haylaavo

NIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 27 Jun 2028 (603 days) · lot 65

Spot
23,440.80
Forward
25,668.23
PCR (OI)
41.00
Puts 2,665 / Calls 65
PCR (volume)
—
Puts 37 / Calls —
Max pain
24,000
strike with least total payout to holders
Highest OI
27,000 CE · 22,000 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
01,1052,21015,00018,00021,0002,21022,50025,5006528,50031,500
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——22.180.008,633.0515,000127.200.0013.42——Neutral
Neutral——19.270.0011,752.8016,5003.800.0013.40——Neutral
Neutral——16.980.006,809.3518,000396.750.0013.38——Neutral
Neutral——15.510.009,209.1019,50040.050.0013.35——Neutral
Neutral——14.700.005,226.5521,000480.000.0013.32—390Neutral
·········22,000575.00-75.0015.90—2,210Neutral
Neutral——14.280.006,796.0522,500206.950.0013.27——Neutral
Neutral——14.050.003,918.8524,000680.050.0013.20—65Neutral
Neutral——13.920.001,225.0025,5001,034.000.0013.10——Neutral
Neutral65—13.840.001,935.0027,0002,752.350.0012.95——Neutral
Neutral——13.780.002,990.0028,5001,560.850.0012.73——Neutral
Neutral——13.740.002,278.4530,0003,779.250.0012.37——Neutral
Neutral——13.710.001,784.8031,5002,935.600.0011.71——Neutral
Neutral——13.690.002,004.1533,0003,707.800.0010.06——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.