PAGEIND option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 20
Spot
35,499.20
Future
35,580.00
Forward
35,580.00
PCR (OI)
0.61
Puts 280 / Calls 460
PCR (volume)
6.50
Puts 13 / Calls 2
Max pain
28,000
strike with least total payout to holders
Highest OI
28,000 CE · 34,000 PE
ΔOI calls −20 · puts +120
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 340 | — | 45.51 | 0.00 | 6,300.00 | 28,000 | 78.25 | 0.00 | 24.61 | — | 20 | Neutral | ||||||
| Neutral | — | — | 40.91 | 0.00 | 8,109.10 | 29,000 | 104.25 | 0.00 | 24.54 | — | — | Neutral | ||||||
| Neutral | — | — | 36.92 | 0.00 | 7,197.15 | 30,000 | 177.60 | 0.00 | 24.45 | — | — | Neutral | ||||||
| Neutral | — | — | 35.21 | 0.00 | 4,716.65 | 30,500 | 276.25 | 0.00 | 24.39 | — | — | Neutral | ||||||
| Neutral | — | — | 33.71 | 0.00 | 6,320.70 | 31,000 | 286.55 | 0.00 | 24.33 | — | — | Neutral | ||||||
| Neutral | — | — | 32.42 | 0.00 | 3,907.90 | 31,500 | 456.70 | 0.00 | 24.26 | — | — | Neutral | ||||||
| Neutral | — | — | 31.33 | 0.00 | 5,489.10 | 32,000 | 440.25 | 0.00 | 24.19 | — | — | Neutral | ||||||
| Neutral | — | — | 30.43 | 0.00 | 3,172.15 | 32,500 | 710.10 | 0.00 | 24.10 | — | — | Neutral | ||||||
| Neutral | — | — | 29.68 | 0.00 | 4,711.05 | 33,000 | 647.55 | 0.00 | 24.01 | — | — | Neutral | ||||||
| Neutral | — | — | 29.06 | 0.00 | 2,521.50 | 33,500 | 1,048.60 | 0.00 | 23.89 | — | — | Neutral | ||||||
| Neutral | — | — | 28.56 | 0.00 | 3,993.40 | 34,000 | 586.95 | -612.05 | 22.31 | +120 | 140 | Short buildup | ||||||
| Neutral | — | — | 28.14 | 0.00 | 1,961.10 | 34,500 | 1,477.40 | 0.00 | 23.62 | — | — | Neutral | ||||||
| Neutral | — | — | 27.80 | 0.00 | 3,344.00 | 35,000 | 2,000.00 | 0.00 | 23.44 | — | 100 | Neutral | ||||||
| Neutral | — | — | 27.51 | 0.00 | 1,491.80 | 35,500 | 1,997.25 | 0.00 | 23.24 | — | — | Neutral | ||||||
| Neutral | — | — | 27.28 | 0.00 | 2,765.20 | 36,000 | 1,657.75 | 0.00 | 23.00 | — | — | Neutral | ||||||
| Neutral | — | — | 27.08 | 0.00 | 1,110.05 | 36,500 | 2,604.70 | 0.00 | 22.70 | — | — | Neutral | ||||||
| Neutral | — | — | 26.91 | 0.00 | 2,257.85 | 37,000 | 2,987.90 | 0.00 | 22.35 | — | 20 | Neutral | ||||||
| Neutral | — | — | 26.76 | 0.00 | 808.10 | 37,500 | 3,291.90 | 0.00 | 21.90 | — | — | Neutral | ||||||
| Neutral | 20 | — | 26.64 | 0.00 | 952.95 | 38,000 | 2,684.00 | 0.00 | 21.33 | — | — | Neutral | ||||||
| Neutral | 20 | — | 23.84 | +100.00 | 304.20 | 39,000 | 3,298.90 | 0.00 | 19.52 | — | — | Neutral | ||||||
| Short covering | 80 | −20 | 26.21 | +71.20 | 250.00 | 40,000 | 3,975.30 | 0.00 | 13.85 | — | — | 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 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.