NIFTYFPI option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1100

Spot

1,505.70

Future

1,504.95

Forward

1,504.95

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.20

Puts 7,700 / Calls 38,500

PCR (volume)

6.67

Puts 20 / Calls 3

Max pain

1,455

strike with least total payout to holders

Highest OI

1,570 CE · 1,300 PE

ΔOI calls +3,300 · puts +2,200

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	62.45	0.94	-0.56	0.00	401.50	1,200	0.05	0.00	-0.00	-0.00	28.28	—	—	—	Neutral
Neutral	—	—	—	58.79	0.94	-0.55	0.00	381.80	1,220	0.05	0.00	-0.00	-0.00	26.35	—	—	—	Neutral
Neutral	—	—	—	55.16	0.93	-0.54	0.00	362.10	1,240	0.05	0.00	-0.00	-0.00	24.44	—	—	—	Neutral
Neutral	—	—	—	51.52	0.93	-0.53	0.00	342.45	1,260	0.10	0.00	-0.00	-0.00	22.55	—	—	—	Neutral
Neutral	—	—	—	47.93	0.93	-0.52	0.00	322.80	1,280	0.15	0.00	-0.00	-0.00	20.68	—	—	—	Neutral
Neutral	—	—	—	46.13	0.92	-0.52	0.00	313.00	1,290	0.15	0.00	-0.00	-0.00	19.75	—	—	—	Neutral
Neutral	—	—	—	45.24	0.92	-0.52	0.00	308.10	1,295	0.20	0.00	-0.00	-0.00	19.29	—	—	—	Neutral
Neutral	—	—	—	44.33	0.92	-0.51	0.00	303.20	1,300	0.60	-0.15	-0.10	-0.02	28.87	20	+2,200	4,400	Short buildup
Neutral	—	—	—	43.44	0.92	-0.51	0.00	298.30	1,305	0.25	0.00	-0.00	-0.00	18.37	—	—	—	Neutral
Neutral	—	—	—	42.55	0.92	-0.51	0.00	293.40	1,310	0.30	0.00	-0.00	-0.00	17.91	—	—	—	Neutral
Neutral	—	—	—	41.65	0.92	-0.50	0.00	288.55	1,315	0.35	0.00	-0.00	-0.00	17.46	—	—	—	Neutral
Neutral	—	—	—	40.76	0.92	-0.50	0.00	283.65	1,320	0.40	0.00	-0.00	-0.00	17.00	—	—	—	Neutral
Neutral	—	—	—	39.87	0.91	-0.50	0.00	278.80	1,325	0.45	0.00	-0.00	-0.00	16.54	—	—	—	Neutral
Neutral	—	—	—	38.96	0.91	-0.49	0.00	273.90	1,330	0.50	0.00	-0.00	-0.00	16.09	—	—	—	Neutral
Neutral	—	—	—	38.07	0.91	-0.49	0.00	269.05	1,335	0.55	0.00	-0.00	-0.00	15.64	—	—	—	Neutral
Neutral	—	—	—	37.18	0.91	-0.49	0.00	264.20	1,340	0.65	0.00	-0.00	-0.00	15.18	—	—	—	Neutral
Neutral	—	—	—	36.29	0.91	-0.48	0.00	259.35	1,345	0.75	0.00	-0.00	-0.00	14.73	—	—	—	Neutral
Neutral	—	—	—	35.38	0.90	-0.48	0.00	254.55	1,350	0.85	0.00	-0.00	-0.00	14.28	—	—	—	Neutral
Neutral	—	—	—	34.49	0.90	-0.48	0.00	249.70	1,355	0.95	0.00	-0.00	-0.00	13.83	—	—	—	Neutral
Neutral	—	—	—	33.59	0.90	-0.47	0.00	244.90	1,360	1.05	0.00	-0.00	-0.00	13.38	—	—	—	Neutral
Neutral	—	—	—	32.70	0.90	-0.47	0.00	240.10	1,365	1.20	0.00	-0.01	-0.00	13.70	—	—	—	Neutral
Neutral	—	—	—	31.82	0.90	-0.46	0.00	235.30	1,370	1.30	0.00	-0.01	-0.00	13.23	—	—	—	Neutral
Neutral	—	—	—	30.93	0.89	-0.46	0.00	230.55	1,375	1.50	0.00	-0.01	-0.00	13.61	—	—	—	Neutral
Neutral	—	—	—	30.04	0.89	-0.46	0.00	225.80	1,380	1.65	0.00	-0.01	-0.00	13.41	—	—	—	Neutral
Neutral	—	—	—	29.17	0.89	-0.45	0.00	221.05	1,385	1.85	0.00	-0.02	-0.01	13.38	—	—	—	Neutral
Neutral	—	—	—	28.29	0.88	-0.45	0.00	216.35	1,390	2.05	0.00	-0.02	-0.01	13.38	—	—	—	Neutral
Neutral	—	—	—	27.43	0.88	-0.45	0.00	211.65	1,395	2.30	0.00	-0.03	-0.01	13.37	—	—	—	Neutral
Neutral	—	—	—	26.58	0.88	-0.44	0.00	207.00	1,400	2.55	0.00	-0.03	-0.01	13.33	—	—	—	Neutral
Neutral	—	—	—	25.74	0.87	-0.44	0.00	202.35	1,405	2.80	0.00	-0.04	-0.02	13.32	—	—	—	Neutral
Neutral	—	—	—	24.92	0.87	-0.44	0.00	197.70	1,410	3.10	0.00	-0.05	-0.02	13.30	—	—	—	Neutral
Neutral	—	—	—	24.13	0.86	-0.44	0.00	193.10	1,415	3.45	0.00	-0.07	-0.03	13.29	—	—	—	Neutral
Neutral	—	—	—	23.35	0.85	-0.44	0.00	188.55	1,420	3.80	0.00	-0.08	-0.03	13.23	—	—	—	Neutral
Neutral	—	—	—	22.62	0.85	-0.44	0.00	184.00	1,425	3.05	0.00	-0.10	-0.04	13.21	—	—	2,200	Neutral
Neutral	—	—	—	21.92	0.84	-0.44	0.00	179.50	1,430	4.60	0.00	-0.12	-0.05	13.19	—	—	—	Neutral
Neutral	—	—	—	21.26	0.83	-0.45	0.00	175.00	1,435	5.50	0.00	-0.14	-0.06	13.16	—	—	—	Neutral
Neutral	—	—	—	20.63	0.82	-0.45	0.00	170.55	1,440	5.50	0.00	-0.16	-0.08	13.11	—	—	—	Neutral
Neutral	—	—	—	20.04	0.81	-0.46	0.00	166.15	1,445	6.70	0.00	-0.19	-0.09	13.07	—	—	—	Neutral
Neutral	—	—	—	19.50	0.79	-0.47	0.00	161.80	1,450	6.60	0.00	-0.21	-0.11	13.02	—	—	—	Neutral
Neutral	—	—	—	19.01	0.78	-0.48	0.00	157.45	1,455	9.25	0.00	-0.24	-0.14	12.98	—	—	1,100	Neutral
Neutral	—	—	—	18.56	0.76	-0.49	0.00	153.15	1,460	7.80	0.00	-0.27	-0.16	12.93	—	—	—	Neutral
Neutral	—	—	—	18.14	0.74	-0.50	0.00	148.90	1,465	8.50	0.00	-0.30	-0.19	12.87	—	—	—	Neutral
Neutral	—	—	—	17.78	0.71	-0.51	0.00	144.70	1,470	9.20	0.00	-0.32	-0.22	12.80	—	—	—	Neutral
Neutral	—	—	—	17.44	0.69	-0.52	0.00	140.55	1,475	10.00	0.00	-0.35	-0.25	12.72	—	—	—	Neutral
Neutral	—	—	—	17.14	0.66	-0.53	0.00	136.45	1,480	10.80	0.00	-0.37	-0.29	12.64	—	—	—	Neutral
Neutral	—	—	—	16.88	0.64	-0.54	0.00	132.40	1,485	11.70	0.00	-0.38	-0.32	12.56	—	—	—	Neutral
Neutral	—	—	—	16.64	0.60	-0.54	0.00	128.40	1,490	12.60	0.00	-0.40	-0.36	12.46	—	—	—	Neutral
Neutral	—	—	—	16.42	0.57	-0.55	0.00	124.45	1,495	13.60	0.00	-0.41	-0.40	12.35	—	—	—	Neutral
Neutral	—	—	—	16.23	0.54	-0.55	0.00	120.55	1,500	14.60	0.00	-0.41	-0.45	12.22	—	—	—	Neutral
Neutral	—	—	—	16.06	0.51	-0.55	0.00	116.70	1,505	15.70	0.00	-0.41	-0.49	12.08	—	—	—	Neutral
Neutral	—	—	—	15.91	0.47	-0.54	0.00	112.95	1,510	16.85	0.00	-0.40	-0.54	11.91	—	—	—	Neutral
Neutral	—	—	—	15.78	0.44	-0.53	0.00	109.20	1,515	18.05	0.00	-0.39	-0.59	11.71	—	—	—	Neutral
Neutral	—	—	—	15.66	0.40	-0.52	0.00	105.60	1,520	19.40	0.00	-0.37	-0.63	11.50	—	—	—	Neutral
Neutral	—	—	—	15.54	0.37	-0.50	0.00	102.00	1,525	20.70	0.00	-0.34	-0.68	11.22	—	—	—	Neutral
Neutral	—	—	—	15.44	0.33	-0.48	0.00	98.40	1,530	22.05	0.00	-0.30	-0.73	10.90	—	—	—	Neutral
Neutral	—	—	—	15.35	0.30	-0.46	0.00	94.95	1,535	23.50	0.00	-0.26	-0.78	10.48	—	—	—	Neutral
Neutral	—	—	—	15.27	0.27	-0.43	0.00	91.55	1,540	25.05	0.00	-0.21	-0.83	9.95	—	—	—	Neutral
Neutral	—	—	—	15.20	0.24	-0.40	0.00	88.25	1,545	26.65	0.00	-0.15	-0.88	9.20	—	—	—	Neutral
Neutral	1,100	—	—	15.14	0.21	-0.38	0.00	7.95	1,550	28.30	0.00	-0.08	-0.93	7.98	—	—	—	Neutral
Neutral	—	—	—	15.08	0.19	-0.35	0.00	81.80	1,555	30.05	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	15.01	0.16	-0.32	0.00	78.70	1,560	31.85	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.96	0.14	-0.29	0.00	75.65	1,565	33.75	0.00	—	—	—	—	—	—	Neutral
Long buildup	35,200	+3,300	3	11.83	0.07	-0.14	+0.10	1.30	1,570	35.70	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.88	0.10	-0.23	0.00	69.80	1,575	37.75	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.83	0.09	-0.20	0.00	66.95	1,580	39.85	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.79	0.07	-0.18	0.00	64.20	1,585	42.00	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.77	0.06	-0.16	0.00	61.55	1,590	44.25	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.73	0.05	-0.13	0.00	58.95	1,595	46.60	0.00	—	—	—	—	—	—	Neutral
Neutral	2,200	—	—	14.70	0.04	-0.11	0.00	0.50	1,600	49.00	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.66	0.04	-0.10	0.00	53.95	1,605	51.45	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.64	0.03	-0.08	0.00	51.55	1,610	54.00	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.63	0.02	-0.07	0.00	49.25	1,615	56.60	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.61	0.02	-0.06	0.00	47.05	1,620	59.30	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.58	0.02	-0.05	0.00	44.85	1,625	62.05	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.58	0.01	-0.04	0.00	42.75	1,630	64.90	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.55	0.01	-0.03	0.00	40.75	1,635	67.80	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.51	0.01	-0.02	0.00	38.80	1,640	70.80	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.48	0.01	-0.02	0.00	36.90	1,645	73.85	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.52	0.00	-0.02	0.00	35.10	1,650	76.95	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.44	0.00	-0.01	0.00	33.35	1,655	80.10	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.53	0.00	-0.01	0.00	31.65	1,660	83.35	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.54	0.00	-0.01	0.00	30.05	1,665	86.65	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.40	0.00	-0.01	0.00	28.50	1,670	90.05	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	13.97	0.00	-0.00	0.00	27.00	1,675	93.50	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.33	0.00	-0.00	0.00	25.60	1,680	96.95	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	14.68	0.00	-0.00	0.00	24.20	1,685	100.55	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	15.73	0.00	-0.00	0.00	20.50	1,700	111.60	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	17.12	0.00	-0.00	0.00	16.20	1,720	127.00	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	18.47	0.00	-0.00	0.00	12.65	1,740	143.15	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	19.81	0.00	-0.00	0.00	9.80	1,760	160.00	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	21.12	0.00	-0.00	0.00	7.50	1,780	177.40	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	22.41	0.00	-0.00	0.00	5.70	1,800	195.30	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	23.68	0.00	-0.00	0.00	4.30	1,820	213.60	0.00	—	—	—	—	—	—	Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.