haylaavo

PETRONET option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1900

Spot
300.94
Future
301.75
Forward
301.75
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.51240260275290305320
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——40.670.0061.652401.900.0027.65——Neutral
Neutral——37.790.0053.052503.200.0027.50——Neutral
Neutral——36.640.0049.002554.050.0027.39——Neutral
Neutral——35.610.0045.052605.050.0027.30——Neutral
Neutral——34.750.0041.302656.250.0027.20——Neutral
Neutral——34.000.0037.752707.550.0027.08——Neutral
Neutral——33.390.0034.352759.100.0026.97——Neutral
Neutral——32.860.0031.1028010.800.0026.80——Neutral
Neutral——32.430.0028.1028512.700.0026.64——Neutral
Neutral——32.050.0025.3029014.800.0026.44——Neutral
Neutral——31.720.0022.7029517.150.0026.24——Neutral
Neutral——31.460.0020.2530019.650.0025.98——Neutral
Neutral——31.220.0018.0530522.350.0025.67——Neutral
Neutral——31.020.0016.0031025.200.0025.33——Neutral
Neutral——30.840.0014.1531528.300.0024.92——Neutral
Neutral——30.690.0012.4532031.500.0024.42——Neutral
Neutral——30.430.009.6033038.500.0023.06——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 1.01% (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.