PIIND option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 175

Spot

2,166.22

Future

2,166.20

Forward

2,166.20

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.86

Puts 3,150 / Calls 3,675

PCR (volume)

0.25

Puts 2 / Calls 8

Max pain

2,140

strike with least total payout to holders

Highest OI

2,000 CE · 2,200 PE

ΔOI calls +1,050 · puts +350

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	—	—	—	49.05	0.89	-0.56	0.00	600.05	1,720	6.05	0.00	-0.10	-0.02	29.01	—	—	—	Neutral
Neutral	—	—	—	46.18	0.88	-0.58	0.00	562.95	1,760	14.90	0.00	-0.15	-0.03	28.95	—	—	350	Neutral
Neutral	—	—	—	43.62	0.87	-0.60	0.00	526.55	1,800	11.35	0.00	-0.21	-0.05	28.87	—	—	—	Neutral
Neutral	—	—	—	41.38	0.85	-0.63	0.00	490.90	1,840	27.00	0.00	-0.28	-0.07	28.78	—	—	—	Neutral
Neutral	—	—	—	40.39	0.84	-0.65	0.00	278.35	1,860	32.10	0.00	-0.32	-0.08	28.73	—	—	—	Neutral
Neutral	—	—	—	39.48	0.83	-0.67	0.00	456.15	1,880	21.00	0.00	-0.36	-0.10	28.68	—	—	175	Neutral
Neutral	—	—	—	38.66	0.82	-0.69	0.00	248.40	1,900	35.05	0.00	-0.40	-0.11	28.62	—	—	175	Neutral
Neutral	—	—	—	37.91	0.80	-0.72	0.00	422.40	1,920	25.50	0.00	-0.45	-0.13	28.57	—	—	—	Neutral
Neutral	—	—	—	37.24	0.79	-0.75	0.00	220.10	1,940	53.00	0.00	-0.49	-0.15	28.50	—	—	—	Neutral
Neutral	—	—	—	36.63	0.77	-0.77	0.00	389.85	1,960	32.30	0.00	-0.54	-0.17	28.43	—	—	—	Neutral
Neutral	—	—	—	36.08	0.75	-0.80	0.00	193.90	1,980	66.35	0.00	-0.58	-0.19	28.36	—	—	—	Neutral
Neutral	1,050	—	—	35.59	0.73	-0.83	0.00	160.00	2,000	84.40	0.00	-0.62	-0.22	28.28	—	—	350	Neutral
Neutral	—	—	—	35.15	0.71	-0.85	0.00	169.70	2,020	81.70	0.00	-0.66	-0.25	28.19	—	—	—	Neutral
Neutral	—	—	—	34.75	0.69	-0.88	0.00	328.55	2,040	60.00	0.00	-0.69	-0.27	28.10	—	—	525	Neutral
Neutral	—	—	—	34.40	0.66	-0.90	0.00	147.55	2,060	99.15	0.00	-0.72	-0.30	28.00	—	—	—	Neutral
Neutral	—	—	—	34.08	0.64	-0.92	0.00	299.90	2,080	60.60	0.00	-0.75	-0.33	27.89	—	—	—	Neutral
Neutral	175	—	—	33.80	0.61	-0.94	0.00	98.00	2,100	115.00	0.00	-0.77	-0.37	27.78	—	—	175	Neutral
Neutral	—	—	—	33.54	0.59	-0.95	0.00	272.65	2,120	72.80	0.00	-0.78	-0.40	27.65	—	—	—	Neutral
Neutral	—	—	—	33.31	0.56	-0.96	0.00	109.40	2,140	115.30	0.00	-0.79	-0.43	27.51	—	—	175	Neutral
Neutral	—	—	—	33.10	0.53	-0.96	0.00	247.10	2,160	86.65	0.00	-0.80	-0.46	27.36	—	—	175	Neutral
Neutral	—	—	—	32.91	0.50	-0.96	0.00	93.30	2,180	151.00	0.00	-0.79	-0.50	27.19	—	—	175	Neutral
Neutral	700	—	—	32.74	0.47	-0.96	0.00	62.00	2,200	135.20	+8.70	-1.00	-0.51	34.53	2	+350	875	Long buildup
Neutral	—	—	—	32.59	0.45	-0.95	0.00	79.05	2,220	188.90	0.00	-0.76	-0.57	26.79	—	—	—	Neutral
Neutral	—	—	—	32.45	0.42	-0.93	0.00	200.70	2,240	119.10	0.00	-0.74	-0.60	26.56	—	—	—	Neutral
Neutral	—	—	—	32.32	0.39	-0.91	0.00	66.55	2,260	216.00	0.00	-0.71	-0.63	26.31	—	—	—	Neutral
Neutral	—	—	—	32.20	0.36	-0.89	0.00	179.90	2,280	137.70	0.00	-0.67	-0.67	26.02	—	—	—	Neutral
Long buildup	525	+175	1	29.88	0.32	-0.79	+13.00	51.00	2,300	244.70	0.00	-0.63	-0.70	25.69	—	—	—	Neutral
Neutral	—	—	—	31.99	0.31	-0.84	0.00	160.70	2,320	157.90	0.00	-0.59	-0.73	25.32	—	—	—	Neutral
Neutral	—	—	—	31.90	0.29	-0.81	0.00	46.50	2,340	275.05	0.00	-0.53	-0.76	24.89	—	—	—	Neutral
Neutral	—	—	—	31.82	0.27	-0.77	0.00	143.00	2,360	179.65	0.00	-0.47	-0.79	24.39	—	—	—	Neutral
Long buildup	1,050	+700	6	35.10	0.25	-0.83	+17.75	41.85	2,400	202.85	0.00	-0.34	-0.85	23.06	—	—	—	Neutral
Short buildup	175	+175	1	31.02	0.18	-0.60	-87.55	24.55	2,440	227.55	0.00	-0.19	-0.91	20.93	—	—	—	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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.