RADICO option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 150
Spot
4,099.78
Future
4,119.30
Forward
4,122.09
PCR (OI)
0.54
Puts 3.50 L / Calls 6.50 L
PCR (volume)
0.37
Puts 1,160 / Calls 3,149
Max pain
4,200
strike with least total payout to holders
Highest OI
4,300 CE · 4,000 PE
ΔOI calls +26,700 · puts +2,700
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 1,295.25 | 3,400 | 6.00 | +1.00 | 45.04 | +450 | 1,650 | Long buildup | ||||||
| Neutral | — | — | — | 0.00 | 1,203.35 | 3,500 | 8.70 | +0.35 | 42.35 | −2,550 | 15,300 | Short covering | ||||||
| Neutral | — | — | — | 0.00 | 1,113.45 | 3,600 | 11.95 | -0.10 | 39.10 | +150 | 11,550 | Short buildup | ||||||
| — | — | — | — | 776.00 | 3,650 | 29.60 | — | 32.81 | — | — | ||||||||
| Neutral | 150 | — | 25.46 | 0.00 | 578.10 | 3,700 | 17.80 | -1.00 | 36.50 | −900 | 19,200 | Long unwinding | ||||||
| Neutral | — | — | 27.67 | 0.00 | 541.30 | 3,750 | 58.95 | 0.00 | 32.89 | — | 600 | Neutral | ||||||
| Neutral | 900 | — | 28.86 | 0.00 | 400.00 | 3,800 | 28.75 | -1.75 | 34.80 | — | 23,700 | Neutral | ||||||
| Neutral | — | — | 29.62 | 0.00 | 609.40 | 3,850 | 61.20 | 0.00 | 32.99 | — | — | Neutral | ||||||
| Neutral | 750 | — | 30.15 | 0.00 | 322.00 | 3,900 | 45.05 | -3.05 | 32.96 | −600 | 21,150 | Long unwinding | ||||||
| Neutral | — | — | 30.53 | 0.00 | 533.25 | 3,950 | 57.50 | 0.00 | 32.50 | — | 3,150 | Neutral | ||||||
| Short buildup | 3,750 | +1,650 | 32.58 | -10.10 | 196.05 | 4,000 | 72.40 | -3.95 | 32.00 | +4,050 | 51,450 | Short buildup | ||||||
| Short buildup | 6,900 | +300 | 30.75 | -81.70 | 159.00 | 4,050 | 92.05 | -2.90 | 32.03 | −450 | 4,200 | Long unwinding | ||||||
| Short buildup | 20,400 | +14,100 | 31.33 | -3.35 | 134.00 | 4,100 | 112.00 | -4.65 | 31.33 | +3,300 | 37,200 | Short buildup | ||||||
| Short buildup | 28,800 | +6,000 | 31.41 | -3.40 | 110.35 | 4,150 | 140.95 | -1.40 | 32.12 | — | 11,550 | Neutral | ||||||
| Short buildup | 54,750 | +8,700 | 31.42 | -1.65 | 89.60 | 4,200 | 166.40 | -3.25 | 31.22 | — | 37,350 | Neutral | ||||||
| Long unwinding | 32,400 | −600 | 30.66 | -4.05 | 69.00 | 4,250 | 198.25 | -8.10 | 31.18 | — | 17,250 | Neutral | ||||||
| Short buildup | 1.59 L | +6,000 | 31.58 | -2.85 | 57.30 | 4,300 | 241.90 | +1.15 | 33.73 | −300 | 44,100 | Neutral | ||||||
| Short buildup | 20,250 | +300 | 31.57 | -2.35 | 44.80 | 4,350 | 250.00 | 0.00 | 34.47 | — | 5,400 | Neutral | ||||||
| Short buildup | 71,700 | +3,450 | 31.95 | -1.95 | 35.65 | 4,400 | 357.00 | +47.00 | 46.08 | −450 | 11,250 | Short covering | ||||||
| Short buildup | 7,200 | +600 | 33.71 | -4.75 | 31.75 | 4,450 | 309.70 | 0.00 | 35.27 | — | 300 | Neutral | ||||||
| Neutral | 55,650 | +300 | 32.77 | -1.75 | 22.40 | 4,500 | 370.75 | 0.00 | 35.80 | — | 2,400 | Neutral | ||||||
| Long unwinding | 8,850 | −4,200 | 31.89 | -4.15 | 15.30 | 4,550 | 451.30 | +68.05 | 36.83 | — | 28,800 | Neutral | ||||||
| Neutral | 78,300 | — | 33.78 | -1.45 | 14.25 | 4,600 | 210.00 | 0.00 | 37.20 | — | 150 | Neutral | ||||||
| Neutral | 300 | — | 31.93 | 0.00 | 35.00 | 4,650 | 406.70 | 0.00 | 38.11 | — | — | Neutral | ||||||
| Long unwinding | 28,200 | −5,850 | 35.22 | -1.00 | 9.60 | 4,700 | 450.85 | 0.00 | 39.16 | — | 900 | Neutral | ||||||
| Short buildup | 1,500 | +150 | 35.58 | -14.45 | 7.55 | 4,750 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 13,350 | −300 | 34.91 | -1.10 | 5.05 | 4,800 | 480.00 | 0.00 | 41.71 | — | 150 | Neutral | ||||||
| Neutral | 3,900 | — | 32.00 | 0.00 | 26.15 | 4,850 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 4,950 | −900 | 37.20 | -2.00 | 4.00 | 4,900 | 470.75 | 0.00 | 44.74 | — | — | Neutral | ||||||
| Neutral | 2,850 | — | 32.03 | 0.00 | 6.00 | 4,950 | 693.80 | 0.00 | 46.40 | — | 450 | Neutral | ||||||
| Long unwinding | 25,650 | −300 | 38.97 | -1.35 | 3.00 | 5,000 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 2,100 | — | 32.06 | 0.00 | 4.75 | 5,050 | 789.85 | 0.00 | 49.88 | — | 450 | Neutral | ||||||
| Neutral | 4,200 | — | 32.09 | 0.00 | 3.55 | 5,100 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 12,450 | −2,700 | 43.15 | -0.25 | 1.20 | 5,300 | 992.00 | 0.00 | 58.86 | — | 750 | 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 7.36% (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.