PREMIERENE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 650
Spot
883.12
Future
856.75
Forward
856.75
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 65.23 | 0.00 | 168.25 | 720 | 15.15 | 0.00 | 29.86 | — | — | Neutral | ||||||
| Neutral | — | — | 58.69 | 0.00 | 138.35 | 760 | 24.65 | 0.00 | 28.93 | — | — | Neutral | ||||||
| Neutral | — | — | 53.63 | 0.00 | 111.75 | 800 | 37.40 | 0.00 | 27.74 | — | — | Neutral | ||||||
| Neutral | — | — | 49.83 | 0.00 | 88.75 | 840 | 53.80 | 0.00 | 26.10 | — | — | Neutral | ||||||
| Neutral | — | — | 47.04 | 0.00 | 69.35 | 880 | 73.75 | 0.00 | 23.68 | — | — | Neutral | ||||||
| Neutral | — | — | 44.97 | 0.00 | 53.35 | 920 | 97.15 | 0.00 | 19.49 | — | — | Neutral | ||||||
| Neutral | — | — | 43.43 | 0.00 | 40.40 | 960 | 123.60 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | — | — | 42.26 | 0.00 | 30.25 | 1,000 | 152.80 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | — | — | 41.36 | 0.00 | 22.30 | 1,040 | 184.25 | 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.