PIDILITIND option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 500

Spot

1,487.96

Future

1,488.90

Forward

1,486.95

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

1.37

Puts 20.33 L / Calls 14.80 L

PCR (volume)

1.06

Puts 5,110 / Calls 4,805

Max pain

1,440

strike with least total payout to holders

Highest OI

1,500 CE · 1,340 PE

ΔOI calls −27,500 · puts −16,500

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	68.34	0.94	-0.59	0.00	508.45	1,160	0.10	0.00	-0.00	-0.00	30.86	—	—	—	Neutral
Neutral	1,000	—	—	60.73	0.94	-0.57	0.00	212.95	1,200	0.55	-0.20	-0.10	-0.01	39.86	48	−11,000	58,500	Long unwinding
Neutral	—	—	—	56.98	0.93	-0.56	0.00	253.60	1,220	1.75	0.00	-0.00	-0.00	24.96	—	—	—	Neutral
Neutral	—	—	—	53.26	0.93	-0.55	0.00	430.00	1,240	0.85	-0.10	-0.13	-0.02	36.69	47	−13,500	24,500	Long unwinding
Neutral	—	—	—	49.58	0.92	-0.54	0.00	216.00	1,260	0.85	-0.25	-0.13	-0.02	33.89	60	−18,500	25,500	Long unwinding
Neutral	1,000	—	—	45.96	0.92	-0.53	0.00	141.80	1,280	1.15	-0.15	-0.16	-0.03	32.66	23	−5,500	38,000	Long unwinding
Short covering	15,500	−2,000	15	—	—	—	+27.90	180.90	1,300	1.50	-0.25	-0.20	-0.03	31.21	219	−40,500	1.94 L	Long unwinding
Neutral	1,500	—	—	39.04	0.90	-0.52	0.00	105.25	1,320	1.80	-0.80	-0.22	-0.04	29.25	115	−12,500	71,000	Long unwinding
Neutral	12,500	—	—	35.91	0.89	-0.53	0.00	121.10	1,340	2.55	-1.00	-0.28	-0.06	28.20	463	−30,000	3.41 L	Long unwinding
Short covering	89,500	−4,500	11	—	—	—	+6.95	113.00	1,360	3.45	-1.80	-0.33	-0.08	26.85	508	−41,500	2.25 L	Long unwinding
Neutral	67,000	+500	2	—	—	—	+0.85	87.55	1,380	4.75	-2.70	-0.40	-0.11	25.59	601	−19,500	1.56 L	Long unwinding
Short covering	1.35 L	−16,500	130	28.89	0.81	-0.63	+28.40	97.20	1,400	6.65	-4.75	-0.47	-0.15	24.43	892	−8,000	2.69 L	Long unwinding
Neutral	68,500	—	91	24.29	0.79	-0.57	+22.15	77.00	1,420	10.30	-6.30	-0.58	-0.21	24.29	527	+49,000	1.69 L	Short buildup
Short covering	88,000	−18,000	123	22.53	0.73	-0.62	+18.25	60.20	1,440	14.35	-9.45	-0.65	-0.27	23.32	405	+29,500	1.72 L	Short buildup
Short covering	1.36 L	−70,500	632	22.26	0.64	-0.69	+15.50	46.50	1,460	20.00	-12.85	-0.71	-0.36	22.52	689	+52,000	1.30 L	Short buildup
Long buildup	1.20 L	+1,500	811	22.43	0.54	-0.75	+13.25	35.30	1,480	27.95	-15.30	-0.74	-0.45	22.13	385	+37,000	81,500	Short buildup
Long buildup	2.30 L	+8,000	1,121	22.50	0.45	-0.75	+10.50	25.95	1,500	37.90	-17.10	-0.72	-0.55	21.75	126	+16,500	40,500	Short buildup
Long buildup	48,000	+1,500	301	21.99	0.35	-0.68	+7.00	17.75	1,520	76.85	0.00	-0.60	-0.67	19.94	—	—	3,500	Neutral
Long buildup	82,000	+16,500	419	21.90	0.26	-0.60	+4.70	11.95	1,540	91.10	0.00	-0.48	-0.77	19.05	—	—	5,500	Neutral
Short covering	41,500	−6,500	288	21.94	0.19	-0.50	+2.85	7.85	1,560	132.25	0.00	-0.30	-0.87	17.51	—	—	6,500	Neutral
Long buildup	47,500	+11,500	157	23.03	0.14	-0.44	+2.65	5.80	1,580	126.00	0.00	-0.07	-0.96	13.60	—	—	500	Neutral
Long buildup	1.22 L	+19,500	395	23.35	0.10	-0.35	+1.65	3.85	1,600	118.00	-27.05	-0.42	-0.87	25.61	2	—	18,500	Neutral
Long buildup	61,500	+17,500	104	24.05	0.07	-0.28	+1.30	2.70	1,620	159.85	0.00	—	—	—	—	—	—	Neutral
Long buildup	47,000	+24,500	98	24.87	0.05	-0.23	+0.75	1.95	1,640	270.30	0.00	—	—	—	—	—	500	Neutral
Neutral	4,000	—	—	23.51	0.03	-0.12	0.00	0.70	1,660	·	·	·	·	·	·	·	·	·
Short covering	52,500	−10,000	103	27.85	0.04	-0.19	+0.75	1.40	1,680	215.00	0.00	—	—	—	—	—	1,000	Neutral
Neutral	6,500	−500	4	27.84	0.02	-0.09	0.00	0.55	1,720	338.95	0.00	—	—	—	—	—	1,000	Neutral
Neutral	2,500	—	—	23.14	0.00	-0.01	0.00	0.35	1,760	302.10	0.00	—	—	—	—	—	2,500	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 6.52% (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.