haylaavo

PFC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1300

Spot
318.49
Future
317.50
Forward
317.55
PCR (OI)
0.73
Puts 1.63 Cr / Calls 2.23 Cr
PCR (volume)
0.45
Puts 3,914 / Calls 8,617
Max pain
325
strike with least total payout to holders
Highest OI
350 CE · 320 PE
ΔOI calls +21.02 L · puts +10.09 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
018.8 L37.7 L26029031020.0 L33037.7 L350370400
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
——62.59—111.552600.35—44.23+1,3001,300
Neutral3,900—54.180.0046.302700.30-0.1036.10+3,9006.75 LNeutral
Neutral——46.910.0093.002800.60-0.2533.47+31,20015.57 LShort buildup
Neutral——43.860.0045.852850.95-0.3533.09+58,5001.65 LShort buildup
Long buildup16,900+2,60032.69+1.7529.002901.45-0.4532.66+33,8005.08 LShort buildup
Short covering24,700−2,60030.86+0.3524.452952.10-0.5531.94+31,2002.50 LShort buildup
Long buildup2.67 L+22,10031.09+1.9020.503003.00-0.7031.30+1.44 L9.18 LShort buildup
Neutral33,800—36.490.0014.903054.20-0.8530.69+42,9002.63 LShort buildup
Long buildup5.43 L+61,10029.91+1.6013.253105.70-1.2029.90+1.65 L17.33 LShort buildup
Long buildup8.00 L+1.20 L29.48+1.2010.253157.75-1.4029.64+2.95 L18.32 LShort buildup
Long buildup28.85 L+3.19 L29.09+1.057.7032010.15-1.7529.09+2.87 L19.97 LShort buildup
Long buildup12.31 L+1.90 L29.08+1.005.7032513.20-1.7029.25+11,7006.19 LShort buildup
Long buildup21.14 L+2.99 L29.02+0.704.1033016.50-1.7528.84−87,1009.11 LLong unwinding
Long buildup15.07 L+1.99 L28.88+0.602.8533520.50-1.7029.75−3,9001.30 LLong unwinding
Neutral25.30 L+9,10029.41+0.452.0534024.70-1.5530.43−1,3007.96 LNeutral
Neutral7.46 L−2,60029.87+0.301.4534528.800.00——18,200Neutral
Long buildup37.66 L+8.03 L31.31+0.351.1535033.20-2.3528.17+5,20012.10 LNeutral
Long buildup1.90 L+2,60031.17+0.200.7535539.000.00——71,500Neutral
Long buildup25.73 L+33,80031.94+0.150.5536042.00-2.10—+1,3002.96 LNeutral
Neutral94,900—32.320.000.3536545.850.00——27,300Neutral
Neutral10.56 L−13,00033.460.000.3037054.000.00——4.52 LNeutral
Neutral84,500—32.240.000.3537558.000.00——26,000Neutral
Long buildup6.24 L+61,10037.10+0.050.2538062.000.00——3.42 LNeutral
Neutral9.28 L—36.590.000.1039072.45-2.5529.41−11,70015.20 LNeutral
Neutral2.39 L−1,30040.450.000.10400·········
Neutral29,900—38.010.000.10420·········

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 0.32% (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.