haylaavo

PHOENIXLTD option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 350

Spot
2,016.60
Future
2,022.00
Forward
2,022.00
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.511,6801,7601,8401,9202,0002,0802,160
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——41.310.00290.551,68039.650.0029.35——Neutral
Neutral——39.650.00261.651,72050.100.0029.26——Neutral
Neutral——38.270.00234.351,76062.200.0029.16——Neutral
Neutral——37.130.00208.951,80076.150.0029.05——Neutral
Neutral——36.190.00185.401,84092.000.0028.92——Neutral
Neutral——35.430.00163.701,880109.650.0028.78——Neutral
Neutral——34.800.00143.801,920129.200.0028.62——Neutral
Neutral——34.290.00125.751,960150.500.0028.43——Neutral
Neutral——33.860.00109.452,000173.600.0028.21——Neutral
Neutral——33.510.0094.852,040198.350.0027.96——Neutral
Neutral——33.220.0081.802,080224.700.0027.67——Neutral
Neutral——32.970.0070.252,120252.550.0027.31——Neutral
Neutral——32.750.0060.202,160281.850.0026.89——Neutral
Neutral——32.420.0043.502,240343.900.0025.72——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.