haylaavo

PATANJALI option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1075

Spot
369.06
Future
366.90
Forward
367.18
PCR (OI)
0.82
Puts 40.72 L / Calls 49.44 L
PCR (volume)
0.70
Puts 3,626 / Calls 5,152
Max pain
360
strike with least total payout to holders
Highest OI
400 CE · 350 PE
ΔOI calls +2.81 L · puts +1.90 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
04.3 L8.5 L3003253457.2 L3653858.5 L405430
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral4,300—69.930.0074.903000.75-0.1049.97−21,5001.16 LLong unwinding
Neutral16,125—61.790.0059.203100.95-0.2045.44−7,52561,275Long unwinding
·········3151.200.0044.29−5,37515,050Neutral
Neutral1.15 L—54.330.0050.003201.50-0.3043.05−8,6001.63 LLong unwinding
·········3251.90-0.4041.99+11,8255.34 LShort buildup
Neutral17,200—47.960.0040.803302.30-0.5540.41+15,0501.66 LShort buildup
Neutral1,075—45.300.0037.053352.90-0.7039.35+11,82592,450Short buildup
Long buildup2.17 L+3,22535.96+1.5530.203403.65-0.8038.34−12,9002.92 LLong unwinding
Short buildup43,000+1,07538.12-2.0026.903454.55-1.1037.25+33,3251.46 LShort buildup
Neutral7.35 L+3,22537.60+2.7023.203505.85-1.1536.86+51,6007.25 LShort buildup
Short covering89,225−1,07537.39+1.1019.853557.35-1.7036.28+12,9001.27 LShort buildup
Long buildup2.77 L+9,67535.88+1.2016.353609.25-1.8036.05+55,9003.69 LShort buildup
Short covering96,750−2,15036.46+1.0513.8536511.40-2.0035.67+73,1001.68 LShort buildup
Neutral3.75 L+3,22536.14+0.7011.3537014.20-2.3036.24−19,3505.26 LLong unwinding
Long buildup1.86 L+22,57536.52+0.459.4037517.20-1.5036.52−3,22598,900Long unwinding
Long buildup8.11 L+22,57536.95+0.207.7538020.40-2.5536.54+3,2252.61 LShort buildup
Long buildup81,700+16,12537.37+0.406.3538527.300.0023.56——Neutral
Long buildup2.03 L+20,42537.86+0.405.2039049.500.0020.99—6,450Neutral
Short covering1.24 L−5,37538.57+0.254.3039552.600.0012.37——Neutral
Long buildup8.51 L+1.82 L38.84+0.103.4540030.500.00——1.20 LNeutral
Short covering70,950−7,52540.02+0.202.9540555.500.00——5,375Neutral
Short covering1.20 L−15,05040.75+0.152.4541045.750.00——50,525Neutral
Long buildup61,275+22,57541.26+0.102.0041548.050.00———Neutral
Neutral4.26 L+1,07542.21+0.151.7042076.000.00——29,025Neutral
Short buildup21,500+4,30043.72-0.101.2043077.450.00———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 4.82% (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.