PERSISTENT option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 125
Spot
6,050.99
Future
6,045.00
Forward
6,045.00
PCR (OI)
1.48
Puts 4,250 / Calls 2,875
PCR (volume)
1.43
Puts 10 / Calls 7
Max pain
5,800
strike with least total payout to holders
Highest OI
5,800 CE · 5,800 PE
ΔOI calls +750 · puts +875
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 48.03 | 0.00 | 553.90 | 5,000 | 318.65 | 0.00 | 33.95 | — | — | Neutral | ||||||
| Neutral | — | — | 44.83 | 0.00 | 453.75 | 5,200 | 415.55 | 0.00 | 33.77 | — | — | Neutral | ||||||
| Neutral | — | — | 43.57 | 0.00 | 752.20 | 5,300 | 162.30 | 0.00 | 33.67 | — | — | Neutral | ||||||
| Neutral | — | — | 42.51 | 0.00 | 367.75 | 5,400 | 63.10 | -26.85 | 30.33 | +125 | 250 | Short buildup | ||||||
| Neutral | — | — | 41.62 | 0.00 | 621.45 | 5,500 | 217.85 | 0.00 | 33.42 | — | 125 | Neutral | ||||||
| Neutral | 625 | — | 40.86 | 0.00 | 401.55 | 5,600 | 391.20 | 0.00 | 33.27 | — | 125 | Neutral | ||||||
| Neutral | — | — | 40.23 | 0.00 | 506.45 | 5,700 | 312.20 | 0.00 | 33.10 | — | — | Neutral | ||||||
| Neutral | 1,125 | — | 39.70 | 0.00 | 299.95 | 5,800 | 160.00 | -78.85 | 28.53 | +625 | 2,125 | Short buildup | ||||||
| Neutral | — | — | 39.25 | 0.00 | 407.00 | 5,900 | 410.60 | 0.00 | 32.70 | — | — | Neutral | ||||||
| Neutral | 375 | — | 38.87 | 0.00 | 262.70 | 6,000 | 237.05 | -38.75 | 27.51 | +125 | 1,625 | Short buildup | ||||||
| Short buildup | 125 | +125 | 35.22 | -15.35 | 307.40 | 6,100 | 524.15 | 0.00 | 32.18 | — | — | Neutral | ||||||
| Long buildup | 625 | +625 | 29.78 | +58.40 | 214.50 | 6,200 | 1,091.55 | 0.00 | 31.86 | — | — | Neutral | ||||||
| Neutral | — | — | 38.02 | 0.00 | 252.55 | 6,300 | 651.85 | 0.00 | 31.49 | — | — | Neutral | ||||||
| Neutral | — | — | 37.81 | 0.00 | 111.95 | 6,400 | 1,256.15 | 0.00 | 31.04 | — | — | Neutral | ||||||
| Neutral | — | — | 37.63 | 0.00 | 195.15 | 6,500 | 792.25 | 0.00 | 30.51 | — | — | Neutral | ||||||
| Neutral | — | — | 37.46 | 0.00 | 86.10 | 6,600 | 1,427.45 | 0.00 | 29.86 | — | — | Neutral | ||||||
| Neutral | — | — | 37.20 | 0.00 | 65.80 | 6,800 | 1,604.20 | 0.00 | 28.03 | — | — | 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 5.73% (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.