95-153.7013.61+36,5951.00 LShort buildup
Long buildup28,860+1,56013.61+144.70551.5523,450452.40-157.6013.64+3,96541,795Short buildup
Neutral14.76 L+12,28513.35+135.25516.3523,500471.80-161.3513.51+1.25 L5.81 LShort buildup
Short covering17,030−78013.36+130.25492.3523,550488.35-163.6013.28+9,29513,065Short buildup
Neutral1.18 L−91013.25+124.45464.1523,600512.85-168.4013.25+16,64036,985Short buildup
Long buildup17,160+1,82013.25+125.75441.2023,650528.20-181.9012.94+2,0805,265Short buildup
Neutral6.05 L−5,98013.05+115.40411.4023,700562.80-174.7513.14+21,12548,815Short buildup
Long buildup23,335+1,30013.06+110.25390.3523,750646.25-189.8014.66—3,445Neutral
Short covering2.82 L−36,27013.01+108.50367.9523,800606.40-201.2512.77+4,48518,720Short buildup
Short covering24,180−2,73012.84+98.55342.0023,850632.80-224.6512.68−1,2355,785Long unwinding
Neutral1.19 L+52012.82+93.70322.0523,900670.70-200.8012.89−656,955Neutral
Long buildup23,855+39012.90+96.25306.8523,950712.80-537.2013.19+1302,795Short buildup
Short covering36.81 L−85,63512.75+86.05284.1524,000722.90-216.1512.56+10,18518.69 LNeutral
Short covering45,370−3,57512.57+76.50261.0524,0501,387.450.0011.66—2,340Neutral
Short covering1.34 L−2,92512.61+76.45246.6024,100780.00-248.2012.28−656,500Neutral
Long buildup20,345+1,56012.44+68.85225.9024,150806.80-409.5512.04+3252,795Short buildup
Long buildup2.26 L+14,75512.48+66.40212.8524,200853.00-247.0012.37+1,6255,850Short buildup
Short covering47,840−1,23512.33+59.10194.5024,250885.00-275.2012.24+1,4955,850Short buildup
Long buildup1.64 L+9,16512.36+56.80182.6024,300916.65-258.3512.07+1,7555,850Short buildup
Long buildup34,710+97512.33+52.55169.6024,3501,327.650.0011.09—1,495Neutral
Short covering1.45 L−2,47012.26+48.50156.1524,4001,026.95-203.0513.25−6517,550Neutral
Short covering1.28 L−1,88512.20+43.70143.5524,4501,050.70-219.8512.76−3,7701.81 LLong unwinding
Long buildup12.54 L+32,30512.17+40.65132.6024,5001,068.75-248.9511.99+9,6201.58 LShort buildup
Long buildup7,670+1,82012.08+31.10120.6024,5501,178.70-408.0514.54+2601,040Short buildup
Long buildup1.12 L+1,36512.15+35.05113.5024,6001,200.00-680.0013.92+4551,040Short buildup
Neutral650—14.330.0061.8024,6501,307.00-192.9516.32+65650Short buildup
Short covering43,095−1,62512.14+30.2096.9024,7001,728.400.009.86—325Neutral
Neutral20,670—14.300.0067.6024,7501,300.00-210.0013.09+130650Short buildup
Long buildup73,710+32,95512.16+25.6582.8524,8001,325.00-615.0012.33+260455Short buildup
Neutral2,860—14.270.0049.0024,8501,419.70-522.5014.62+195195Short buildup
Long buildup29,965+78012.11+19.9069.4024,9001,408.20-491.8012.18+390585Short buildup
Long buildup7,670+13012.15+15.7064.5024,9501,454.20-571.2012.29+325325Short buildup
Short covering43.77 L−3.21 L12.21+16.6560.2025,0001,471.15-288.8510.56+47,13521.08 LShort buildup
Long buildup8,710+65012.20+14.2055.1525,0502,109.700.00———Neutral
Neutral20,735+6512.27+14.0551.6525,1001,640.00-512.3015.05+6565Short buildup
Long buildup8,645+1,56012.19+9.4546.2025,1502,195.150.00———Neutral
Long buildup46,345+17,87512.29+11.3543.6525,2002,440.950.00——195Neutral
——14.16—117.7525,2502,281.60————
——14.15—112.0525,3002,325.20————
——14.14—106.6025,3502,369.00————
——14.13—101.4025,4002,413.05————
——14.12—96.4025,4502,457.35————
Long buildup8.40 L+69,35512.58+5.6528.1525,5001,944.10-278.4510.65+12,8703.26 LShort buildup
——14.10—87.0525,5502,546.55————
——14.09—82.7025,6002,591.40————
——14.08—78.5025,6502,636.50————
——14.07—74.5025,7002,681.75————
Neutral36.33 L+22,30013.41+1.5515.6526,0002,415.95-290.35—+21,56517.14 LShort buildup
Neutral21.35 L+2,21014.82+0.454.8527,0003,384.05-301.40—+5,85023.26 LNeutral
Neutral16.76 L−5,86017.82+0.204.1028,0004,397.65-252.30—+91010.44 LNeutral
Long buildup93,925+1,30019.43+0.404.1528,5003,320.250.00——130Neutral
Neutral3.96 L+6520.54+0.053.4529,0005,472.00-201.1532.12−653.04 LNeutral
Long unwinding7.02 L−65,94023.11-0.303.0030,0006,333.00-267.75—−1,3655.15 LNeutral
Neutral1.19 L−32525.58+0.202.7031,000·········
Short buildup59,410+65027.41-0.703.2531,5004,059.300.00———Neutral
Long buildup1.12 L+5,33030.79+0.052.8033,0005,263.450.00———Neutral
Neutral3,055—32.81+0.601.7034,500·········

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.