haylaavo

PAGEIND option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 20

Spot
35,499.20
Future
34,335.00
Forward
34,335.00
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
00.5128,00031,00033,00035,00037,00040,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——68.620.007,169.5028,000127.250.0021.26——Neutral
Neutral——57.030.005,424.6530,000351.500.0020.21——Neutral
Neutral——52.050.004,627.5031,000538.900.0019.50——Neutral
Neutral——47.710.003,894.0532,000790.000.0018.62——Neutral
Neutral——44.050.003,228.6533,0001,109.150.0017.47——Neutral
Neutral——41.040.002,639.7534,0001,504.850.0015.89——Neutral
Neutral——38.600.002,127.1535,0001,976.800.0013.51——Neutral
Neutral——36.650.001,689.7036,0002,523.900.008.37——Neutral
Neutral——35.100.001,323.3037,0003,142.100.00———Neutral
Neutral——33.850.001,022.1038,0003,825.450.00———Neutral
Neutral——32.030.00587.0040,0005,359.500.00———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.