PHOENIXLTD option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 350
Spot
2,016.60
Future
2,023.90
Forward
2,024.00
PCR (OI)
1.10
Puts 4.90 L / Calls 4.44 L
PCR (volume)
0.55
Puts 4,608 / Calls 8,384
Max pain
1,960
strike with least total payout to holders
Highest OI
2,200 CE · 1,900 PE
ΔOI calls −32,200 · puts +63,700
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 376.55 | 1,600 | 0.85 | -0.85 | 43.97 | +1,400 | 4,900 | Short buildup | ||||||
| Neutral | — | — | — | 0.00 | 344.10 | 1,640 | 29.75 | 0.00 | 30.57 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 313.05 | 1,680 | 4.10 | 0.00 | 30.60 | — | 350 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 1,700 | 1.30 | -3.55 | 36.08 | −2,450 | 31,150 | Long unwinding | |||
| Neutral | 1,400 | — | 26.64 | 0.00 | 188.00 | 1,720 | 1.90 | -3.40 | 36.19 | +350 | 2,450 | Short buildup | ||||||
| Neutral | — | — | 28.07 | 0.00 | 235.90 | 1,740 | 2.50 | -4.85 | 35.73 | — | 11,200 | Neutral | ||||||
| Neutral | — | — | 28.80 | 0.00 | 255.75 | 1,760 | 2.00 | -7.45 | 32.14 | −1,400 | 10,500 | Long unwinding | ||||||
| Neutral | — | — | 29.25 | 0.00 | 206.65 | 1,780 | 2.95 | -8.35 | 32.27 | +1,750 | 12,250 | Short buildup | ||||||
| Neutral | 3,150 | — | 29.54 | 0.00 | 172.90 | 1,800 | 3.90 | -11.45 | 31.81 | −1,750 | 46,200 | Long unwinding | ||||||
| Neutral | 350 | — | 29.75 | 0.00 | 114.95 | 1,820 | 4.90 | -13.65 | 31.02 | −5,250 | 4,200 | Long unwinding | ||||||
| Neutral | 15,050 | — | — | +52.50 | 170.00 | 1,840 | 6.25 | -16.80 | 30.36 | −2,100 | 23,450 | Long unwinding | ||||||
| Neutral | 700 | — | 30.01 | 0.00 | 85.15 | 1,860 | 8.35 | -20.15 | 30.14 | −14,350 | 15,050 | Long unwinding | ||||||
| Neutral | 1,050 | — | 30.09 | 0.00 | 76.00 | 1,880 | 10.70 | -34.40 | 29.65 | +5,950 | 8,400 | Short buildup | ||||||
| Short covering | 53,550 | −8,050 | 29.09 | +43.75 | 137.00 | 1,900 | 13.95 | -27.30 | 29.43 | −1,400 | 1.32 L | Long unwinding | ||||||
| Neutral | 1,050 | — | 30.20 | 0.00 | 96.65 | 1,920 | 17.85 | -32.30 | 29.14 | −2,100 | 14,000 | Long unwinding | ||||||
| Short covering | 1,050 | −1,050 | 18.89 | +24.95 | 92.05 | 1,940 | 22.95 | -35.35 | 29.10 | +5,250 | 25,900 | Short buildup | ||||||
| Short covering | 27,650 | −9,450 | 28.99 | +34.80 | 92.65 | 1,960 | 28.60 | -40.80 | 28.80 | +11,200 | 47,250 | Short buildup | ||||||
| Short covering | 47,950 | −33,250 | 28.67 | +30.00 | 79.35 | 1,980 | 35.85 | -44.30 | 28.84 | +15,050 | 24,500 | Short buildup | ||||||
| Short covering | 58,800 | −18,200 | 28.76 | +26.50 | 67.90 | 2,000 | 44.00 | -46.80 | 28.76 | +19,600 | 38,850 | Short buildup | ||||||
| Long buildup | 26,600 | +8,750 | 29.04 | +22.60 | 57.95 | 2,020 | 53.45 | -97.70 | 28.77 | +29,400 | 29,400 | Short buildup | ||||||
| Long buildup | 7,000 | +5,600 | 29.11 | +18.95 | 48.75 | 2,040 | 153.00 | 0.00 | 30.74 | — | 1,400 | Neutral | ||||||
| Long buildup | 48,300 | +15,750 | 28.98 | +15.65 | 40.25 | 2,060 | 177.15 | 0.00 | 30.77 | — | — | Neutral | ||||||
| Neutral | — | — | 30.38 | 0.00 | 95.40 | 2,080 | 214.50 | 0.00 | 30.81 | — | — | Neutral | ||||||
| Short covering | 39,550 | −13,300 | 29.21 | +10.10 | 27.30 | 2,100 | 123.55 | -78.30 | 40.78 | +700 | 1,400 | Short buildup | ||||||
| Long buildup | 18,900 | +4,900 | 29.29 | +8.30 | 22.15 | 2,120 | 241.30 | 0.00 | 30.90 | — | — | Neutral | ||||||
| Long buildup | 4,200 | +3,150 | 29.53 | +6.55 | 18.05 | 2,140 | 130.40 | -104.60 | 27.31 | +2,800 | 2,800 | Short buildup | ||||||
| Short covering | 15,050 | −3,500 | 29.71 | +5.95 | 14.55 | 2,160 | 170.20 | -99.25 | 43.22 | +1,050 | 1,050 | Short buildup | ||||||
| Long buildup | 63,000 | +8,050 | 29.88 | +3.30 | 9.10 | 2,200 | 298.00 | 0.00 | 31.26 | — | 1,050 | Neutral | ||||||
| Long buildup | 9,450 | +8,400 | 30.22 | +1.40 | 5.65 | 2,240 | 329.70 | 0.00 | 31.59 | — | — | 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 7.44% (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.