haylaavo

NIFTYFPI option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1100

Spot
1,505.70
Future
1,487.00
Forward
1,487.00
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.511,4101,4301,4501,4701,4901,5101,5301,550
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——50.960.00263.151,2200.300.0012.49——Neutral
Neutral——48.310.00243.701,2400.550.0012.17——Neutral
Neutral——45.680.00224.401,2600.950.0012.32——Neutral
Neutral——43.070.00205.301,2801.550.0012.18——Neutral
Neutral——40.490.00186.551,3002.450.0011.99——Neutral
Neutral——37.950.00168.201,3203.800.0011.83——Neutral
Neutral——35.490.00150.351,3405.650.0011.63——Neutral
Neutral——33.110.00133.201,3608.200.0011.41——Neutral
Neutral——32.530.00129.051,3659.000.0011.36——Neutral
Neutral——31.960.00124.951,3709.800.0011.29——Neutral
Neutral——31.410.00120.901,37510.650.0011.23——Neutral
Neutral——30.860.00116.901,38011.600.0011.16——Neutral
Neutral——30.320.00112.951,38512.550.0011.09——Neutral
Neutral——29.790.00109.051,39013.600.0011.02——Neutral
Neutral——29.270.00105.251,39514.700.0010.94——Neutral
Neutral——28.760.00101.501,40015.900.0010.86——Neutral
Neutral——28.270.0097.851,40517.150.0010.77——Neutral
Neutral——27.790.0094.251,41018.450.0010.68——Neutral
Neutral——27.320.0090.651,41519.800.0010.59——Neutral
Neutral——26.860.0087.151,42021.250.0010.49——Neutral
Neutral——26.410.0083.751,42522.750.0010.38——Neutral
Neutral——25.980.0080.451,43024.350.0010.27——Neutral
Neutral——25.560.0077.201,43526.050.0010.16——Neutral
Neutral——25.150.0074.001,44027.800.0010.03——Neutral
Neutral——24.760.0070.951,44529.600.009.90——Neutral
Neutral——24.380.0067.901,45031.550.009.77——Neutral
Neutral——24.020.0065.001,45533.500.009.62——Neutral
Neutral——23.660.0062.101,46035.600.009.46——Neutral
Neutral——23.320.0059.351,46537.750.009.28——Neutral
Neutral——23.000.0056.651,47039.950.009.10——Neutral
Neutral——22.680.0054.051,47542.250.008.90——Neutral
Neutral——22.380.0051.501,48044.650.008.69——Neutral
Neutral——22.100.0049.051,48547.150.008.46——Neutral
Neutral——21.820.0046.701,49049.700.008.20——Neutral
Neutral——21.550.0044.401,49552.300.007.91——Neutral
Neutral——21.300.0042.201,50055.000.007.59——Neutral
Neutral——21.050.0040.051,50557.800.007.23——Neutral
Neutral——20.820.0038.001,51060.650.006.81——Neutral
Neutral——20.600.0036.001,51563.600.006.30——Neutral
Neutral——20.380.0034.101,52066.650.005.67——Neutral
Neutral——20.180.0032.251,52569.750.004.77——Neutral
Neutral——19.990.0030.501,53072.900.00———Neutral
Neutral——19.800.0028.851,53576.150.00———Neutral
Neutral——19.620.0027.201,54079.450.00———Neutral
Neutral——19.450.0025.701,54582.850.00———Neutral
Neutral——19.290.0024.201,55086.300.00———Neutral
Neutral——19.130.0022.801,55589.800.00———Neutral
Neutral——18.980.0021.451,56093.350.00———Neutral
Neutral——18.840.0020.151,56597.000.00———Neutral
Neutral——18.710.0019.051,570100.800.00———Neutral
Neutral——18.580.0017.851,575104.550.00———Neutral
Neutral——18.450.0016.701,580108.300.00———Neutral
——18.33—15.651,585112.20————
——18.22—14.701,590116.15————
——18.11—13.751,595120.10————
Neutral——18.000.0012.851,600124.150.00———Neutral
——17.90—12.001,605128.20————
——17.81—11.201,610132.35————
——17.72—10.451,615136.50————
Neutral——17.630.009.751,620140.750.00———Neutral
——17.54—9.101,625145.00————
——17.46—8.451,630149.30————
——17.38—7.851,635153.60————
Neutral——17.310.007.301,640158.000.00———Neutral
——17.23—6.801,645162.40————
Neutral——17.030.005.401,660175.750.00———Neutral
Neutral——16.790.003.951,680194.000.00———Neutral
Neutral——16.580.002.851,700212.600.00———Neutral
Neutral——16.420.002.051,720231.500.00———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.