haylaavo

RELIANCE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 500

Spot
1,299.99
Future
1,302.10
Forward
1,300.62
PCR (OI)
0.53
Puts 2.29 L / Calls 4.32 L
PCR (volume)
0.55
Puts 727 / Calls 1,332
Max pain
1,200
strike with least total payout to holders
Highest OI
1,400 CE · 1,100 PE
ΔOI calls +1.50 L · puts +1.17 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.5 L3.0 L9601,06094,0001,1201,1801,2401,3001,3603.0 L1,420
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——53.100.00252.809601.750.0024.22——Neutral
Neutral——48.040.00215.501,0002.10-3.5029.84−5008,500Long unwinding
Neutral——43.400.00179.951,0404.00-3.7029.57——Long unwinding
Neutral——41.300.00163.051,06010.450.0023.87——Neutral
Neutral——39.350.00146.801,0804.20-12.8025.76−5002,000Long unwinding
Neutral——37.590.00131.401,1005.85-16.1525.71+30,50094,000Short buildup
Neutral——36.010.00116.851,12022.90-2.0036.58−5005,000Long unwinding
Neutral——34.620.00103.151,14015.00-25.0028.74−1,5002,000Long unwinding
Neutral——33.400.0090.501,16013.05-31.9524.88+18,00027,500Short buildup
Neutral——32.360.0078.851,18017.50-35.4025.13—8,500Neutral
Short covering75,500−12,50022.81+68.95117.651,20018.15-51.8522.81+66,00076,500Short buildup
Neutral——30.720.0058.601,22063.600.0022.94——Neutral
Neutral——30.070.0050.051,24039.90-34.8027.29+500500Short buildup
Long buildup50,500+46,00020.98+44.4073.401,26086.750.0022.53——Neutral
Neutral——29.070.0035.701,28099.750.0022.27——Neutral
Long buildup6,000+6,00020.73+21.4551.301,30052.50-61.0521.47+3,5003,500Short buildup
Neutral——28.340.0024.851,320128.250.0021.62——Neutral
——28.06—20.501,340143.60—21.21——
Long buildup2,500+2,50021.62+13.2030.001,360159.600.0020.69——Neutral
——27.59—13.701,380176.20—20.06——
Long buildup2.98 L+1.07 L21.96+12.0020.101,400110.00-83.2517.50+1,0001,000Short buildup
——27.24—8.901,420210.80—18.14——
——27.10—7.151,440228.70—16.50——
——26.97—5.701,460246.95—13.13——

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 3 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.