haylaavo

OIL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1400

Spot
461.90
Future
464.55
Forward
464.55
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
00.51360400420440460480500540
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——41.340.00106.203603.300.0031.41——Neutral
Neutral——38.490.0089.253806.000.0031.27——Neutral
Neutral——36.620.0073.6040010.100.0031.09——Neutral
Neutral——35.940.0066.4041012.750.0030.99——Neutral
Neutral——35.410.0059.6042015.800.0030.87——Neutral
Neutral——34.990.0053.2543019.300.0030.74——Neutral
Neutral——34.640.0047.4044023.250.0030.59——Neutral
Neutral——34.350.0041.9545027.650.0030.41——Neutral
Neutral——34.120.0037.0046032.550.0030.21——Neutral
Neutral——33.920.0032.4547037.850.0029.96——Neutral
Neutral——33.760.0028.3548043.600.0029.67——Neutral
Neutral——33.630.0024.7049049.750.0029.32——Neutral
Neutral——33.510.0021.4050056.300.0028.90——Neutral
Neutral——33.320.0015.9052070.500.0027.68——Neutral
Neutral——33.170.0011.6054085.950.0025.59——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.