PGEL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 950
Spot
533.05
Future
537.60
Forward
537.95
PCR (OI)
0.63
Puts 29.31 L / Calls 46.75 L
PCR (volume)
0.45
Puts 2,157 / Calls 4,756
Max pain
520
strike with least total payout to holders
Highest OI
580 CE · 500 PE
ΔOI calls +5.31 L · puts +10,450
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 2,850 | — | — | 0.00 | 140.85 | 400 | 0.50 | 0.00 | 60.34 | −950 | 76,950 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 420 | 0.40 | -0.25 | 49.88 | −3,800 | 35,150 | Long unwinding | |||
| · | · | · | · | · | · | · | · | · | 430 | 0.65 | +0.05 | 49.47 | −1,900 | 35,150 | Short covering | |||
| Neutral | 11,400 | — | — | 0.00 | 76.00 | 440 | 0.95 | -0.05 | 48.36 | +1,900 | 1.30 L | Short buildup | ||||||
| Neutral | 6,650 | — | — | 0.00 | 87.90 | 450 | 1.15 | -0.20 | 45.55 | −950 | 1.57 L | Neutral | ||||||
| Neutral | 23,750 | — | — | 0.00 | 85.40 | 460 | 1.55 | -0.35 | 43.71 | −3,800 | 74,100 | Long unwinding | ||||||
| Short covering | 71,250 | −950 | 34.06 | +1.95 | 68.70 | 470 | 2.15 | -0.55 | 42.20 | +1,900 | 1.56 L | Short buildup | ||||||
| Neutral | 90,250 | — | 39.71 | +3.35 | 60.60 | 480 | 3.00 | -0.60 | 40.83 | −46,550 | 3.30 L | Long unwinding | ||||||
| Neutral | 54,150 | — | 39.62 | 0.00 | 57.60 | 490 | 3.95 | -0.90 | 38.80 | +22,800 | 1.13 L | Short buildup | ||||||
| Short covering | 3.44 L | −4,750 | 43.24 | +4.50 | 45.50 | 500 | 5.95 | -0.60 | 38.84 | −33,250 | 6.07 L | Long unwinding | ||||||
| Neutral | 1.11 L | — | 42.52 | 0.00 | 35.50 | 510 | 7.95 | -1.00 | 37.33 | +3,800 | 1.76 L | Short buildup | ||||||
| Neutral | 2.14 L | −950 | 36.02 | +0.90 | 28.55 | 520 | 11.10 | -1.25 | 37.03 | +36,100 | 3.38 L | Short buildup | ||||||
| Short covering | 3.43 L | −40,850 | 36.98 | +1.15 | 23.10 | 530 | 15.10 | -1.20 | 36.86 | −20,900 | 2.23 L | Long unwinding | ||||||
| Long buildup | 5.90 L | +1.88 L | 36.72 | +1.10 | 17.90 | 540 | 19.95 | -1.70 | 36.72 | +52,250 | 2.44 L | Short buildup | ||||||
| Long buildup | 4.97 L | +71,250 | 36.09 | +0.50 | 13.35 | 550 | 25.60 | -2.25 | 36.52 | +7,600 | 1.58 L | Short buildup | ||||||
| Long buildup | 3.96 L | +1.28 L | 37.01 | +1.00 | 10.35 | 560 | 30.90 | -2.95 | 33.86 | −5,700 | 34,200 | Long unwinding | ||||||
| Long buildup | 3.42 L | +66,500 | 37.01 | +0.75 | 7.60 | 570 | 36.95 | -1.45 | 30.50 | +950 | 6,650 | Short buildup | ||||||
| Neutral | 7.33 L | +4,750 | 37.11 | +0.50 | 5.50 | 580 | 114.00 | 0.00 | 52.59 | — | 3,800 | Neutral | ||||||
| Long buildup | 1.72 L | +50,350 | 37.80 | +0.50 | 4.10 | 590 | 106.60 | 0.00 | 53.36 | — | — | Neutral | ||||||
| Long buildup | 5.50 L | +26,600 | 38.88 | +0.50 | 3.15 | 600 | 65.50 | +1.00 | 40.23 | +950 | 33,250 | Long buildup | ||||||
| Long buildup | 1.23 L | +42,750 | 40.55 | +0.30 | 1.80 | 620 | 78.85 | 0.00 | 56.59 | — | — | Neutral | ||||||
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 2.26% (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.