haylaavo

RADICO option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 150

Spot
4,099.78
Future
4,184.90
Forward
4,184.90
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
00.513,4003,7003,9004,1004,3004,5004,800
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
————975.153,40032.65—33.23——
Neutral——26.760.00807.053,60061.500.0033.41——Neutral
Neutral——28.070.00728.503,70081.350.0033.52——Neutral
Neutral——28.920.00654.203,800105.500.0033.64——Neutral
Neutral——29.510.00584.153,900133.950.0033.78——Neutral
Neutral——29.940.00518.704,000166.950.0033.94——Neutral
Neutral——30.270.00458.304,100205.000.0034.14——Neutral
Neutral——30.520.00402.754,200247.900.0034.36——Neutral
Neutral——30.730.00352.104,300295.700.0034.62——Neutral
Neutral——30.890.00306.254,400348.350.0034.93——Neutral
Neutral——31.030.00265.054,500405.600.0035.29——Neutral
Neutral——31.150.00228.254,600467.250.0035.72——Neutral
Neutral——31.330.00166.904,800602.800.0036.81——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 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.