haylaavo

PIIND option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 225

Spot
2,166.22
Future
2,149.90
Forward
2,149.90
PCR (OI)
—
Puts 450 / Calls —
PCR (volume)
—
Puts 2 / Calls —
Max pain
2,240
strike with least total payout to holders
Highest OI
— CE · 2,200 PE
ΔOI calls +— · puts +450
Open interest by strike
CallsPuts│ ATM┊ Max pain
0112.52251,7601,8802,0002,1202252,2402,360
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——50.070.00378.901,76025.650.0027.80——Neutral
Neutral——47.650.00346.851,80032.950.0027.65——Neutral
Neutral——45.490.00316.151,84041.650.0027.47——Neutral
Neutral——43.590.00287.001,88051.900.0027.28——Neutral
Neutral——41.920.00259.301,92063.550.0027.06——Neutral
Neutral——40.500.00233.351,96077.000.0026.82——Neutral
Neutral——39.270.00209.102,00092.150.0026.54——Neutral
Neutral——38.230.00186.602,040109.000.0026.23——Neutral
Neutral——37.340.00165.802,080127.600.0025.87——Neutral
Neutral——36.580.00146.702,120147.850.0025.44——Neutral
Neutral——35.930.00129.252,160169.800.0024.95——Neutral
Neutral——35.380.00113.452,200129.00-64.4024.94+225225Short buildup
Neutral——34.910.0099.152,240159.00-59.5026.27+225225Short buildup
Neutral——34.500.0086.352,280245.050.0022.74——Neutral
Neutral——34.150.0074.902,320273.000.0021.59——Neutral
Neutral——33.840.0064.852,360302.300.0020.00——Neutral
Neutral——33.570.0055.902,400332.750.0017.50——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.