PIDILITIND option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 500
Spot
1,487.96
Future
1,498.50
Forward
1,498.50
PCR (OI)
0.69
Puts 18,000 / Calls 26,000
PCR (volume)
2.67
Puts 8 / Calls 3
Max pain
1,480
strike with least total payout to holders
Highest OI
1,600 CE · 1,300 PE
ΔOI calls +500 · puts +4,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 37.56 | 0.00 | 320.10 | 1,160 | 2.10 | 0.00 | 22.58 | — | — | Neutral | ||||||
| Neutral | — | — | 33.65 | 0.00 | 282.60 | 1,200 | 4.05 | 0.00 | 22.63 | — | — | Neutral | ||||||
| Neutral | — | — | 31.87 | 0.00 | 245.95 | 1,220 | 2.70 | 0.00 | 22.64 | — | — | Neutral | ||||||
| Neutral | — | — | 30.27 | 0.00 | 246.35 | 1,240 | 7.15 | 0.00 | 22.62 | — | — | Neutral | ||||||
| Neutral | — | — | 28.86 | 0.00 | 209.10 | 1,260 | 11.50 | 0.00 | 22.58 | — | 1,000 | Neutral | ||||||
| Neutral | — | — | 27.67 | 0.00 | 211.75 | 1,280 | 12.00 | 0.00 | 22.58 | — | — | Neutral | ||||||
| Neutral | — | — | 26.69 | 0.00 | 174.15 | 1,300 | 5.85 | -4.45 | 26.53 | +4,000 | 7,000 | Short buildup | ||||||
| Neutral | — | — | 25.91 | 0.00 | 179.25 | 1,320 | 18.95 | 0.00 | 22.54 | — | — | Neutral | ||||||
| Neutral | 500 | — | 25.30 | 0.00 | 108.65 | 1,340 | 16.30 | 0.00 | 22.52 | — | 500 | Neutral | ||||||
| Neutral | 500 | — | 24.82 | 0.00 | 96.70 | 1,360 | 21.00 | 0.00 | 22.50 | — | 500 | Neutral | ||||||
| Neutral | — | — | 24.46 | 0.00 | 112.60 | 1,380 | 27.65 | 0.00 | 22.47 | — | — | Neutral | ||||||
| Neutral | — | — | 24.18 | 0.00 | 122.40 | 1,400 | 33.65 | 0.00 | 22.45 | — | 2,000 | Neutral | ||||||
| Neutral | 500 | — | 23.96 | 0.00 | 57.45 | 1,420 | 41.70 | 0.00 | 22.41 | — | 500 | Neutral | ||||||
| Neutral | — | — | 23.78 | 0.00 | 98.65 | 1,440 | 36.50 | 0.00 | 22.38 | — | 4,500 | Neutral | ||||||
| Neutral | — | — | 23.65 | 0.00 | 65.60 | 1,460 | 59.80 | 0.00 | 22.33 | — | — | Neutral | ||||||
| Neutral | — | — | 23.54 | 0.00 | 78.15 | 1,480 | 74.00 | 0.00 | 22.29 | — | 500 | Neutral | ||||||
| Long buildup | 3,000 | +1,000 | 16.71 | +1.35 | 38.35 | 1,500 | 95.00 | 0.00 | 22.23 | — | — | Neutral | ||||||
| Short covering | — | −500 | 20.21 | +11.00 | 37.70 | 1,520 | 56.40 | 0.00 | 22.16 | — | 500 | Neutral | ||||||
| Neutral | — | — | 23.32 | 0.00 | 34.25 | 1,540 | 107.55 | 0.00 | 22.07 | — | — | Neutral | ||||||
| Neutral | 3,500 | — | 23.27 | 0.00 | 45.80 | 1,560 | 75.00 | 0.00 | 21.97 | — | 1,000 | Neutral | ||||||
| Neutral | — | — | 23.22 | 0.00 | 23.80 | 1,580 | 136.70 | 0.00 | 21.85 | — | — | Neutral | ||||||
| Neutral | 11,000 | — | 23.19 | 0.00 | 5.50 | 1,600 | 150.60 | 0.00 | 21.70 | — | — | Neutral | ||||||
| Neutral | — | — | 23.15 | 0.00 | 16.05 | 1,620 | 168.50 | 0.00 | 21.50 | — | — | Neutral | ||||||
| Neutral | 7,000 | — | 23.13 | 0.00 | 5.00 | 1,640 | 180.95 | 0.00 | 21.26 | — | — | Neutral | ||||||
| Neutral | — | — | 23.08 | 0.00 | 18.95 | 1,680 | 213.30 | 0.00 | 20.50 | — | — | Neutral | ||||||
| — | — | 23.05 | — | 13.60 | 1,720 | 247.40 | — | 18.91 | — | — | ||||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.