haylaavo

NIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 28 Sept 2027 (330 days) · lot 65

Spot
23,440.80
Forward
24,634.71
PCR (OI)
0.59
Puts 845 / Calls 1,430
PCR (volume)
—
Puts 3 / Calls —
Max pain
22,500
strike with least total payout to holders
Highest OI
22,500 CE · 21,000 PE
ΔOI calls +— · puts +130
Open interest by strike
CallsPuts│ ATM┊ Max pain
0357.571515,00018,00039021,00071524,00027,00030,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——25.480.008,577.2515,00021.050.0013.49—195Neutral
Neutral——21.490.007,170.5016,50023.55-2.4020.07—65Neutral
Neutral——18.030.005,788.3018,00040.200.0013.43——Neutral
Neutral——15.670.004,470.9519,500190.000.0013.41—65Neutral
Neutral——14.540.003,277.8521,000333.00-13.0017.69+130390Short buildup
Neutral715—14.070.002,265.0022,500560.000.0013.33—130Neutral
Neutral65—13.860.001,493.1524,0001,250.000.0013.25——Neutral
Neutral65—13.760.00908.0025,5002,230.250.0013.12——Neutral
Neutral——13.700.00529.1027,0003,265.000.0012.87——Neutral
Neutral——13.670.00291.5528,5004,441.500.0012.35——Neutral
Neutral585—13.640.0094.0030,0005,717.300.0010.82——Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: spot × e^(rT). 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.