haylaavo

NIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jun 2030 (1331 days) · lot 75

Spot
23,440.80
Forward
28,641.25
PCR (OI)
—
Puts 65 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
21,000
strike with least total payout to holders
Highest OI
— CE · 21,000 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
032.56515,00018,0006521,00024,00027,00030,00033,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——20.090.0014,543.9015,00029.650.0013.34——Neutral
Neutral——18.270.0013,374.0516,50012.000.0013.32——Neutral
Neutral——16.880.0012,423.9018,000116.650.0013.29——Neutral
Neutral——15.890.0011,140.2519,50064.950.0013.26——Neutral
Neutral——15.240.0010,421.6521,000220.000.0013.22—65Neutral
Neutral——14.810.009,012.4022,500223.750.0013.17——Neutral
Neutral——14.520.008,591.5524,000698.150.0013.12——Neutral
Neutral——14.330.007,070.4525,500568.550.0013.05——Neutral
Neutral——14.190.006,972.5027,0001,286.050.0012.97——Neutral
Neutral——14.090.005,382.8528,5001,167.600.0012.86——Neutral
Neutral——14.010.005,580.3530,0002,100.850.0012.74——Neutral
Neutral——13.950.003,984.8031,5002,056.300.0012.57——Neutral
Neutral——13.910.004,416.4533,0003,143.900.0012.36——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.