haylaavo

RECLTD option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1575

Spot
286.90
Future
288.45
Forward
288.45
PCR (OI)
1.15
Puts 1.84 L / Calls 1.61 L
PCR (volume)
1.17
Puts 68 / Calls 58
Max pain
300
strike with least total payout to holders
Highest OI
330 CE · 270 PE
ΔOI calls +61,425 · puts +88,200
Open interest by strike
CallsPuts│ ATM┊ Max pain
030,712.561,42524026061,42527529030532051,975340
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral1,575—35.810.0050.002400.500.0031.23—1,575Neutral
Neutral——34.550.0051.152505.000.0031.12——Neutral
Neutral——34.110.0039.252551.600.0031.09—12,600Neutral
Neutral——33.780.0043.652603.500.0031.03—7,875Neutral
Neutral——33.480.0032.052657.650.0030.95——Neutral
Neutral——33.260.0036.802704.25+0.4525.32+59,85061,425Long buildup
Neutral——33.080.0025.6527511.200.0030.79——Neutral
Short buildup11,025+11,02524.56-14.9515.702807.55-0.7025.22+11,02529,925Short buildup
Neutral——32.810.0020.2028511.600.0030.56—14,175Neutral
Short buildup6,300+6,30025.75-3.1510.9529011.20+3.2022.89+1,5751,575Long buildup
Neutral——32.610.0015.5529520.900.0030.25——Neutral
Long buildup22,050+4,72528.47+1.708.2030020.000.0030.03—17,325Neutral
Neutral——32.490.0011.8030527.000.0029.77——Neutral
Neutral9,450—32.420.004.5031029.600.0029.46——Neutral
Neutral7,875—32.370.004.8031533.850.0029.09——Neutral
Long buildup6,300+3,15027.05+0.102.8532028.400.0028.59—7,875Neutral
Neutral——32.310.006.4532541.450.0027.93——Neutral
Short buildup51,975+36,22527.36-0.051.7033043.150.0027.10——Neutral
Neutral44,100—32.210.001.1034050.500.0023.80—6,300Neutral
Neutral——32.150.006.3535060.50-3.80—+15,75023,625Short buildup

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.