OFSS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 100
Spot
9,743.75
Future
9,804.50
Forward
9,810.25
PCR (OI)
0.73
Puts 3.08 L / Calls 4.24 L
PCR (volume)
0.55
Puts 7,574 / Calls 13,892
Max pain
10,000
strike with least total payout to holders
Highest OI
10,000 CE · 10,000 PE
ΔOI calls +65,450 · puts +17,400
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 7,500 | 5.15 | -0.50 | 50.95 | +50 | 600 | Short buildup | |||
| Neutral | — | — | — | 0.00 | 3,865.55 | 8,000 | 12.25 | +1.35 | 45.97 | +50 | 8,650 | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 2,047.00 | 8,500 | 30.25 | +4.00 | 41.44 | −1,900 | 15,600 | Short covering | ||||||
| Neutral | — | — | — | 0.00 | 1,830.40 | 8,750 | 48.35 | +6.55 | 39.48 | +1,050 | 13,100 | Long buildup | ||||||
| Short buildup | 2,100 | +50 | 44.03 | -106.70 | 925.00 | 9,000 | 79.65 | +12.25 | 38.13 | −4,600 | 38,000 | Short covering | ||||||
| Neutral | 1,900 | — | 30.01 | 0.00 | 870.75 | 9,250 | 127.70 | +19.05 | 36.90 | +2,300 | 18,250 | Long buildup | ||||||
| Short buildup | 14,550 | +950 | 35.61 | -140.55 | 506.45 | 9,500 | 200.50 | +34.85 | 36.07 | +2,400 | 42,300 | Long buildup | ||||||
| Short buildup | 24,000 | +7,050 | 35.30 | -119.00 | 360.85 | 9,750 | 302.40 | +51.80 | 35.49 | +3,950 | 33,500 | Long buildup | ||||||
| Short buildup | 1.03 L | +29,750 | 34.96 | -100.95 | 244.70 | 10,000 | 434.00 | +72.90 | 34.93 | +13,600 | 69,450 | Long buildup | ||||||
| · | · | · | · | · | · | · | · | · | 10,200 | 555.30 | +95.55 | 33.91 | −850 | 3,400 | Short covering | |||
| Short buildup | 48,450 | +3,850 | 34.97 | -77.30 | 160.25 | 10,250 | 599.50 | +97.85 | 34.97 | +1,800 | 10,550 | Long buildup | ||||||
| Neutral | 52,150 | −50 | 35.34 | -53.55 | 102.95 | 10,500 | 778.60 | +118.60 | 33.41 | +150 | 20,650 | Neutral | ||||||
| Long unwinding | 15,500 | −2,500 | 36.15 | -35.05 | 66.60 | 10,750 | 877.95 | 0.00 | 38.91 | — | 9,550 | Neutral | ||||||
| Short buildup | 82,750 | +19,650 | 37.09 | -23.85 | 43.20 | 11,000 | 1,055.80 | 0.00 | 40.63 | — | 12,450 | Neutral | ||||||
| Short buildup | 15,900 | +3,550 | 37.97 | -15.80 | 27.75 | 11,250 | 1,245.70 | 0.00 | 42.89 | — | 1,200 | Neutral | ||||||
| Short buildup | 35,850 | +5,250 | 39.84 | -9.35 | 20.25 | 11,500 | 1,681.00 | +224.45 | — | −650 | 4,900 | Short covering | ||||||
| Long unwinding | 3,650 | −650 | 41.22 | -6.25 | 14.20 | 11,750 | 1,851.35 | 0.00 | 48.86 | — | 100 | Neutral | ||||||
| Long unwinding | 16,150 | −1,950 | 42.78 | -5.35 | 10.40 | 12,000 | 2,135.00 | +105.00 | — | +50 | 5,950 | Neutral | ||||||
| Short buildup | 8,000 | +500 | 46.98 | -1.80 | 7.00 | 12,500 | · | · | · | · | · | · | · | · | · | |||
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 1.96% (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.