PERSISTENT option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 125
Spot
6,050.99
Future
6,067.50
Forward
6,067.50
PCR (OI)
0.00
Puts — / Calls 125
PCR (volume)
—
Puts — / Calls —
Max pain
5,200
strike with least total payout to holders
Highest OI
6,000 CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 42.42 | 0.00 | 900.00 | 5,200 | 187.25 | 0.00 | 33.86 | — | — | Neutral | ||||||
| Neutral | — | — | 40.95 | 0.00 | 768.95 | 5,400 | 253.05 | 0.00 | 33.67 | — | — | Neutral | ||||||
| Neutral | — | — | 39.86 | 0.00 | 651.20 | 5,600 | 332.20 | 0.00 | 33.46 | — | — | Neutral | ||||||
| Neutral | — | — | 39.05 | 0.00 | 546.55 | 5,800 | 424.50 | 0.00 | 33.19 | — | — | Neutral | ||||||
| Neutral | 125 | — | 38.45 | 0.00 | 325.20 | 6,000 | 529.65 | 0.00 | 32.87 | — | — | Neutral | ||||||
| Neutral | — | — | 37.99 | 0.00 | 375.30 | 6,200 | 647.10 | 0.00 | 32.47 | — | — | Neutral | ||||||
| Neutral | — | — | 37.64 | 0.00 | 307.25 | 6,400 | 775.95 | 0.00 | 31.96 | — | — | Neutral | ||||||
| — | — | 37.36 | — | 249.65 | 6,600 | 915.25 | — | 31.30 | — | — | ||||||||
| Neutral | — | — | 37.13 | 0.00 | 201.80 | 6,800 | 1,064.30 | 0.00 | 30.41 | — | — | 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.