PAGEIND option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 20
Spot
35,499.20
Future
35,395.00
Forward
35,406.42
PCR (OI)
0.80
Puts 17,900 / Calls 22,440
PCR (volume)
0.34
Puts 1,360 / Calls 3,978
Max pain
35,000
strike with least total payout to holders
Highest OI
40,000 CE · 34,000 PE
ΔOI calls +3,100 · puts +2,160
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Short buildup | 180 | +180 | — | -905.55 | 6,182.95 | 29,000 | 4.15 | -153.50 | 32.52 | +120 | 120 | Short buildup | ||||||
| Neutral | 20 | — | 54.70 | 0.00 | 4,600.00 | 30,000 | 45.35 | -13.35 | 38.81 | +220 | 440 | Short buildup | ||||||
| Neutral | — | — | 50.72 | 0.00 | 6,436.50 | 30,500 | 43.00 | -30.40 | 35.22 | +140 | 700 | Short buildup | ||||||
| Neutral | — | — | 46.88 | 0.00 | 5,369.45 | 31,000 | 60.55 | -41.30 | 34.26 | −180 | 1,160 | Long unwinding | ||||||
| Neutral | — | — | 43.25 | 0.00 | 5,522.15 | 31,500 | 143.25 | 0.00 | 24.19 | — | 500 | Neutral | ||||||
| Neutral | 40 | — | 39.93 | 0.00 | 2,300.00 | 32,000 | 120.55 | -81.75 | 32.57 | −460 | 880 | Long unwinding | ||||||
| Neutral | 120 | — | 37.01 | 0.00 | 1,662.15 | 32,500 | 293.85 | 0.00 | 23.96 | — | 1,740 | Neutral | ||||||
| Short covering | 520 | −20 | 31.60 | +722.05 | 2,645.00 | 33,000 | 248.30 | -149.35 | 31.71 | +440 | 1,380 | Short buildup | ||||||
| Short covering | 820 | −40 | 24.99 | +542.95 | 2,098.60 | 33,500 | 337.60 | -207.40 | 30.98 | +320 | 640 | Short buildup | ||||||
| Short covering | 2,220 | −660 | 32.30 | +641.45 | 1,913.10 | 34,000 | 466.25 | -271.15 | 30.74 | −1,060 | 3,100 | Long unwinding | ||||||
| Short covering | 640 | −20 | 30.38 | +532.45 | 1,528.15 | 34,500 | 639.75 | -305.60 | 30.87 | +460 | 720 | Short buildup | ||||||
| Short covering | 1,620 | −680 | 30.45 | +461.35 | 1,237.60 | 35,000 | 828.10 | -366.45 | 30.32 | +1,460 | 1,860 | Short buildup | ||||||
| Long buildup | 1,020 | +700 | 30.45 | +406.65 | 983.80 | 35,500 | 1,077.10 | -1,189.55 | 30.45 | +640 | 680 | Short buildup | ||||||
| Long buildup | 2,620 | +1,700 | 30.22 | +327.70 | 760.00 | 36,000 | 2,575.00 | 0.00 | 21.49 | — | 100 | Neutral | ||||||
| Long buildup | 800 | +160 | 30.74 | +267.95 | 597.50 | 36,500 | 2,839.40 | 0.00 | 20.45 | — | 80 | Neutral | ||||||
| Long buildup | 2,080 | +460 | 30.31 | +202.95 | 438.30 | 37,000 | 2,150.00 | -520.90 | 34.49 | −20 | 680 | Long unwinding | ||||||
| Short covering | 1,040 | −460 | 30.68 | +153.75 | 332.35 | 37,500 | 3,883.60 | 0.00 | 15.05 | — | 720 | Neutral | ||||||
| Short covering | 2,040 | −700 | 30.84 | +117.35 | 244.90 | 38,000 | 3,566.50 | 0.00 | — | — | 1,640 | Neutral | ||||||
| Short covering | 620 | −300 | 31.41 | +97.80 | 185.85 | 38,500 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 1,440 | +900 | 31.66 | +63.30 | 135.55 | 39,000 | 5,100.00 | 0.00 | — | — | 40 | Neutral | ||||||
| Neutral | 40 | — | 26.39 | 0.00 | 45.00 | 39,500 | 6,041.40 | 0.00 | — | — | 80 | Neutral | ||||||
| Long buildup | 3,620 | +1,740 | 33.18 | +28.95 | 81.15 | 40,000 | 4,700.00 | -1,400.00 | 36.37 | −20 | 160 | Long unwinding | ||||||
| Neutral | 480 | — | 33.82 | +16.60 | 43.05 | 41,000 | 6,580.00 | 0.00 | — | — | 240 | Neutral | ||||||
| Short buildup | 220 | +20 | 33.15 | -3.65 | 26.00 | 41,500 | · | · | · | · | · | · | · | · | · | |||
| · | · | · | · | · | · | · | · | · | 42,000 | 6,500.00 | -2,027.70 | — | +100 | 160 | Short buildup | |||
| Short buildup | 240 | +120 | 33.01 | -7.90 | 7.10 | 43,000 | 9,515.25 | 0.00 | — | — | 80 | Neutral | ||||||
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 5.29% (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.