haylaavo

NIFTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 24 Jun 2031 (1695 days) · lot 65

Spot
23,440.80
Forward
30,254.49
PCR (OI)
—
Puts 65 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
24,000
strike with least total payout to holders
Highest OI
— CE · 24,000 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
032.56515,00018,00021,0006524,00027,00030,00033,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——19.890.0012,902.2015,00047.500.0013.31——Neutral
Neutral——18.300.0011,849.2516,50095.650.0013.29——Neutral
Neutral——17.060.0010,825.9518,000173.450.0013.26——Neutral
Neutral——16.150.009,840.6019,500289.200.0013.22——Neutral
Neutral——15.510.008,900.7521,000450.500.0013.19——Neutral
Neutral——15.070.008,012.7522,500663.600.0013.14——Neutral
Neutral——14.760.007,181.9024,000933.850.0013.09—65Neutral
Neutral——14.530.006,409.8025,5001,262.850.0013.03——Neutral
Neutral——14.370.005,699.0027,0001,653.150.0012.96——Neutral
Neutral——14.250.005,048.9528,5002,104.200.0012.88——Neutral
Neutral——14.160.004,459.9030,0002,616.250.0012.78——Neutral
Neutral——14.090.003,928.3531,5003,185.850.0012.66——Neutral
Neutral——14.030.003,451.5533,0003,810.150.0012.51——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.