PERSISTENT option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 125
Spot
6,050.99
Future
6,065.50
Forward
6,062.79
PCR (OI)
0.64
Puts 9.05 L / Calls 14.25 L
PCR (volume)
0.52
Puts 11,825 / Calls 22,580
Max pain
5,800
strike with least total payout to holders
Highest OI
5,500 CE · 5,800 PE
ΔOI calls +2.09 L · puts +1.08 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 750 | — | — | +372.20 | 1,560.20 | 4,400 | 2.60 | -0.40 | 58.04 | — | 1,125 | Neutral | ||||||
| Neutral | 3,000 | — | 60.38 | 0.00 | 1,223.45 | 4,600 | 3.00 | -0.50 | 51.81 | −9,750 | 8,250 | Long unwinding | ||||||
| Neutral | 1,750 | — | — | +360.50 | 1,261.55 | 4,700 | 3.55 | +0.15 | 49.39 | +250 | 625 | Long buildup | ||||||
| Neutral | 4,125 | — | 52.71 | 0.00 | 962.00 | 4,800 | 3.90 | -0.25 | 46.43 | +625 | 6,000 | Short buildup | ||||||
| Neutral | 1,000 | — | 49.20 | 0.00 | 832.00 | 4,900 | 3.95 | -1.60 | 42.93 | −250 | 3,000 | Long unwinding | ||||||
| Neutral | 3,500 | — | 46.07 | 0.00 | 850.00 | 5,000 | 6.95 | -0.50 | 43.19 | −750 | 21,500 | Long unwinding | ||||||
| Neutral | 250 | — | 43.41 | 0.00 | 660.00 | 5,100 | 7.00 | -1.65 | 39.47 | +125 | 6,750 | Short buildup | ||||||
| Neutral | 2,375 | — | 41.29 | 0.00 | 819.35 | 5,200 | 10.55 | -0.80 | 38.65 | +125 | 32,250 | Neutral | ||||||
| Neutral | 1,000 | — | 39.69 | 0.00 | 600.00 | 5,300 | 14.15 | -1.15 | 36.98 | +3,000 | 22,125 | Short buildup | ||||||
| Neutral | 9,875 | — | 38.53 | 0.00 | 465.05 | 5,400 | 19.90 | -2.60 | 35.71 | −2,750 | 31,125 | Long unwinding | ||||||
| Short covering | 2.11 L | −7,125 | 34.70 | +60.50 | 589.45 | 5,500 | 27.65 | -4.90 | 34.38 | −6,250 | 1.02 L | Long unwinding | ||||||
| Long buildup | 72,875 | +1,250 | 31.06 | +41.00 | 493.00 | 5,600 | 38.70 | -7.40 | 33.19 | −14,000 | 91,000 | Long unwinding | ||||||
| Neutral | 87,000 | +125 | 32.07 | +42.00 | 415.55 | 5,700 | 54.75 | -11.95 | 32.27 | +44,125 | 1.26 L | Short buildup | ||||||
| Neutral | 1.37 L | — | 31.70 | +39.50 | 339.85 | 5,800 | 78.45 | -16.65 | 31.81 | +12,375 | 1.51 L | Short buildup | ||||||
| Long buildup | 83,875 | +10,250 | 31.20 | +34.25 | 270.70 | 5,900 | 108.45 | -21.95 | 31.20 | +250 | 93,250 | Neutral | ||||||
| Short covering | 1.75 L | −9,375 | 30.84 | +26.05 | 210.40 | 6,000 | 147.35 | -28.60 | 30.76 | +42,625 | 1.27 L | Short buildup | ||||||
| Long buildup | 1.83 L | +72,250 | 30.54 | +20.55 | 159.15 | 6,100 | 197.80 | -32.25 | 30.81 | +19,125 | 49,750 | Short buildup | ||||||
| Long buildup | 1.26 L | +20,500 | 30.24 | +14.40 | 116.75 | 6,200 | 253.00 | -35.70 | 30.15 | +13,500 | 19,625 | Short buildup | ||||||
| Long buildup | 1.08 L | +78,125 | 29.91 | +8.30 | 82.70 | 6,300 | 320.00 | -819.80 | 30.08 | +5,250 | 5,250 | Short buildup | ||||||
| Long buildup | 43,375 | +7,625 | 30.00 | +4.80 | 58.35 | 6,400 | 442.40 | 0.00 | 34.02 | — | 625 | Neutral | ||||||
| Long buildup | 61,750 | +20,500 | 30.25 | +3.55 | 40.80 | 6,500 | 474.70 | -205.30 | 29.75 | +750 | 1,500 | Short buildup | ||||||
| Long buildup | 61,000 | +10,000 | 30.29 | +1.65 | 27.40 | 6,600 | 1,047.05 | 0.00 | 33.33 | — | — | Neutral | ||||||
| Short buildup | 46,375 | +5,250 | 30.85 | -0.15 | 12.35 | 6,800 | 958.00 | 0.00 | 31.90 | — | 5,500 | 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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.