haylaavo

NIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 26 Jun 2029 (967 days) · lot 65

Spot
23,440.80
Forward
27,114.02
PCR (OI)
1.58
Puts 205 / Calls 130
PCR (volume)
—
Puts — / Calls —
Max pain
26,000
strike with least total payout to holders
Highest OI
27,000 CE · 24,000 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
077.515515,00018,00021,00015524,00026,00013028,50031,500
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——20.650.0013,671.8515,00030.900.0013.38——Neutral
Neutral——18.450.0012,587.9516,5008.100.0013.36——Neutral
Neutral——16.780.0011,678.6518,000118.450.0013.33——Neutral
Neutral——15.660.0010,206.9519,50056.000.0013.30——Neutral
Neutral——14.970.009,799.7521,000320.250.0013.26——Neutral
Neutral——14.550.007,946.5022,500224.450.0013.21——Neutral
Neutral——14.290.008,085.3524,000850.000.0013.15—155Neutral
Neutral——14.120.005,917.3525,5001,350.000.0013.07——Neutral
·········26,0001,650.000.0013.04—50Neutral
Neutral130—14.010.002,950.0027,0001,252.350.0012.97——Neutral
Neutral——13.930.004,213.3028,5001,349.100.0012.83——Neutral
Neutral——13.870.005,268.4030,0002,031.050.0012.65——Neutral
Neutral——13.830.002,878.6531,5002,443.350.0012.39——Neutral
Neutral——13.800.004,179.4533,0003,022.850.0012.01——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.