haylaavo

RVNL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1925

Spot
186.13
Future
187.22
Forward
187.29
PCR (OI)
0.82
Puts 92.59 L / Calls 1.13 Cr
PCR (volume)
0.43
Puts 5,660 / Calls 13,156
Max pain
195
strike with least total payout to holders
Highest OI
200 CE · 185 PE
ΔOI calls −15.52 L · puts +9.11 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
09.4 L18.7 L15016517511.0 L18519518.7 L205215230
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.0071.441500.29-0.1951.30+1,9251.04 LShort buildup
Neutral3,850——-7.1630.461550.43-0.3048.48+13,47528,875Short buildup
Neutral———0.0062.371600.64-0.5145.71−2.29 L6.60 LLong unwinding
Neutral———0.0038.82162.500.79-0.6944.47+21,17592,400Short buildup
Neutral1,925—25.030.0031.851651.02-0.8143.80−46,2003.18 LLong unwinding
Neutral——30.410.0034.68167.501.26-1.0342.65−38,50086,625Long unwinding
Short covering21,175−5,77539.61+5.0718.621701.59-1.2941.85+48,1253.93 LShort buildup
Neutral——33.750.0030.76172.502.00-1.5541.12−1,9251.00 LLong unwinding
Short covering61,600−3,85042.52+3.3715.061752.50-1.8740.42+4.64 L6.64 LShort buildup
Neutral25,025—35.210.008.72177.503.16-2.1340.13+94,3252.06 LShort buildup
Short covering5.37 L−1.25 L39.65+3.7611.191803.90-2.6039.59+1.25 L10.90 LShort buildup
Short covering1.14 L−34,65039.35+3.379.60182.504.83-2.9939.44+42,3501.60 LShort buildup
Short covering6.37 L−3.81 L39.30+2.988.191855.90-3.3239.30+1.52 L10.97 LShort buildup
Long buildup2.52 L+13,47539.41+2.646.95187.507.12-3.7339.21+69,3002.39 LShort buildup
Short covering11.51 L−3.68 L39.30+2.275.811908.52-4.0639.35+1.64 L7.49 LShort buildup
Long buildup2.18 L+59,67539.43+1.904.85192.5010.04+2.0839.40+36,57540,425Long buildup
Short covering7.14 L−2.66 L39.77+1.624.0519511.71+0.1039.57+15,4001.79 LLong buildup
Short buildup38,500+38,50039.94-11.793.34197.5012.980.0040.47——Neutral
Long buildup18.71 L+2.21 L40.21+1.092.7520015.15-4.5538.26+1,9253.08 LNeutral
Long buildup1.71 L+69,30040.69+0.912.28202.5015.650.0041.22——Neutral
Short covering13.07 L−10.05 L41.20+0.731.8920524.430.0041.65—1.50 LNeutral
Long buildup77,000+19,25041.66+0.621.56207.5024.580.0042.20—1,925Neutral
Long buildup9.64 L+78,92542.17+0.501.2921019.00-10.00—−11,5502.56 LLong unwinding
Short covering92,400−28,87542.72+0.401.07212.5021.780.0043.71——Neutral
Short covering2.87 L−78,92543.16+0.320.8821532.000.0044.57—57,750Neutral
Long buildup84,700+44,27543.85+0.210.74217.50·········
Long buildup7.70 L+36,57544.31+0.180.6122034.500.0046.66—2.98 LNeutral
Long buildup75,075+42,35045.33+0.110.4222541.000.0049.33—57,750Neutral
Long buildup8.35 L+1.19 L45.45+0.070.2623042.50-1.85—−11,5509.64 LLong unwinding
Long buildup84,700+3,85050.84+0.050.20240·········
Neutral61,600—53.06+0.030.11250·········
Neutral8.64 L−1,92550.940.000.0326071.50-7.94——9.59 LNeutral

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 3.14% (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.