haylaavo

RVNL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1925

Spot
186.13
Future
187.80
Forward
187.80
PCR (OI)
0.10
Puts 69,300 / Calls 7.22 L
PCR (volume)
0.04
Puts 8 / Calls 209
Max pain
185
strike with least total payout to holders
Highest OI
200 CE · 180 PE
ΔOI calls +98,175 · puts +13,475
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.5 L2.9 L15016517532,7251851952.9 L205215
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Short buildup1,925+1,92568.83-9.2142.801501.910.0038.13——Neutral
Neutral——37.020.0047.771552.600.0038.06——Neutral
Neutral——37.420.0043.701601.50-1.0035.32—7,700Neutral
Neutral——37.520.0025.45162.505.180.0038.08——Neutral
Neutral——37.600.0039.811652.550.0038.07—5,775Neutral
Neutral——37.700.0022.10167.506.780.0038.05——Neutral
Neutral——37.750.0036.121705.730.0038.03—1,925Neutral
Neutral——37.830.0019.05172.508.680.0038.06——Neutral
Neutral——37.870.0032.631756.000.0038.02—1,925Neutral
Neutral——37.890.0016.30177.5010.880.0038.04——Neutral
Neutral5,775—37.940.0011.801804.010.0025.10+3,85032,725Neutral
Neutral——37.950.0013.84182.5013.360.0038.00——Neutral
Long buildup19,250+5,77536.00+2.4711.9718511.15+3.9342.78+7,7007,700Long buildup
Neutral——37.980.0011.67187.5016.140.0037.97——Neutral
Long buildup25,025+7,70034.23+1.449.0819010.20-2.6030.60+1,9251,925Short buildup
Neutral——38.040.009.77192.5019.180.0037.94——Neutral
Neutral5,775—38.030.006.6219514.500.0037.91—1,925Neutral
Neutral——38.050.008.12197.5022.480.0037.87——Neutral
Neutral2.93 L+1,92534.56+1.725.5320013.000.0037.83—1,925Neutral
Neutral——38.080.006.70202.5026.010.0037.82——Neutral
Long buildup1.79 L+69,30034.38+1.314.1520520.430.0037.78——Neutral
——38.09—5.51207.5029.76—37.71——
Short buildup5,775+5,77536.38-10.823.5521023.400.0037.67——Neutral
——38.09—4.49212.5033.69—37.60——
Neutral——38.060.0012.6021535.000.0037.50—5,775Neutral
Long buildup1.87 L+5,77536.44+0.612.00220·········

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