OFSS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 50
Spot
9,743.75
Future
9,823.50
Forward
9,823.50
PCR (OI)
2.69
Puts 6,850 / Calls 2,550
PCR (volume)
2.50
Puts 65 / Calls 26
Max pain
12,000
strike with least total payout to holders
Highest OI
11,500 CE · 12,000 PE
ΔOI calls +450 · puts +3,250
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 33.32 | 0.00 | 2,599.70 | 8,000 | 50.00 | 0.00 | 33.95 | — | 250 | Neutral | ||||||
| Neutral | — | — | 33.94 | 0.00 | 2,174.65 | 8,500 | 144.15 | 0.00 | 33.90 | — | — | Neutral | ||||||
| Neutral | — | — | 34.05 | 0.00 | 1,458.05 | 8,750 | 185.30 | 0.00 | 33.88 | — | — | Neutral | ||||||
| Neutral | — | — | 34.11 | 0.00 | 1,785.10 | 9,000 | 201.65 | -131.70 | 34.56 | +100 | 100 | Short buildup | ||||||
| Neutral | — | — | 34.14 | 0.00 | 1,105.90 | 9,250 | 327.70 | 0.00 | 33.80 | — | — | Neutral | ||||||
| Neutral | — | — | 34.16 | 0.00 | 1,437.25 | 9,500 | 280.00 | 0.00 | 33.74 | — | 500 | Neutral | ||||||
| Short buildup | 50 | +50 | 42.99 | -114.05 | 697.75 | 9,750 | 528.15 | 0.00 | 33.67 | — | — | Neutral | ||||||
| Neutral | — | — | 34.17 | 0.00 | 500.00 | 10,000 | 540.50 | 0.00 | 33.58 | — | 950 | Neutral | ||||||
| Neutral | — | — | 34.18 | 0.00 | 576.70 | 10,250 | 787.70 | 0.00 | 33.47 | — | — | Neutral | ||||||
| Short buildup | 650 | +400 | 30.61 | -256.55 | 223.45 | 10,500 | 821.10 | 0.00 | 33.32 | — | — | Neutral | ||||||
| Neutral | — | — | 34.17 | 0.00 | 397.00 | 10,750 | 1,102.55 | 0.00 | 33.12 | — | — | Neutral | ||||||
| Neutral | 300 | — | 34.17 | 0.00 | 250.00 | 11,000 | 1,400.00 | 0.00 | 32.85 | — | 100 | Neutral | ||||||
| Neutral | — | — | 34.17 | 0.00 | 265.80 | 11,250 | 1,465.95 | 0.00 | 32.47 | — | — | Neutral | ||||||
| Neutral | 1,550 | — | 34.17 | 0.00 | 107.25 | 11,500 | 1,658.95 | +108.95 | — | +250 | 350 | Long buildup | ||||||
| Neutral | — | — | 34.16 | 0.00 | 371.95 | 12,000 | 2,150.00 | +125.00 | — | +2,900 | 4,600 | Long buildup | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.