haylaavo

RELIANCE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 500

Spot
1,299.99
Future
1,293.60
Forward
1,291.01
PCR (OI)
0.88
Puts 38.16 L / Calls 43.35 L
PCR (volume)
0.61
Puts 16,815 / Calls 27,556
Max pain
1,240
strike with least total payout to holders
Highest OI
1,300 CE · 1,200 PE
ΔOI calls −5.92 L · puts +11.73 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
05.0 L10.1 L1,1401,1809.0 L1,2201,26010.1 L1,3001,3401,3801,420
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········9601.00-1.8035.67+5,5008,000Short buildup
Neutral——64.500.00219.659803.300.0023.75——Neutral
Short covering500−500—+75.00245.001,0001.25-2.2032.44−13,0001.67 LLong unwinding
Neutral——57.840.00183.651,0205.150.0023.66—6,500Neutral
Long buildup3,000+1,00033.97+117.60252.601,0401.85-4.9030.06+82,5001.44 LShort buildup
Neutral——53.070.00162.801,0502.00-5.6029.35+2,50045,500Short buildup
Neutral500—51.530.00125.001,0602.10-6.9028.48−11,00051,000Long unwinding
Neutral——50.030.00145.401,07011.500.0023.43—500Neutral
Neutral——48.580.00134.251,0802.75-9.2527.66−17,50064,000Long unwinding
Neutral——47.160.00128.701,0903.00-11.9526.98+6,00017,500Short buildup
Short covering49,500−40,50027.41+102.50193.501,1003.45-12.8026.60−58,5003.51 LLong unwinding
Neutral——44.470.00112.951,1104.05-13.6026.35−2,50032,000Long unwinding
Short covering30,000−50032.95+100.45180.551,1204.30-16.9025.49−5,00078,500Long unwinding
Long buildup4,000+2,50026.20+95.60165.601,1305.00-23.6525.19+12,00039,500Short buildup
Long buildup11,000+9,000—+77.00138.351,1405.65-21.4524.71−15,00070,500Long unwinding
Long buildup37,500+1,50024.84+86.75146.901,1506.25-25.9524.08+7,5001.04 LShort buildup
Short covering39,000−2.32 L25.86+84.25139.451,1607.15-29.8023.68−14,5001.22 LLong unwinding
Short covering18,000−8,00024.18+78.50129.251,1708.30-32.9023.40+32,50052,000Short buildup
Short covering2.00 L−66,00016.65+68.70113.351,1809.30-36.4522.86−12,5002.67 LLong unwinding
Long buildup40,500+23,50022.93+63.45111.451,19011.75-38.2523.35+71,50074,000Short buildup
Short covering4.12 L−4.30 L22.10+65.60102.451,20012.20-44.3522.15+81,0009.04 LShort buildup
Neutral500—34.590.0044.001,21014.65-36.7022.27+18,50018,500Short buildup
Short covering47,500−56,00022.99+58.6588.851,22015.90-55.4021.43+1.24 L1.76 LShort buildup
Short covering23,500−33,50021.91+53.5580.051,23018.85-43.5021.52+19,50019,500Short buildup
Long buildup1.81 L+2,50021.52+49.0072.601,24022.25-63.2021.67+1.50 L2.42 LShort buildup
Short covering3.10 L−1.83 L21.46+45.4566.051,25024.55-68.8021.03+3.67 L3.68 LShort buildup
Short covering3.21 L−51,50020.86+40.3558.801,26028.95-67.0521.34+89,00091,000Short buildup
Long buildup57,500+55,50020.18+30.8551.701,27030.85-83.6520.18+15,50016,500Short buildup
Long buildup1.39 L+55,00021.47+34.4548.851,28036.95-72.1520.98+55,00059,500Short buildup
Long buildup46,500+33,50020.61+29.3542.101,29043.90-58.0522.00+7,5007,500Short buildup
Short covering10.05 L−1.26 L21.80+28.4039.851,30043.85-96.1519.36+1.10 L1.26 LShort buildup
Long buildup11,500+11,50020.27+14.9532.501,310117.150.0019.83——Neutral
Long buildup81,500+39,00020.79+20.8529.601,320133.300.0019.44—1,500Neutral
2,500+2,50019.75—24.051,330133.15—18.98——
Long buildup1.98 L+1.03 L21.31+16.7523.751,34072.20-83.0521.22+20,50020,500Short buildup
1.08 L+1.08 L21.65—21.401,350149.85—17.82——
Long buildup1.13 L+86,50021.47+12.9518.401,36087.10-92.9021.61+9,0009,500Short buildup
——28.74—8.201,370167.15—16.12——
Long buildup28,500+28,50021.28+2.4513.551,380188.850.0014.85——Neutral
5,000+5,00022.13—12.901,390185.00—12.90——
Long buildup8.12 L+67,00022.39+7.8511.501,400115.40-115.0519.07+37,00060,500Short buildup
——28.15—4.701,410203.25————
——28.03—7.101,420224.30————
——27.92—3.501,430221.80————
——27.81—5.601,440242.55————
——27.72—2.601,450240.70————
——27.62—4.451,460261.05————
——27.53—1.901,470259.80————

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.