haylaavo

PRESTIGE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 450

Spot
1,479.49
Future
1,474.60
Forward
1,475.77
PCR (OI)
0.99
Puts 6.45 L / Calls 6.53 L
PCR (volume)
0.81
Puts 1,381 / Calls 1,715
Max pain
1,440
strike with least total payout to holders
Highest OI
1,460 CE · 1,400 PE
ΔOI calls +30,600 · puts −19,800
Open interest by strike
CallsPuts│ ATM┊ Max pain
099,9002.0 L1,2001,2801,3401.4 L1,4002.0 L1,4601,5201,5801,640
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——64.930.00450.101,2002.35-0.0548.60−2,2505,850Long unwinding
Neutral——57.860.00414.601,2403.20-1.3044.77−2,25058,500Long unwinding
Neutral——54.660.00197.351,2603.85-1.5043.10+9007,200Short buildup
Neutral4,050——+21.60195.101,2806.40-0.5044.88—9,900Neutral
Neutral——49.230.00168.801,3006.35-2.7041.06−11,70036,450Long unwinding
Neutral——47.040.00347.151,3208.15-3.7540.11+1,80011,250Short buildup
Neutral900——+18.10134.901,34010.65-4.0539.48+6,30018,900Short buildup
Neutral8,100—43.680.00101.201,36013.40-5.4538.43−4,50040,500Long unwinding
Neutral2,250—42.440.0055.001,38016.75-7.9037.36−2,25099,000Long unwinding
Short covering81,900−90038.33+23.8098.701,40022.75-8.0537.96−40,0501.44 LLong unwinding
Neutral25,200—40.630.0063.901,42027.95-9.7536.95−90028,800Long unwinding
Long buildup27,900+2,70037.52+19.2571.901,44035.35-12.7036.85+27,45037,350Short buildup
Short covering2.00 L−24,75035.65+15.0058.151,46044.25-14.1536.96+7,20065,250Short buildup
Long buildup98,550+56,70035.89+13.5548.501,480100.000.0032.92—27,000Neutral
Short covering76,050−9,90035.53+10.5039.251,50063.40-17.9035.53+45033,750Short buildup
Long buildup22,500+90036.26+10.7032.701,520135.800.0031.98—450Neutral
Short covering24,750−7,20036.14+8.3526.101,540161.000.0031.31—3,600Neutral
Long buildup20,250+90036.62+6.6521.251,56096.550.0030.44——Neutral
Short covering6,300−90036.74+5.7016.851,580190.600.0029.25——Neutral
Long buildup15,300+2,70036.71+4.5013.101,600225.000.0027.49—13,500Neutral
Short covering5,850−1,35036.96+2.8010.301,620250.000.0024.44—450Neutral
Long buildup18,450+4,05037.21+2.758.051,640135.050.00———Neutral
Long buildup14,850+7,65038.56+1.905.301,680260.000.00——2,700Neutral

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.