haylaavo

PFC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1300

Spot
318.49
Future
317.60
Forward
316.96
PCR (OI)
0.43
Puts 2.72 L / Calls 6.38 L
PCR (volume)
1.55
Puts 107 / Calls 69
Max pain
340
strike with least total payout to holders
Highest OI
350 CE · 300 PE
ΔOI calls +33,800 · puts +96,200
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.1 L2.2 L26028593,6003003153303452.2 L360
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——49.270.0070.752602.800.0029.48——Neutral
Neutral——45.160.0062.352704.300.0029.23——Neutral
Neutral——41.870.0054.452806.250.0028.95——Neutral
Neutral——40.560.0040.002856.300.0028.76——Neutral
Neutral——39.440.0047.102905.900.0028.57—1,300Neutral
Neutral——38.470.0033.002959.200.0028.36——Neutral
Neutral19,500—37.640.0029.153005.90-1.3525.95+54,60093,600Short buildup
Neutral——36.950.0026.8030512.900.0027.81——Neutral
Neutral10,400—36.340.0019.6031010.70-0.8028.16+1,3006,500Short buildup
Neutral9,100—35.850.0015.4031517.450.0027.08——Neutral
Long buildup23,400+10,40026.84+1.0012.0032015.90+0.9028.57+5,20055,900Long buildup
Neutral——35.040.0016.8532522.750.0026.06——Neutral
Long buildup32,500+3,90028.87+2.109.1033022.00+4.5028.59+1,30018,200Long buildup
Neutral——34.440.0013.0533528.850.0024.54——Neutral
Neutral29,900—30.02-0.556.6534028.000.0023.47—36,400Neutral
Neutral——33.970.009.9534535.650.0021.99——Neutral
Long buildup2.24 L+13,00028.36+0.353.8535036.650.0019.75—2,600Neutral
Neutral——33.630.007.5035543.050.0014.59——Neutral
Long buildup1.56 L+5,20028.84+0.402.5536045.70+0.7029.30+27,30042,900Long buildup
Short buildup42,900+1,30028.04-0.051.4037053.00-2.50—+3,9007,800Short buildup
Neutral91,000—32.750.000.8540081.65+1.15—+2,6006,500Long buildup

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 4 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.