OFSS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 50
Spot
9,743.75
Future
9,835.00
Forward
9,835.00
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
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 36.38 | 0.00 | 2,164.10 | 8,000 | 112.55 | 0.00 | 33.57 | — | — | Neutral | ||||||
| Neutral | — | — | 35.70 | 0.00 | 1,764.05 | 8,500 | 204.80 | 0.00 | 33.45 | — | — | Neutral | ||||||
| Neutral | — | — | 35.28 | 0.00 | 1,407.05 | 9,000 | 340.10 | 0.00 | 33.29 | — | — | Neutral | ||||||
| Neutral | — | — | 35.02 | 0.00 | 1,097.80 | 9,500 | 523.15 | 0.00 | 33.06 | — | — | Neutral | ||||||
| Neutral | — | — | 34.84 | 0.00 | 838.80 | 10,000 | 756.40 | 0.00 | 32.74 | — | — | Neutral | ||||||
| Neutral | — | — | 34.72 | 0.00 | 628.05 | 10,500 | 1,037.95 | 0.00 | 32.26 | — | — | Neutral | ||||||
| Neutral | — | — | 34.63 | 0.00 | 461.30 | 11,000 | 1,363.50 | 0.00 | 31.51 | — | — | Neutral | ||||||
| Neutral | — | — | 34.56 | 0.00 | 333.45 | 11,500 | 1,727.90 | 0.00 | 30.26 | — | — | Neutral | ||||||
| Neutral | — | — | 34.51 | 0.00 | 236.65 | 12,000 | 2,123.40 | 0.00 | 27.82 | — | — | 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 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.