haylaavo

NIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 24 Dec 2029 (1148 days) · lot 75

Spot
23,440.80
Forward
27,862.98
PCR (OI)
0.86
Puts 15,070 / Calls 17,440
PCR (volume)
1.80
Puts 9 / Calls 5
Max pain
30,000
strike with least total payout to holders
Highest OI
30,000 CE · 26,000 PE
ΔOI calls +130 · puts −65
Open interest by strike
CallsPuts│ ATM┊ Max pain
08,297.516,59515,00018,00021,00023,00025,0004,96526,00028,50016,59531,500
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——20.300.0013,369.4515,00029.000.0013.36—65Neutral
Neutral——18.320.0012,984.8516,50010.150.0013.34——Neutral
Neutral——16.810.0011,362.4018,00096.500.0013.31——Neutral
Neutral——15.770.0010,678.8019,50061.200.0013.28——Neutral
Neutral——15.100.009,463.9521,000418.050.0013.24—1,885Neutral
Neutral——14.680.008,486.1522,500574.000.0013.19—65Neutral
·········23,000900.00-1.0516.05—1,690Neutral
Neutral325—14.410.004,100.0024,0001,233.000.0013.13—650Neutral
·········25,0001,410.150.0015.49−652,370Neutral
Neutral——14.220.006,500.6025,500597.300.0013.06——Neutral
·········26,0001,850.000.0013.03—4,965Neutral
Long buildup520+6512.99+100.052,499.0527,0001,177.900.0012.97——Neutral
Neutral——14.010.004,802.1028,5001,255.900.0012.85——Neutral
Neutral16,595+6512.46+15.251,360.2530,0003,170.00-306.0012.53—3,380Neutral
Neutral——13.890.003,429.3031,5002,240.250.0012.50——Neutral
Neutral——13.850.003,816.0533,0002,953.700.0012.23——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.