NYKAA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 3125
Spot
353.65
Future
352.35
Forward
352.50
PCR (OI)
0.75
Puts 63.75 L / Calls 84.88 L
PCR (volume)
0.39
Puts 1,361 / Calls 3,465
Max pain
345
strike with least total payout to holders
Highest OI
350 CE · 350 PE
ΔOI calls +8.34 L · puts +5.19 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 270 | 0.25 | 0.00 | 52.85 | +3,125 | 62,500 | Neutral | |||
| Neutral | 12,500 | — | 71.02 | 0.00 | 56.20 | 280 | 0.40 | +0.05 | 50.12 | −9,375 | 1.19 L | Short covering | ||||||
| Neutral | 15,625 | — | 62.75 | 0.00 | 42.00 | 290 | 0.60 | +0.05 | 46.87 | −6,250 | 90,625 | Short covering | ||||||
| · | · | · | · | · | · | · | · | · | 295 | 0.60 | -0.05 | 43.45 | — | 59,375 | Neutral | |||
| Neutral | 18,750 | — | 54.83 | 0.00 | 42.70 | 300 | 0.85 | -0.10 | 43.03 | −3,125 | 4.72 L | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 305 | 1.20 | +0.05 | 42.76 | +3,125 | 93,750 | Long buildup | |||
| Neutral | 93,750 | — | 47.64 | 0.00 | 43.00 | 310 | 1.45 | 0.00 | 40.95 | +15,625 | 5.59 L | Neutral | ||||||
| Neutral | 34,375 | — | 44.50 | 0.00 | 37.50 | 315 | 1.80 | -0.15 | 39.41 | — | 2.34 L | Neutral | ||||||
| Short buildup | 2.66 L | +3,125 | — | -2.90 | 32.45 | 320 | 2.35 | -0.15 | 38.48 | +59,375 | 6.44 L | Short buildup | ||||||
| Short covering | 2.19 L | −6,250 | 37.96 | +1.60 | 30.60 | 325 | 3.00 | -0.05 | 37.34 | +50,000 | 3.50 L | Short buildup | ||||||
| Short covering | 2.03 L | −6,250 | 39.06 | +0.70 | 27.00 | 330 | 4.00 | -0.25 | 36.96 | +3,125 | 6.56 L | Neutral | ||||||
| Neutral | 1.34 L | — | 36.00 | 0.00 | 22.90 | 335 | 5.20 | -0.25 | 36.44 | −43,750 | 2.97 L | Long unwinding | ||||||
| Neutral | 4.84 L | — | 33.75 | -0.25 | 18.50 | 340 | 6.75 | -0.15 | 36.19 | +31,250 | 7.28 L | Short buildup | ||||||
| Long buildup | 3.31 L | +15,625 | 35.96 | +0.50 | 16.10 | 345 | 8.50 | -0.35 | 35.63 | +1.00 L | 6.66 L | Short buildup | ||||||
| Long buildup | 13.34 L | +1.47 L | 35.79 | +0.35 | 13.30 | 350 | 10.80 | -0.30 | 35.79 | +2.06 L | 10.16 L | Short buildup | ||||||
| Long buildup | 5.72 L | +71,875 | 35.52 | +0.35 | 10.80 | 355 | 32.85 | 0.00 | 25.70 | — | — | Neutral | ||||||
| Long buildup | 11.88 L | +1.66 L | 35.79 | +0.40 | 8.80 | 360 | 16.40 | -0.30 | 36.13 | +90,625 | 2.97 L | Short buildup | ||||||
| Long buildup | 1.88 L | +37,500 | 35.56 | +0.20 | 6.95 | 365 | 40.45 | 0.00 | 23.97 | — | — | Neutral | ||||||
| Long buildup | 6.72 L | +53,125 | 35.52 | +0.10 | 5.45 | 370 | 22.60 | -23.30 | 34.41 | +6,250 | 9,375 | Short buildup | ||||||
| Neutral | 3.03 L | +50,000 | 35.80 | 0.00 | 4.30 | 375 | 26.90 | -24.15 | 36.29 | +12,500 | 15,625 | Short buildup | ||||||
| Long buildup | 8.09 L | +1.41 L | 36.64 | +0.15 | 3.50 | 380 | 31.50 | 0.00 | — | — | 6,250 | Neutral | ||||||
| Short covering | 2.47 L | −9,375 | 37.22 | +0.25 | 2.80 | 385 | 57.15 | 0.00 | — | — | — | Neutral | ||||||
| Long buildup | 5.03 L | +1.41 L | 37.35 | +0.10 | 2.15 | 390 | 57.25 | 0.00 | — | — | — | Neutral | ||||||
| Long buildup | 8.59 L | +31,250 | 38.79 | +0.10 | 1.40 | 400 | 65.50 | 0.00 | — | — | — | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 2.3% (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.