NIFTY option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 26 Dec 2028 (785 days) · lot 65
Spot
23,440.80
Forward
26,381.23
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)
1.21
Puts 74,525 / Calls 61,670
PCR (volume)
4.50
Puts 36 / Calls 8
Max pain
27,000
strike with least total payout to holders
Highest OI
30,000 CE · 27,000 PE
ΔOI calls +195 · puts −715
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 21.22 | 0.00 | 11,381.75 | 15,000 | 22.25 | 0.00 | 13.40 | — | — | Neutral | ||||||
| Neutral | — | — | 18.72 | 0.00 | 12,176.65 | 16,500 | 5.90 | 0.00 | 13.38 | — | — | Neutral | ||||||
| Neutral | — | — | 16.82 | 0.00 | 9,380.30 | 18,000 | 250.00 | 0.00 | 13.35 | — | 75 | Neutral | ||||||
| Neutral | — | — | 15.57 | 0.00 | 9,716.40 | 19,500 | 49.00 | 0.00 | 13.32 | — | — | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 20,000 | 360.00 | -6.00 | 17.31 | −65 | 6,130 | Long unwinding | |||
| Neutral | — | — | 14.83 | 0.00 | 7,512.50 | 21,000 | 505.00 | 0.00 | 13.28 | — | 11,635 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 22,000 | 652.00 | -68.00 | 16.24 | +130 | 11,880 | Short buildup | |||
| Neutral | — | — | 14.42 | 0.00 | 7,382.90 | 22,500 | 218.80 | 0.00 | 13.24 | — | — | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 23,000 | 855.00 | -44.05 | 15.72 | +65 | 3,040 | Short buildup | |||
| Neutral | 8,580 | +65 | 14.07 | +197.10 | 3,085.80 | 24,000 | 1,102.00 | -78.00 | 15.18 | — | 5,245 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 25,000 | 1,360.25 | -119.75 | 14.34 | −845 | 11,865 | Long unwinding | |||
| Neutral | 1,495 | — | 14.02 | 0.00 | 1,999.70 | 25,500 | 648.20 | 0.00 | 13.08 | — | — | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 26,000 | 1,850.00 | 0.00 | 13.05 | — | 6,940 | Neutral | |||
| Neutral | 7,605 | — | 14.00 | +88.80 | 1,676.55 | 27,000 | 1,975.00 | -150.00 | 12.17 | — | 17,390 | Neutral | ||||||
| Neutral | 11,320 | +65 | 13.86 | +110.00 | 1,320.00 | 28,000 | · | · | · | · | · | · | · | · | · | |||
| Neutral | — | — | 13.85 | 0.00 | 3,608.65 | 28,500 | 1,451.15 | 0.00 | 12.80 | — | — | Neutral | ||||||
| Neutral | 30,850 | +65 | 12.40 | +0.60 | 640.60 | 30,000 | 3,850.00 | 0.00 | 12.55 | — | 325 | Neutral | ||||||
| Neutral | 1,820 | — | 13.77 | 0.00 | 369.00 | 31,500 | 2,673.40 | 0.00 | 12.18 | — | — | Neutral | ||||||
| Neutral | — | — | 13.74 | 0.00 | 2,477.50 | 33,000 | 3,315.40 | 0.00 | 11.56 | — | — | 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.