POLYCAB option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 125
Spot
7,919.79
Future
7,916.00
Forward
7,915.07
PCR (OI)
0.66
Puts 5.63 L / Calls 8.52 L
PCR (volume)
0.50
Puts 6,908 / Calls 13,925
Max pain
7,800
strike with least total payout to holders
Highest OI
8,000 CE · 7,800 PE
ΔOI calls −63,125 · puts +37,750
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 6,200 | 5.30 | -5.00 | 48.56 | +125 | 2,750 | Short buildup | |||
| Neutral | — | — | 59.75 | 0.00 | 2,808.10 | 6,400 | 16.40 | 0.00 | 31.33 | — | 24,625 | Neutral | ||||||
| Neutral | — | — | 53.22 | 0.00 | 2,619.05 | 6,600 | 7.45 | -11.20 | 39.73 | +250 | 2,625 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 6,700 | 9.65 | -13.20 | 38.65 | — | 4,750 | Neutral | |||
| Neutral | 375 | — | 47.35 | 0.00 | 981.30 | 6,800 | 10.30 | -17.70 | 36.20 | +875 | 11,875 | Short buildup | ||||||
| Neutral | — | — | 44.79 | 0.00 | 1,335.75 | 6,900 | 12.90 | -21.50 | 34.82 | +1,250 | 7,875 | Short buildup | ||||||
| Short buildup | 125 | +125 | — | -1,351.15 | 900.00 | 7,000 | 16.95 | -26.25 | 33.77 | +9,750 | 42,875 | Short buildup | ||||||
| Neutral | — | — | 40.62 | 0.00 | 1,171.00 | 7,100 | 22.35 | -33.00 | 32.76 | +7,500 | 20,750 | Short buildup | ||||||
| Neutral | — | — | 39.02 | 0.00 | 2,073.80 | 7,200 | 29.35 | -40.45 | 31.74 | +2,375 | 15,250 | Short buildup | ||||||
| Neutral | 1,250 | — | 37.73 | 0.00 | 568.65 | 7,300 | 38.60 | -50.45 | 30.75 | −125 | 14,000 | Neutral | ||||||
| Neutral | 1,875 | — | 31.02 | +66.35 | 570.00 | 7,400 | 51.60 | -60.45 | 29.99 | +1,000 | 15,000 | Short buildup | ||||||
| Short covering | 18,125 | −5,625 | 29.07 | +89.85 | 481.30 | 7,500 | 70.25 | -72.05 | 29.57 | −5,875 | 78,125 | Long unwinding | ||||||
| Neutral | 71,875 | −250 | 27.90 | +71.15 | 400.35 | 7,600 | 92.80 | -83.85 | 28.96 | +4,250 | 33,250 | Short buildup | ||||||
| Short covering | 58,500 | −10,125 | 27.98 | +59.35 | 332.85 | 7,700 | 123.00 | -96.75 | 28.64 | −2,875 | 63,750 | Long unwinding | ||||||
| Short covering | 72,500 | −49,250 | 28.14 | +50.80 | 273.20 | 7,800 | 160.75 | -106.00 | 28.45 | +1,000 | 81,625 | Short buildup | ||||||
| Long buildup | 91,250 | +23,625 | 28.40 | +45.25 | 221.80 | 7,900 | 206.70 | -118.10 | 28.39 | +14,875 | 37,125 | Short buildup | ||||||
| Short covering | 2.11 L | −56,000 | 28.53 | +34.40 | 176.85 | 8,000 | 261.30 | -125.60 | 28.51 | +3,000 | 37,750 | Short buildup | ||||||
| Short covering | 23,375 | −2,000 | 28.70 | +27.65 | 139.25 | 8,100 | 323.60 | -131.55 | 28.70 | +375 | 3,250 | Short buildup | ||||||
| Short covering | 85,625 | −3,500 | 28.83 | +20.50 | 107.85 | 8,200 | 519.65 | 0.00 | 28.84 | — | 23,750 | Neutral | ||||||
| Long buildup | 27,250 | +2,875 | 29.28 | +16.15 | 84.40 | 8,300 | 700.00 | 0.00 | 28.27 | — | 1,625 | Neutral | ||||||
| Long buildup | 26,500 | +2,625 | 29.72 | +13.65 | 65.55 | 8,400 | 656.05 | 0.00 | 27.50 | — | 5,000 | Neutral | ||||||
| Long buildup | 58,875 | +11,750 | 30.40 | +11.10 | 51.80 | 8,500 | 787.55 | 0.00 | 26.41 | — | 3,875 | Neutral | ||||||
| Long buildup | 8,750 | +250 | 30.86 | +8.80 | 40.05 | 8,600 | 960.00 | 0.00 | 24.71 | — | 2,875 | Neutral | ||||||
| Long buildup | 18,125 | +2,875 | 31.47 | +6.85 | 31.40 | 8,700 | 850.00 | 0.00 | 21.34 | — | 375 | Neutral | ||||||
| Long buildup | 20,250 | +3,625 | 32.38 | +5.45 | 25.60 | 8,800 | 1,009.10 | 0.00 | — | — | 500 | Neutral | ||||||
| Long buildup | 1,875 | +250 | 33.05 | +3.85 | 20.35 | 8,900 | 1,158.60 | 0.00 | — | — | 25,250 | Neutral | ||||||
| Long buildup | 43,250 | +13,625 | 34.09 | +2.85 | 17.10 | 9,000 | 1,323.75 | 0.00 | — | — | 750 | Neutral | ||||||
| Long buildup | 2,500 | +750 | 34.73 | +2.30 | 13.70 | 9,100 | 1,604.55 | 0.00 | — | — | 250 | Neutral | ||||||
| Short buildup | 1,875 | +125 | 34.04 | -0.15 | 8.90 | 9,200 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1,250 | — | 32.47 | 0.00 | 7.00 | 9,400 | 1,640.00 | 0.00 | — | — | 1,000 | Neutral | ||||||
| Short buildup | 5,500 | +1,125 | 43.90 | -0.30 | 4.30 | 10,000 | · | · | · | · | · | · | · | · | · | |||
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 5.43% (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.