haylaavo

NIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 31 Dec 2030 (1520 days) · lot 65

Spot
23,440.80
Forward
29,467.86
PCR (OI)
4.20
Puts 1,365 / Calls 325
PCR (volume)
0.00
Puts — / Calls 3
Max pain
24,000
strike with least total payout to holders
Highest OI
30,000 CE · 21,000 PE
ΔOI calls +195 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
0422.584515,00018,00084521,00024,00027,00032530,00033,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——19.960.0014,862.9515,0004.950.0013.33——Neutral
Neutral——18.270.0013,763.5516,50013.650.0013.30——Neutral
Neutral——16.960.0012,674.1518,00032.300.0013.27——Neutral
Neutral——16.030.0011,601.1519,50067.400.0013.24——Neutral
Neutral——15.380.0010,552.5021,000450.000.0013.20—845Neutral
Neutral——14.940.009,536.9522,500219.350.0013.16——Neutral
Neutral——14.640.008,563.3024,0001,000.050.0013.10—520Neutral
Neutral——14.430.007,639.6525,500538.250.0013.04——Neutral
Neutral——14.280.006,772.8027,000779.500.0012.96——Neutral
Neutral——14.170.005,968.3028,5001,083.100.0012.87——Neutral
Long buildup325+19511.14+34.001,935.0030,0001,450.100.0012.76——Neutral
Neutral——14.020.004,554.5531,5001,885.500.0012.62——Neutral
Neutral——13.970.003,948.2533,0002,387.300.0012.45——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.