PREMIERENE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 650
Spot
883.12
Future
884.90
Forward
884.61
PCR (OI)
0.40
Puts 13.16 L / Calls 33.05 L
PCR (volume)
0.44
Puts 3,170 / Calls 7,250
Max pain
860
strike with least total payout to holders
Highest OI
900 CE · 800 PE
ΔOI calls −39,000 · puts −76,050
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 59.73 | 0.00 | 367.55 | 680 | 1.60 | 0.00 | 33.85 | — | 12,350 | Neutral | ||||||
| Neutral | — | — | 49.40 | 0.00 | 329.60 | 720 | 1.45 | -1.05 | 48.67 | −1,950 | 47,450 | Long unwinding | ||||||
| Neutral | — | — | 45.13 | 0.00 | 147.10 | 740 | 2.00 | -1.75 | 46.09 | +1,950 | 22,750 | Short buildup | ||||||
| Neutral | — | — | 41.82 | 0.00 | 292.70 | 760 | 3.00 | -2.65 | 44.36 | −13,650 | 1.24 L | Long unwinding | ||||||
| Neutral | 5,850 | — | 39.48 | 0.00 | 65.85 | 780 | 4.45 | -4.20 | 42.62 | +10,400 | 37,050 | Short buildup | ||||||
| Long buildup | 31,200 | +1,300 | 41.18 | +25.85 | 91.00 | 800 | 6.80 | -5.30 | 41.46 | −59,150 | 2.39 L | Long unwinding | ||||||
| Short covering | 71,500 | −76,050 | 39.92 | +18.75 | 74.30 | 820 | 9.90 | -7.35 | 39.92 | −1.03 L | 1.62 L | Long unwinding | ||||||
| Short covering | 1.52 L | −33,800 | 43.85 | +21.00 | 62.55 | 840 | 14.40 | -9.45 | 38.70 | −48,100 | 1.85 L | Long unwinding | ||||||
| Short covering | 2.52 L | −17,550 | 37.85 | +15.85 | 45.25 | 860 | 20.75 | -12.15 | 37.89 | +50,700 | 1.42 L | Short buildup | ||||||
| Long buildup | 7.40 L | +69,550 | 37.68 | +13.00 | 34.05 | 880 | 29.35 | -14.95 | 37.56 | +64,350 | 1.27 L | Short buildup | ||||||
| Short covering | 14.57 L | −57,200 | 37.24 | +9.80 | 24.60 | 900 | 40.20 | -17.10 | 37.55 | +17,550 | 99,450 | Short buildup | ||||||
| Long buildup | 1.94 L | +35,100 | 37.25 | +7.50 | 17.45 | 920 | 65.70 | 0.00 | 33.67 | — | 45,500 | Neutral | ||||||
| Long buildup | 81,250 | +22,750 | 37.25 | +4.80 | 12.00 | 940 | 98.80 | 0.00 | 33.26 | — | 9,100 | Neutral | ||||||
| Long buildup | 1.20 L | +2,600 | 37.84 | +3.35 | 8.35 | 960 | 135.00 | 0.00 | 32.67 | — | 7,800 | Neutral | ||||||
| Long buildup | 39,650 | +3,250 | 38.45 | +2.20 | 5.75 | 980 | 145.85 | 0.00 | 31.68 | — | 5,850 | Neutral | ||||||
| Neutral | 98,150 | +650 | 39.65 | +1.65 | 4.15 | 1,000 | 117.75 | -19.00 | 35.70 | +5,200 | 38,350 | Short buildup | ||||||
| Long buildup | 16,900 | +2,600 | 40.95 | +1.20 | 3.05 | 1,020 | 164.20 | 0.00 | 23.21 | — | 3,250 | Neutral | ||||||
| Long buildup | 44,200 | +7,800 | 41.38 | +1.10 | 2.05 | 1,040 | 218.00 | 0.00 | — | — | 4,550 | Neutral | ||||||
| Neutral | 1,950 | — | 35.21 | 0.00 | 0.55 | 1,080 | 250.00 | 0.00 | — | — | 2,600 | Neutral | ||||||
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 5.73% (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.