haylaavo

POLYCAB option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 125

Spot
7,919.79
Future
7,958.50
Forward
7,958.50
PCR (OI)
0.13
Puts 875 / Calls 6,750
PCR (volume)
0.00
Puts — / Calls 1
Max pain
7,000
strike with least total payout to holders
Highest OI
8,000 CE · 7,000 PE
ΔOI calls +125 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
02,5005,0006,4006,9008757,2007,5007,8005,0008,1008,4008,800
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——40.600.001,859.006,40062.750.0031.35——Neutral
Neutral——38.400.001,687.756,60088.550.0031.30——Neutral
Neutral——36.760.001,523.656,800121.500.0031.24——Neutral
Neutral——36.120.001,038.956,900146.200.0031.21——Neutral
Neutral——35.580.001,367.557,000199.500.0031.17—875Neutral
Neutral——35.130.00895.407,100200.500.0031.13——Neutral
Neutral——34.740.001,220.557,200212.550.0031.09——Neutral
Neutral——34.420.00763.657,300266.600.0031.04——Neutral
Neutral——34.140.001,082.357,400271.450.0030.99——Neutral
Neutral——33.910.00645.007,500345.750.0030.93——Neutral
Neutral——33.710.00954.557,600340.700.0030.87——Neutral
Neutral——33.530.00539.357,700437.950.0030.80——Neutral
Neutral1,250—33.390.00294.257,800420.200.0030.72——Neutral
Neutral125—33.260.00388.007,900542.950.0030.63——Neutral
Long buildup5,000+12527.71+5.30325.308,000255.000.0030.54——Neutral
Neutral——33.050.00366.058,100660.350.0030.43——Neutral
Neutral——32.960.00632.558,200609.900.0030.30——Neutral
Neutral——32.890.00297.258,300789.350.0030.16——Neutral
Neutral——32.820.00545.358,400719.800.0030.00——Neutral
Neutral——32.760.00239.108,500929.000.0029.82——Neutral
Neutral——32.700.00467.658,600839.150.0029.61——Neutral
Neutral——32.610.00398.908,800967.450.0029.07——Neutral
Neutral125—32.540.00221.909,0001,104.200.0028.32——Neutral
Neutral250—32.380.0028.009,600·········

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 5.43% (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.