haylaavo

OBEROIRLTY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 350

Spot
1,637.00
Future
1,646.20
Forward
1,646.26
PCR (OI)
0.86
Puts 6.58 L / Calls 7.69 L
PCR (volume)
0.42
Puts 1,048 / Calls 2,464
Max pain
1,640
strike with least total payout to holders
Highest OI
1,700 CE · 1,500 PE
ΔOI calls +1.87 L · puts +68,250
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.0 L2.0 L1,3601,4601.6 L1,5401,6202.0 L1,7001,7801,8602,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral1,050——0.00283.851,3603.000.0029.45——Neutral
Neutral———0.00505.451,4000.60-2.8031.13+7002,100Short buildup
·········1,4201.40-0.3532.81+1,40010,150Short buildup
Neutral———0.00468.301,4402.45-0.1533.51+2,1004,900Short buildup
Neutral———0.00323.451,4602.95-0.1531.90−70014,350Long unwinding
Neutral———0.00431.951,4803.70-0.9030.53+1,05022,750Short buildup
Neutral——22.210.00287.951,5005.20-0.9030.00+5,9501.57 LShort buildup
Neutral——24.590.00396.551,5206.95-1.2029.14−3,85020,650Long unwinding
Neutral——25.820.00253.951,5409.55-1.9528.61+9,10031,500Short buildup
Neutral——26.590.00362.351,56013.05-1.5028.18+7,70026,600Short buildup
Long buildup2,450+70026.91+4.4582.451,58017.55-1.7527.77+8,75015,750Short buildup
Neutral81,550−35027.63+1.1569.651,60023.25-2.9027.39−1,0501.56 LNeutral
Long buildup39,900+1,05027.25+0.1056.751,62030.60-3.5527.25+70024,150Short buildup
Short buildup70,700+33,60026.99-0.1545.451,64039.95-3.0027.46+20,65033,250Short buildup
Short buildup1.46 L+17,15027.14-0.8036.251,66049.35-5.1526.76+17,85048,300Short buildup
Short buildup18,550+4,20027.19-0.0528.351,68063.200.0030.78—11,550Neutral
Short buildup2.03 L+1.16 L27.38-0.5022.001,70075.60-0.8527.44−2,10022,750Long unwinding
Short buildup13,300+2,80027.57-0.7516.851,720121.250.0031.36—2,450Neutral
Long unwinding19,250−3,15027.76-0.4012.751,740158.000.0031.76—1,400Neutral
Short buildup20,650+4,20028.02-0.409.601,760168.500.0032.26—350Neutral
Short buildup27,650+4,20028.33-0.357.201,780115.000.0032.86—700Neutral
Short buildup84,350+4,90028.69-0.355.401,800146.750.0033.61—28,350Neutral
Long unwinding12,950−35029.25-0.304.151,820·········
Short buildup10,850+1,40029.52-0.503.051,840242.000.0035.58—350Neutral
Short buildup7,350+35030.70-0.252.601,860·········
Neutral1,050—28.790.000.951,880279.350.0038.21—2,450Neutral
Neutral700—28.840.001.051,900283.400.0039.76—700Neutral
Neutral700—28.820.000.301,960350.100.0045.02—1,750Neutral
Short buildup7,000+35035.20-0.300.552,000360.00-28.3055.60—17,850Neutral
Neutral350—28.490.000.552,080·········

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 7.24% (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.