haylaavo

RECLTD option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1575

Spot
286.90
Future
288.00
Forward
288.10
PCR (OI)
0.97
Puts 1.18 Cr / Calls 1.22 Cr
PCR (volume)
0.37
Puts 2,449 / Calls 6,660
Max pain
300
strike with least total payout to holders
Highest OI
300 CE · 350 PE
ΔOI calls +17,325 · puts −1.06 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
012.7 L25.4 L24026027529025.4 L30532033512.4 L360
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral48,825——0.0050.002400.25-0.1039.36+3,1501.09 LShort buildup
Neutral14,175——0.0042.002500.40-0.1534.64−17,3256.22 LLong unwinding
Neutral——26.030.0043.102550.850.0031.94—34,650Neutral
Short buildup31,500+1,57529.96-6.9028.752600.85-0.3031.69+11,0258.87 LShort buildup
Neutral3,150—29.760.0021.802651.20-0.4529.96−23,6257.15 LLong unwinding
Short covering2.21 L−3,15031.72+2.8020.402701.90-0.6529.39−9,4505.76 LLong unwinding
Short covering1.40 L−3,15036.20+3.2017.652752.85-0.8528.56−9,4502.91 LLong unwinding
Long buildup3.76 L+12,60027.91+1.4512.302804.15-1.1527.67+3,1509.86 LNeutral
Short covering7.97 L−25,20027.57+1.109.202856.05-1.4527.37−1.35 L4.28 LLong unwinding
Short covering12.91 L−70,87527.19+0.806.602908.50-1.6027.19+53,5509.12 LShort buildup
Short covering6.60 L−1.62 L27.29+0.654.6529511.60-2.1027.50−4,7254.54 LLong unwinding
Long buildup25.39 L+3.21 L27.52+0.453.2030015.20-1.9527.99−22,05010.39 LLong unwinding
Short covering5.47 L−33,07528.04+0.302.2030518.75-0.0526.30—1.26 LNeutral
Short covering13.26 L−63,00028.93+0.251.5531022.65-2.3523.52+9,4505.97 LShort buildup
Long buildup3.65 L+44,10029.49+0.151.0531521.250.0032.71—1.10 LNeutral
Neutral15.78 L+1,57529.99+0.050.7032032.00-2.0021.69−4,7253.43 LLong unwinding
Neutral1.23 L—30.97+0.050.5032541.500.0033.31—40,950Neutral
Neutral4.72 L+1,57532.56+0.050.4033044.500.0033.82—1.64 LNeutral
Long unwinding7,875−4,72531.47-0.200.2033546.300.0034.41—29,925Neutral
Neutral1.87 L—34.030.000.2034046.000.0035.14—2.35 LNeutral
Neutral9.07 L—35.36+0.050.1035061.00-4.00—+11,02512.38 LNeutral
Neutral5.40 L—36.580.000.0536071.50+7.25——6.79 LNeutral
·········38090.50+6.20—+29,92511.53 LLong buildup

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 1.58% (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.