haylaavo

RELIANCE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 500

Spot
1,299.99
Future
1,287.40
Forward
1,287.14
PCR (OI)
0.87
Puts 9.36 Cr / Calls 10.79 Cr
PCR (volume)
0.63
Puts 7.09 L / Calls 11.23 L
Max pain
1,240
strike with least total payout to holders
Highest OI
1,300 CE · 1,100 PE
ΔOI calls −29.23 L · puts +2.01 Cr
Open interest by strike
CallsPuts│ ATM┊ Max pain
074.1 L1.48 Cr1,1401,1801,2201,2601.48 Cr1,3001,3401,3801,420
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Short buildup5,500+5,500—-48.65303.259800.50-0.0549.61−2,0004.93 LNeutral
Long buildup2.39 L+40,000—+109.65282.101,0000.60-0.2047.48−2.00 L11.72 LLong unwinding
Long buildup39,000+36,50045.21+110.60267.101,0200.65-0.7544.68−1.23 L4.20 LLong unwinding
Neutral——83.550.00293.801,0400.75-1.3542.27−2.52 L7.50 LLong unwinding
Long buildup79,500+42,500—+112.55236.151,0500.85-1.9041.39−5.11 L10.95 LLong unwinding
Neutral10,000——+75.25189.751,0600.95-2.4040.41−3.14 L5.58 LLong unwinding
Short covering1,000−500—+67.60170.001,0701.05-3.2539.36−1.01 L4.42 LLong unwinding
Long buildup1.14 L+6,500—+110.65206.551,0801.20-4.2038.50−2.96 L15.05 LLong unwinding
Long buildup12,500+1,00045.59+110.70200.201,0901.25-5.2537.05−5.59 L10.53 LLong unwinding
Long buildup7.58 L+97,500—+106.90185.251,1001.45-6.9536.27+3.85 L1.07 CrShort buildup
Long buildup1.80 L+49,50029.48+108.80177.201,1101.50-8.7034.73−6.63 L8.47 LLong unwinding
Short covering3.48 L−86,000—+100.20163.001,1201.65-10.9033.58−6.57 L10.94 LLong unwinding
Short covering2.32 L−78,000—+101.45155.651,1301.90-12.7532.70−1.89 L14.76 LLong unwinding
Short covering3.88 L−2.91 L27.23+99.75147.701,1402.15-15.8531.70−3.12 L15.36 LLong unwinding
Short covering13.89 L−12.34 L26.55+95.95137.951,1502.45-19.3030.72+1.89 L94.18 LShort buildup
Short covering17.59 L−23.77 L31.30+94.10130.251,1602.85-23.3529.86−8.99 L22.47 LLong unwinding
Short covering17.98 L−24.14 L—+85.35116.751,1703.45-27.3529.28−5.47 L19.98 LLong unwinding
Short covering34.86 L−33.38 L—+76.55103.501,1804.05-32.2028.48+2.52 L33.06 LShort buildup
Short covering18.20 L−12.81 L20.05+74.6598.151,1904.75-37.0027.65−3.23 L20.55 LLong unwinding
Short covering84.88 L−1.20 Cr17.25+67.7587.851,2005.45-43.8526.62+14.46 L1.06 CrShort buildup
Short covering25.50 L−13.71 L20.82+62.8580.151,2106.55-49.4525.96+6.38 L28.46 LShort buildup
Short covering32.25 L−24.41 L19.71+55.9570.751,2207.65-54.7025.04+19.35 L38.03 LShort buildup
Short covering36.73 L−1.11 L19.44+49.6062.101,2309.55-60.7524.79+27.11 L34.92 LShort buildup
Short covering33.36 L−2.02 L17.15+41.7052.151,24011.15-71.5023.85+34.37 L40.40 LShort buildup
Short covering1.11 Cr−14.71 L20.69+38.9047.801,25013.90-73.0023.71+68.46 L81.98 LShort buildup
Long buildup32.58 L+13.73 L19.64+32.4539.801,26016.85-77.7523.33+31.80 L36.80 LShort buildup
Long buildup33.61 L+18.70 L19.07+26.7532.801,27020.15-80.4022.84+18.59 L21.16 LShort buildup
Long buildup56.60 L+39.67 L20.02+23.1528.251,28023.05-87.0521.60+15.38 L19.80 LShort buildup
Long buildup62.55 L+55.20 L20.05+18.9523.251,29026.10-93.7020.05+9.98 L12.35 LShort buildup
Long buildup1.48 Cr+30.39 L20.49+15.8019.401,30030.85-98.2019.36+3.14 L37.32 LShort buildup
Long buildup16.93 L+7.46 L20.92+13.1516.101,31036.45-101.0518.81+1.58 L3.19 LShort buildup
Long buildup89.14 L+8.17 L20.60+10.2012.501,32041.35-102.7516.91+91,5002.33 LShort buildup
Long buildup15.71 L+8.10 L20.60+7.759.801,33050.45-99.0518.46+33,50085,000Short buildup
Long buildup21.75 L+5.76 L21.23+6.458.151,34060.85-121.1521.22+17,5001.34 LShort buildup
23.86 L+23.86 L21.68—6.651,35070.05—22.53+39,50039,500
Long buildup22.62 L+8.40 L21.74+3.955.151,36078.05-103.2522.08+22,0002.81 LShort buildup
2.32 L+2.32 L22.60—4.451,370180.45————
Long buildup11.18 L+7.21 L23.07+2.703.651,38093.65-85.6517.27+20,00086,500Short buildup
1.51 L+1.51 L23.53—3.001,390199.00————
Long buildup55.73 L+17.91 L23.95+1.702.451,400112.15-112.95—−13,00019.66 LNeutral
10,500+10,50026.17—2.751,410217.85————
Long buildup5.37 L+2.83 L25.10+1.151.751,420117.25————
——27.89—1.701,430237.00————
Long buildup6.34 L+1.01 L25.96+0.651.201,440131.50————
5,000+5,00027.65—1.301,450256.30————
22,500+22,50028.52—1.201,460146.55————
——27.38—0.851,470275.80————
Long buildup3.87 L+1.73 L28.42+0.250.701,480·········
Neutral18.20 L+12,50030.46+0.200.401,520236.05-113.9044.57−45,00025.54 LLong unwinding

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 4.87% (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.