PGEL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 950
Spot
533.05
Future
538.80
Forward
538.80
PCR (OI)
0.78
Puts 6,650 / Calls 8,550
PCR (volume)
—
Puts 3 / Calls —
Max pain
520
strike with least total payout to holders
Highest OI
520 CE · 520 PE
ΔOI calls +— · puts +2,850
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 45.25 | 0.00 | 75.75 | 460 | 35.85 | 0.00 | 47.78 | — | — | Neutral | ||||||
| Neutral | — | — | 45.88 | 0.00 | 65.25 | 480 | 45.10 | 0.00 | 47.80 | — | — | Neutral | ||||||
| Neutral | — | — | 46.10 | 0.00 | 54.55 | 490 | 38.70 | 0.00 | 47.80 | — | — | Neutral | ||||||
| Neutral | — | — | 46.28 | 0.00 | 22.05 | 500 | 14.00 | 0.00 | 36.04 | +950 | 1,900 | Neutral | ||||||
| Neutral | — | — | 46.43 | 0.00 | 45.20 | 510 | 49.10 | 0.00 | 47.82 | — | — | Neutral | ||||||
| Neutral | 4,750 | — | 46.55 | 0.00 | 39.95 | 520 | 27.65 | 0.00 | 47.82 | — | 2,850 | Neutral | ||||||
| Neutral | 950 | — | 46.65 | 0.00 | 33.35 | 530 | 60.80 | 0.00 | 47.83 | — | — | Neutral | ||||||
| Neutral | — | — | 46.73 | 0.00 | 19.00 | 540 | 79.45 | 0.00 | 47.84 | — | — | Neutral | ||||||
| Neutral | — | — | 46.81 | 0.00 | 30.25 | 550 | 73.75 | 0.00 | 47.85 | — | — | Neutral | ||||||
| Neutral | — | — | 46.88 | 0.00 | 34.25 | 560 | 92.90 | 0.00 | 47.85 | — | — | Neutral | ||||||
| Neutral | — | — | 46.93 | 0.00 | 24.45 | 570 | 87.75 | 0.00 | 47.85 | — | — | Neutral | ||||||
| Neutral | — | — | 46.98 | 0.00 | 28.85 | 580 | 107.20 | 0.00 | 47.86 | — | — | Neutral | ||||||
| Neutral | — | — | 47.01 | 0.00 | 19.70 | 590 | 102.75 | 0.00 | 47.86 | — | — | Neutral | ||||||
| Neutral | 2,850 | — | 47.06 | 0.00 | 15.00 | 600 | 69.00 | -53.30 | 32.25 | +1,900 | 1,900 | Short buildup | ||||||
| Neutral | — | — | 47.12 | 0.00 | 20.30 | 620 | 138.05 | 0.00 | 47.83 | — | — | 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 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.