haylaavo

PIDILITIND option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 500

Spot
1,487.96
Future
1,497.00
Forward
1,497.00
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
00.511,1201,2401,3201,4001,4801,5601,640
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——45.070.00348.351,1201.050.0022.32——Neutral
Neutral——37.170.00272.701,2004.200.0022.20——Neutral
Neutral——33.860.00236.601,2407.500.0022.13——Neutral
Neutral——31.130.00202.301,28012.550.0022.04——Neutral
Neutral——29.020.00170.201,32019.850.0021.94——Neutral
Neutral——27.470.00140.851,36029.850.0021.81——Neutral
Neutral——26.360.00114.501,40042.850.0021.66——Neutral
Neutral——25.580.0091.401,44059.200.0021.46——Neutral
Neutral——25.030.0071.701,48078.850.0021.21——Neutral
Neutral——24.630.0055.201,520101.750.0020.86——Neutral
Neutral——24.340.0041.751,560127.650.0020.40——Neutral
Neutral——24.120.0031.101,600156.400.0019.73——Neutral
——23.95—22.701,640187.40—18.68——
Neutral——23.820.0016.301,680220.400.0016.76——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 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.