haylaavo

PAYTM option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 725

Spot
1,649.98
Future
1,652.20
Forward
1,653.02
PCR (OI)
0.45
Puts 40.85 L / Calls 91.15 L
PCR (volume)
0.47
Puts 6,835 / Calls 14,537
Max pain
1,620
strike with least total payout to holders
Highest OI
1,660 CE · 1,600 PE
ΔOI calls +10.79 L · puts +81,925
Open interest by strike
CallsPuts│ ATM┊ Max pain
09.6 L19.2 L1,3601,4401,5207.2 L1,60019.2 L1,6801,7601,8401,920
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········1,3201.75-0.2548.59+5,07576,125Short buildup
Short buildup5,075+725—-43.25291.151,3602.55-0.5046.02+9,42591,350Short buildup
Neutral5,075—48.990.00266.001,3802.85-0.9044.07+1,45021,025Short buildup
Neutral12,325—47.800.00282.401,4004.00-0.7044.13+23,2003.22 LShort buildup
·········1,4204.60-1.1542.38+2,9001.04 LShort buildup
Neutral6,525—46.090.00250.151,4406.00-1.2541.88+14,50089,900Short buildup
Neutral——45.480.00276.951,4607.55-1.8541.08+14,50063,075Short buildup
Neutral725—45.000.00180.001,4809.35-2.4040.15+15,2251.89 LShort buildup
Long buildup27,550+72555.89+4.25181.251,50011.85-3.0539.57−1.19 L2.99 LLong unwinding
Long buildup5,075+1,45036.66+14.30145.151,52014.75-3.9038.84+8,70079,025Short buildup
Neutral17,400—44.050.00175.051,54019.00-4.2538.78−80,4751.58 LLong unwinding
Neutral64,525—43.840.00160.001,56023.75-4.7538.44−15,2251.04 LLong unwinding
Long buildup90,625+1,45040.72+3.15105.701,58029.95-4.7538.54−13,7751.32 LLong unwinding
Long buildup11.32 L+2.93 L37.86+2.0588.851,60036.30-5.0538.06+31,1757.16 LShort buildup
Short covering1.96 L−15,95037.89+1.7077.001,62044.25-5.5037.99+5,8001.28 LShort buildup
Long buildup5.54 L+26,82537.94+2.1566.251,64053.40-5.7038.02+13,0503.78 LShort buildup
Long buildup19.17 L+6.24 L38.04+1.6056.651,66063.60-5.9538.04+1.04 L3.90 LShort buildup
Long buildup3.49 L+42,05037.96+1.5547.801,68074.65-5.9537.94+18,8501.12 LShort buildup
Short covering8.98 L−13,05037.93+1.2540.051,70086.40-5.7537.63+39,8754.57 LShort buildup
Long buildup2.74 L+9,42537.92+1.2033.301,72099.10-7.1037.28+1,45082,650Short buildup
Neutral2.58 L+2,17537.83+0.7027.351,740148.750.0041.34—7,250Neutral
Long buildup2.06 L+12,32537.83+0.5522.351,760121.70-24.7031.92—10,150Neutral
Long buildup1.49 L+3,62537.81+0.3518.101,780150.000.0041.04—8,700Neutral
Long buildup8.13 L+50,75037.90+0.1514.651,800161.75-1.6538.52+72546,400Short buildup
Short covering1.10 L−5,80038.07+0.0511.851,820171.550.0040.62—2,900Neutral
Neutral2.04 L−1,45038.320.009.601,840187.400.0040.33—725Neutral
Neutral2.81 L−1,45038.57-0.057.751,860232.300.0039.99—1,450Neutral
Neutral99,325−5,07539.150.006.451,880256.550.0039.56——Neutral
Short buildup7.13 L+24,65039.50-0.105.251,900231.650.0039.01—13,050Neutral
Long buildup68,875+2,90040.70+0.204.701,920276.450.0038.28—725Neutral
Short buildup84,100+7,25041.57-0.053.201,960314.500.0035.84—725Neutral
Short buildup5.73 L+18,12543.12-0.102.402,000·········

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 6.3% (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.