PREMIERENE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 650
Spot
883.12
Future
877.40
Forward
877.40
PCR (OI)
4.00
Puts 10,400 / Calls 2,600
PCR (volume)
—
Puts 4 / Calls —
Max pain
880
strike with least total payout to holders
Highest OI
920 CE · 840 PE
ΔOI calls +— · puts +2,600
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 62.23 | 0.00 | 208.75 | 680 | 8.80 | 0.00 | 33.25 | — | — | Neutral | ||||||
| Neutral | — | — | 54.52 | 0.00 | 175.80 | 720 | 15.25 | 0.00 | 32.96 | — | — | Neutral | ||||||
| Neutral | — | — | 51.35 | 0.00 | 142.90 | 740 | 12.90 | 0.00 | 32.79 | — | — | Neutral | ||||||
| Neutral | — | — | 48.67 | 0.00 | 145.75 | 760 | 24.60 | 0.00 | 32.58 | — | — | Neutral | ||||||
| Neutral | — | — | 46.45 | 0.00 | 112.95 | 780 | 22.50 | 0.00 | 32.34 | — | — | Neutral | ||||||
| Neutral | — | — | 44.63 | 0.00 | 118.85 | 800 | 42.50 | 0.00 | 32.07 | — | 2,600 | Neutral | ||||||
| Neutral | — | — | 43.16 | 0.00 | 86.90 | 820 | 36.05 | 0.00 | 31.75 | — | — | Neutral | ||||||
| Neutral | — | — | 41.98 | 0.00 | 95.40 | 840 | 37.00 | -9.00 | 39.92 | +1,300 | 3,900 | Short buildup | ||||||
| Neutral | — | — | 41.03 | 0.00 | 65.15 | 860 | 46.50 | -7.35 | 40.34 | +1,300 | 1,300 | Short buildup | ||||||
| Neutral | — | — | 40.25 | 0.00 | 75.45 | 880 | 66.00 | 0.00 | 30.35 | — | 2,600 | Neutral | ||||||
| Neutral | — | — | 39.63 | 0.00 | 47.60 | 900 | 75.90 | 0.00 | 29.66 | — | — | Neutral | ||||||
| Neutral | 1,300 | — | 39.12 | 0.00 | 20.70 | 920 | 95.30 | 0.00 | 28.79 | — | — | Neutral | ||||||
| Neutral | — | — | 38.69 | 0.00 | 33.95 | 940 | 101.75 | 0.00 | 27.65 | — | — | Neutral | ||||||
| Neutral | — | — | 38.34 | 0.00 | 45.20 | 960 | 121.10 | 0.00 | 26.07 | — | — | Neutral | ||||||
| — | — | 38.04 | — | 23.70 | 980 | 131.10 | — | 23.64 | — | — | ||||||||
| Neutral | 650 | — | 37.78 | 0.00 | 27.00 | 1,000 | 149.70 | 0.00 | 18.35 | — | — | Neutral | ||||||
| Neutral | 650 | — | 37.38 | 0.00 | 20.70 | 1,040 | 180.55 | 0.00 | — | — | — | 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.