haylaavo

PHOENIXLTD option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 350

Spot
2,016.60
Future
2,038.80
Forward
2,038.80
PCR (OI)
—
Puts 350 / Calls —
PCR (volume)
—
Puts 1 / Calls —
Max pain
1,800
strike with least total payout to holders
Highest OI
— CE · 1,800 PE
ΔOI calls +— · puts +350
Open interest by strike
CallsPuts│ ATM┊ Max pain
01753501,7403501,8001,8601,9201,9802,0402,1002,160
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.00373.851,60021.400.0030.73——Neutral
Neutral——21.600.00341.201,64028.150.0030.75——Neutral
Neutral——26.120.00309.951,68036.350.0030.77——Neutral
Neutral——27.590.00280.301,72046.100.0030.79——Neutral
Neutral——28.040.00224.801,74040.950.0030.80——Neutral
Neutral——28.390.00252.251,76057.450.0030.82——Neutral
Neutral——28.660.00197.051,78052.750.0030.83——Neutral
Neutral——28.880.00225.851,80016.00-54.5029.44+350350Short buildup
Neutral——29.060.00171.501,82066.800.0030.87——Neutral
Neutral——29.220.00201.351,84085.400.0030.88——Neutral
Neutral——29.350.00148.201,86083.050.0030.91——Neutral
Neutral——29.450.00178.701,880102.150.0030.93——Neutral
Neutral——29.550.00127.051,900101.500.0030.95——Neutral
Neutral——29.630.00157.801,920120.700.0030.98——Neutral
Neutral——29.700.00108.151,940122.150.0031.01——Neutral
Neutral——29.760.00138.751,960141.050.0031.04——Neutral
Neutral——29.810.0091.351,980144.900.0031.07——Neutral
Neutral——29.860.00121.452,000163.150.0031.11——Neutral
Neutral——29.900.0076.652,020169.750.0031.15——Neutral
Neutral——29.940.00105.852,040186.950.0031.19——Neutral
Neutral——29.970.0063.802,060196.500.0031.24——Neutral
Neutral——30.000.0091.802,080212.350.0031.29——Neutral
Neutral——30.030.0052.752,100225.000.0031.35——Neutral
Neutral——30.050.0079.352,120239.250.0031.42——Neutral
Neutral——30.080.0043.452,140255.300.0031.49——Neutral
Neutral——30.100.0068.252,160267.600.0031.57——Neutral
Neutral——30.130.0058.602,200297.400.0031.75——Neutral
Neutral——30.160.0050.102,240328.250.0031.98——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 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.