haylaavo

OIL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1400

Spot
461.90
Future
462.15
Forward
462.15
PCR (OI)
0.25
Puts 2,800 / Calls 11,200
PCR (volume)
—
Puts 13 / Calls —
Max pain
450
strike with least total payout to holders
Highest OI
480 CE · 440 PE
ΔOI calls +— · puts +1,400
Open interest by strike
CallsPuts│ ATM┊ Max pain
02,1004,2003804104301,4004504704,200490510
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——43.800.0091.503806.500.0031.09——Neutral
Neutral——41.640.0083.553908.400.0031.01——Neutral
Neutral——39.900.0076.0040010.700.0030.88——Neutral
Neutral——39.160.0064.604057.850.0030.81——Neutral
Neutral——38.510.0068.8041013.350.0030.75——Neutral
Neutral——37.930.0057.2041510.350.0030.66——Neutral
Neutral——37.410.0062.0042016.400.0030.59——Neutral
Neutral——36.960.0050.3042513.350.0030.50——Neutral
Neutral——36.560.0055.7043019.950.0030.40——Neutral
Neutral——36.200.0043.9043516.850.0030.29——Neutral
Neutral——35.890.0049.804407.45-16.4522.79+1,4001,400Short buildup
Neutral——35.620.0038.0544520.900.0030.05——Neutral
Neutral2,800—35.370.0019.2045019.900.0029.92—1,400Neutral
Neutral——35.150.0032.7545525.500.0029.76——Neutral
Neutral——34.950.0039.3046033.100.0029.60——Neutral
Neutral——34.780.0028.0046530.600.0029.40——Neutral
Neutral1,400—34.610.0015.0047038.350.0029.19——Neutral
Neutral1,400—34.470.0010.0047536.250.0028.97——Neutral
Neutral4,200—34.340.0010.5548044.050.0028.70——Neutral
Neutral——34.230.0020.0548542.450.0028.40——Neutral
Neutral——34.120.0026.7549050.150.0028.06——Neutral
Neutral——34.030.0016.8049549.050.0027.67——Neutral
Neutral——33.930.0023.3550056.600.0027.22——Neutral
Neutral——33.850.0013.9550556.150.0026.69——Neutral
Neutral1,400—33.770.005.7051063.400.0026.04——Neutral
Neutral——33.650.0017.6052070.550.0024.29——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 2.31% (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.