NIFTY option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 65
Spot
23,440.80
Future
23,658.30
Forward
23,662.54
03 Nov 202609 Nov 202617 Nov 202623 Nov 202601 Dec 202629 Dec 202625 Jan 202730 Mar 202729 Jun 202728 Sept 202728 Dec 202727 Jun 202826 Dec 202826 Jun 202924 Dec 202925 Jun 203031 Dec 203024 Jun 2031
PCR (OI)
1.27
Puts 8.08 L / Calls 6.34 L
PCR (volume)
1.35
Puts 15,537 / Calls 11,481
Max pain
23,400
strike with least total payout to holders
Highest OI
24,500 CE · 22,000 PE
ΔOI calls +90,805 · puts +1.83 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 19.98 | 0.00 | 2,214.85 | 20,950 | 91.65 | 0.00 | 13.18 | — | — | Neutral | ||||||
| Neutral | 1,755 | — | 15.78 | +270.00 | 2,670.00 | 21,000 | 83.65 | -16.05 | 18.67 | +48,490 | 1.46 L | Short buildup | ||||||
| Neutral | — | — | 19.56 | 0.00 | 2,128.55 | 21,050 | 103.85 | 0.00 | 13.17 | — | — | Neutral | ||||||
| Neutral | — | — | 19.36 | 0.00 | 2,085.85 | 21,100 | 110.35 | 0.00 | 13.16 | — | — | Neutral | ||||||
| Neutral | 195 | — | 19.16 | 0.00 | 2,275.40 | 21,150 | 117.25 | 0.00 | 13.16 | — | — | Neutral | ||||||
| Neutral | 195 | — | 18.96 | 0.00 | 2,230.40 | 21,200 | 124.40 | 0.00 | 13.15 | — | — | Neutral | ||||||
| Neutral | 195 | — | 18.77 | 0.00 | 2,185.90 | 21,250 | 131.95 | 0.00 | 13.15 | — | — | Neutral | ||||||
| Neutral | 195 | — | 18.59 | 0.00 | 2,080.35 | 21,300 | 139.80 | 0.00 | 13.14 | — | — | Neutral | ||||||
| Neutral | 195 | — | 18.41 | 0.00 | 2,088.50 | 21,350 | 109.30 | -36.55 | 17.99 | −130 | 130 | Long unwinding | ||||||
| Neutral | 195 | — | 18.23 | 0.00 | 1,987.90 | 21,400 | 106.35 | -32.05 | 17.55 | +195 | 910 | Short buildup | ||||||
| Neutral | 195 | — | 18.06 | 0.00 | 2,000.95 | 21,450 | 110.80 | -31.00 | 17.47 | −130 | 195 | Long unwinding | ||||||
| Long buildup | 1,170 | +65 | — | +185.60 | 2,093.60 | 21,500 | 113.55 | -27.90 | 17.30 | +260 | 39,845 | Neutral | ||||||
| Neutral | 195 | — | 17.74 | 0.00 | 1,958.50 | 21,550 | 128.95 | -11.55 | 17.68 | −130 | 130 | Long unwinding | ||||||
| Long buildup | 260 | +65 | 14.30 | +350.10 | 2,102.05 | 21,600 | 133.20 | -28.90 | 17.55 | +325 | 585 | Short buildup | ||||||
| Neutral | 195 | — | 17.44 | 0.00 | 1,797.30 | 21,650 | 137.50 | -22.25 | 17.42 | −65 | 65 | Long unwinding | ||||||
| Neutral | 260 | — | 17.30 | 0.00 | 1,629.15 | 21,700 | 134.40 | -31.30 | 16.98 | −780 | 130 | Long unwinding | ||||||
| Neutral | 260 | — | 17.16 | 0.00 | 1,588.40 | 21,750 | 140.00 | -33.50 | 16.89 | −2,210 | 1,300 | Long unwinding | ||||||
| Long buildup | 325 | +65 | 14.09 | +372.85 | 1,922.00 | 21,800 | 142.10 | -34.25 | 16.66 | −1,820 | 3,315 | Long unwinding | ||||||
| Neutral | 260 | — | 16.89 | 0.00 | 1,508.15 | 21,850 | 152.35 | -60.80 | 16.74 | −260 | 65 | Long unwinding | ||||||
| Neutral | 260 | — | 10.05 | +296.35 | 1,765.25 | 21,900 | 153.70 | -39.80 | 16.47 | −910 | 7,410 | Long unwinding | ||||||
| Neutral | 260 | — | 16.65 | 0.00 | 1,454.90 | 21,950 | 167.00 | -42.30 | 16.64 | −2,340 | 1,625 | Long unwinding | ||||||
| Long buildup | 17,485 | +6,825 | 15.29 | +253.05 | 1,780.95 | 22,000 | 162.10 | -48.45 | 16.13 | +19,045 | 1.46 L | Short buildup | ||||||
| Neutral | 260 | — | 16.43 | 0.00 | 1,359.20 | 22,050 | 168.50 | -51.65 | 16.03 | −390 | 1,105 | Long unwinding | ||||||
| Long buildup | 520 | +65 | 14.49 | +227.95 | 1,677.95 | 22,100 | 173.90 | -50.10 | 15.89 | +2,990 | 5,850 | Short buildup | ||||||
| Neutral | 195 | — | 16.22 | 0.00 | 1,223.80 | 22,150 | 187.70 | -127.40 | 16.02 | — | 195 | Neutral | ||||||
| Long buildup | 585 | +65 | 14.48 | +165.50 | 1,596.65 | 22,200 | 193.40 | -55.60 | 15.87 | +715 | 2,990 | Short buildup | ||||||
| Neutral | 455 | — | 16.03 | 0.00 | 1,352.65 | 22,250 | 199.45 | -55.55 | 15.72 | +130 | 650 | Short buildup | ||||||
| Long buildup | 975 | +390 | 11.53 | +304.65 | 1,436.40 | 22,300 | 205.80 | -59.90 | 15.57 | +2,340 | 4,615 | Short buildup | ||||||
| Neutral | 390 | — | 15.86 | 0.00 | 1,145.80 | 22,350 | 227.90 | -42.10 | 15.90 | +65 | 260 | Short buildup | ||||||
| Neutral | 975 | — | 14.26 | +169.45 | 1,432.90 | 22,400 | 239.55 | -55.45 | 15.89 | +520 | 1,885 | Short buildup | ||||||
| Neutral | 390 | — | 15.70 | 0.00 | 1,056.90 | 22,450 | 251.00 | -55.50 | 15.86 | +260 | 260 | Short buildup | ||||||
| Long buildup | 35,165 | +16,055 | 15.15 | +237.50 | 1,387.15 | 22,500 | 238.90 | -72.35 | 15.14 | −2,145 | 77,350 | Long unwinding | ||||||
| Neutral | 650 | — | 15.55 | 0.00 | 1,117.55 | 22,550 | 328.20 | 0.00 | 12.94 | — | 65 | Neutral | ||||||
| Long buildup | 1,820 | +65 | 12.14 | +125.65 | 1,212.10 | 22,600 | 252.00 | -81.15 | 14.77 | +1,040 | 2,015 | Short buildup | ||||||
| Neutral | 715 | — | 15.42 | 0.00 | 1,017.15 | 22,650 | 267.80 | -85.95 | 14.83 | +65 | 260 | Short buildup | ||||||
| Short covering | 1,495 | −130 | 12.34 | +143.30 | 1,143.30 | 22,700 | 275.45 | -92.85 | 14.66 | −65 | 2,405 | Long unwinding | ||||||
| Neutral | 390 | — | 13.96 | +253.45 | 1,165.35 | 22,750 | 292.80 | -81.65 | 14.73 | +5,525 | 6,240 | Short buildup | ||||||
| Short covering | 1,625 | −65 | 13.55 | +128.25 | 1,115.00 | 22,800 | 299.65 | -96.75 | 14.51 | +4,355 | 10,400 | Short buildup | ||||||
| Neutral | 520 | — | 13.20 | +157.60 | 1,067.35 | 22,850 | 342.55 | -79.45 | 15.22 | −65 | 390 | Long unwinding | ||||||
| Short covering | 2,340 | −1,040 | 13.04 | +132.20 | 1,027.00 | 22,900 | 319.15 | -110.25 | 14.20 | +9,295 | 13,130 | Short buildup | ||||||
| Short covering | 650 | −65 | 12.70 | +107.05 | 980.00 | 22,950 | 336.45 | -107.35 | 14.23 | −5,590 | 715 | Long unwinding | ||||||
| Short covering | 73,515 | −2,275 | 13.97 | +186.60 | 997.30 | 23,000 | 354.70 | -109.35 | 14.26 | +14,820 | 88,920 | Short buildup | ||||||
| Short covering | 390 | −195 | 11.87 | +80.90 | 880.90 | 23,050 | 380.25 | -97.30 | 14.45 | −520 | 3,380 | Long unwinding | ||||||
| Short covering | 3,055 | −1,170 | 12.16 | +114.05 | 860.05 | 23,100 | 385.00 | -114.10 | 14.12 | −390 | 4,160 | Long unwinding | ||||||
| Neutral | 585 | — | 12.24 | +161.40 | 831.40 | 23,150 | 411.05 | -106.70 | 14.29 | −1,040 | 4,355 | Long unwinding | ||||||
| Long buildup | 5,590 | +390 | 13.85 | +184.50 | 868.50 | 23,200 | 415.30 | -121.70 | 13.94 | +1,235 | 12,415 | Short buildup | ||||||
| Long buildup | 1,430 | +195 | 12.15 | +96.50 | 766.60 | 23,250 | 442.75 | -134.55 | 14.11 | +65 | 5,200 | Short buildup | ||||||
| Long buildup | 11,700 | +5,265 | 13.63 | +164.60 | 800.60 | 23,300 | 445.90 | -131.50 | 13.71 | +6,630 | 23,335 | Short buildup | ||||||
| Neutral | 975 | — | 12.91 | +130.65 | 740.80 | 23,350 | 469.40 | -128.15 | 13.77 | +1,105 | 10,595 | Short buildup | ||||||
| Long buildup | 3,510 | +910 | 13.10 | +117.00 | 721.00 | 23,400 | 483.75 | -133.75 | 13.60 | +1,105 | 21,710 | Short buildup | ||||||
| Long buildup | 910 | +65 | 12.12 | +69.50 | 650.85 | 23,450 | 517.95 | -121.60 | 13.87 | −130 | 1,625 | Long unwinding | ||||||
| Short covering | 85,280 | −21,060 | 13.42 | +151.40 | 681.65 | 23,500 | 517.05 | -146.55 | 13.33 | +39,845 | 89,180 | Short buildup | ||||||
| Long buildup | 650 | +65 | 13.38 | +117.90 | 654.20 | 23,550 | 535.40 | -164.65 | 13.21 | +2,470 | 2,535 | Short buildup | ||||||
| Long buildup | 4,875 | +975 | 13.16 | +137.20 | 619.05 | 23,600 | 557.30 | -143.65 | 13.16 | +4,745 | 4,940 | Short buildup | ||||||
| Long buildup | 780 | +260 | 12.02 | +58.60 | 543.45 | 23,650 | 573.35 | -457.15 | 12.97 | +4,680 | 4,680 | Short buildup | ||||||
| Long buildup | 6,175 | +1,105 | 13.18 | +131.45 | 571.45 | 23,700 | 603.75 | -176.70 | 13.08 | +5,785 | 7,085 | Short buildup | ||||||
| Long buildup | 2,275 | +455 | 11.96 | +89.65 | 493.45 | 23,750 | 620.50 | -473.00 | 12.87 | +2,275 | 2,275 | Short buildup | ||||||
| Long buildup | 6,825 | +2,340 | 12.99 | +117.40 | 517.05 | 23,800 | 655.60 | -170.40 | 13.05 | +1,495 | 2,080 | Short buildup | ||||||
| Long buildup | 975 | +390 | 13.21 | +129.85 | 504.95 | 23,850 | 1,158.40 | 0.00 | 12.46 | — | — | Neutral | ||||||
| Long buildup | 3,705 | +1,950 | 12.79 | +84.85 | 464.90 | 23,900 | 686.00 | -242.00 | 12.48 | +195 | 845 | Short buildup | ||||||
| Long buildup | 1,105 | +455 | 11.75 | +35.40 | 398.90 | 23,950 | 1,225.20 | 0.00 | 12.40 | — | — | Neutral | ||||||
| Long buildup | 1.49 L | +22,620 | 12.84 | +106.95 | 426.95 | 24,000 | 749.60 | -193.40 | 12.60 | +15,470 | 29,965 | Short buildup | ||||||
| Long buildup | 845 | +65 | 11.73 | +39.25 | 359.45 | 24,050 | 1,293.80 | 0.00 | 12.33 | — | — | Neutral | ||||||
| Long buildup | 9,035 | +1,755 | 12.69 | +92.45 | 382.55 | 24,100 | 794.25 | -261.75 | 12.22 | +585 | 1,560 | Short buildup | ||||||
| Neutral | 1,755 | — | 12.83 | +84.00 | 370.55 | 24,150 | 1,364.20 | 0.00 | 12.26 | — | — | Neutral | ||||||
| Long buildup | 16,640 | +2,730 | 12.54 | +87.65 | 340.80 | 24,200 | 1,077.30 | 0.00 | 12.22 | — | 455 | Neutral | ||||||
| Long buildup | 1,430 | +65 | 11.84 | +41.55 | 295.00 | 24,250 | 1,436.30 | 0.00 | 12.17 | — | — | Neutral | ||||||
| Long buildup | 5,395 | +2,210 | 12.39 | +74.55 | 301.75 | 24,300 | 941.85 | -532.10 | 12.65 | +520 | 520 | Short buildup | ||||||
| Long buildup | 1,950 | +130 | 12.09 | +49.80 | 274.65 | 24,350 | 1,511.15 | 0.00 | 12.08 | — | — | Neutral | ||||||
| Long buildup | 5,135 | +2,210 | 12.30 | +68.65 | 268.35 | 24,400 | 1,078.60 | -101.40 | 14.33 | +845 | 1,170 | Short buildup | ||||||
| Long buildup | 1,755 | +520 | 12.29 | +66.55 | 253.60 | 24,450 | 1,585.70 | 0.00 | 11.98 | — | — | Neutral | ||||||
| Long buildup | 1.51 L | +44,720 | 12.36 | +65.95 | 243.05 | 24,500 | 1,042.05 | -255.95 | 11.62 | +2,990 | 7,475 | Short buildup | ||||||
| Short buildup | 65 | +65 | 12.03 | -23.60 | 217.75 | 24,550 | 1,662.60 | 0.00 | 11.87 | — | — | Neutral | ||||||
| Short buildup | 260 | +260 | 12.13 | -22.05 | 209.05 | 24,600 | 1,701.55 | 0.00 | 11.81 | — | — | Neutral | ||||||
| Neutral | — | — | 14.19 | 0.00 | 221.20 | 24,650 | 1,740.90 | 0.00 | 11.74 | — | — | Neutral | ||||||
| Short buildup | 975 | +975 | 12.02 | -29.20 | 182.50 | 24,700 | 1,192.40 | -588.20 | 11.60 | +130 | 130 | Short buildup | ||||||
| — | — | 14.17 | — | 202.50 | 24,750 | 1,820.65 | — | 11.60 | — | — | ||||||||
| — | — | 14.15 | — | 193.60 | 24,800 | 1,861.00 | — | 11.52 | — | — | ||||||||
| — | — | 14.14 | — | 185.05 | 24,850 | 1,901.65 | — | 11.43 | — | — | ||||||||
| — | — | 14.13 | — | 176.80 | 24,900 | 1,942.65 | — | 11.34 | — | — | ||||||||
| — | — | 14.12 | — | 168.90 | 24,950 | 1,983.95 | — | 11.24 | — | — | ||||||||
| — | — | 14.11 | — | 161.25 | 25,000 | 2,025.55 | — | 11.14 | — | — | ||||||||
| — | — | 14.10 | — | 153.90 | 25,050 | 2,067.45 | — | 11.02 | — | — | ||||||||
| — | — | 14.09 | — | 146.85 | 25,100 | 2,109.60 | — | 10.89 | — | — | ||||||||
| — | — | 14.08 | — | 140.05 | 25,150 | 2,152.05 | — | 10.76 | — | — | ||||||||
| — | — | 14.07 | — | 133.55 | 25,200 | 2,194.75 | — | 10.60 | — | — | ||||||||
| — | — | 14.06 | — | 127.25 | 25,250 | 2,237.70 | — | 10.43 | — | — | ||||||||
| — | — | 14.05 | — | 121.25 | 25,300 | 2,280.90 | — | 10.24 | — | — | ||||||||
| — | — | 14.05 | — | 115.50 | 25,350 | 2,324.35 | — | 10.03 | — | — | ||||||||
| — | — | 14.04 | — | 109.95 | 25,400 | 2,368.05 | — | 9.78 | — | — | ||||||||
| — | — | 14.03 | — | 104.65 | 25,450 | 2,412.00 | — | 9.48 | — | — | ||||||||
| — | — | 14.02 | — | 99.55 | 25,500 | 2,456.10 | — | 9.12 | — | — | ||||||||
| — | — | 14.01 | — | 94.70 | 25,550 | 2,500.45 | — | 8.64 | — | — | ||||||||
| — | — | 14.01 | — | 90.00 | 25,600 | 2,545.05 | — | 7.96 | — | — | ||||||||
| — | — | 14.00 | — | 85.55 | 25,650 | 2,589.80 | — | 6.38 | — | — | ||||||||
| — | — | 13.99 | — | 81.25 | 25,700 | 2,634.75 | — | — | — | — | ||||||||
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.