SAGILITY option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 12000
Spot
42.74
Future
42.55
Forward
42.61
PCR (OI)
0.60
Puts 3.28 Cr / Calls 5.48 Cr
PCR (volume)
0.53
Puts 2,348 / Calls 4,432
Max pain
43
strike with least total payout to holders
Highest OI
44 CE · 43 PE
ΔOI calls −20.88 L · puts +11.52 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 57.80 | 0.00 | 8.36 | 36 | 0.10 | -0.03 | 44.36 | +96,000 | 8.16 L | Short buildup | ||||||
| Neutral | — | — | 52.11 | 0.00 | 6.48 | 37 | 0.16 | -0.05 | 43.00 | +24,000 | 2.76 L | Short buildup | ||||||
| Neutral | — | — | 47.90 | 0.00 | 6.88 | 38 | 0.24 | -0.07 | 41.13 | +72,000 | 14.52 L | Short buildup | ||||||
| Neutral | — | — | 44.43 | 0.00 | 5.00 | 39 | 0.36 | -0.12 | 39.41 | +3.96 L | 21.84 L | Short buildup | ||||||
| Short covering | 5.16 L | −2.40 L | 37.27 | +0.25 | 3.12 | 40 | 0.56 | -0.16 | 38.61 | −4.68 L | 49.92 L | Long unwinding | ||||||
| Long buildup | 3.60 L | +24,000 | 39.92 | +0.38 | 2.52 | 41 | 0.85 | -0.19 | 38.15 | +24,000 | 59.52 L | Neutral | ||||||
| Neutral | 26.64 L | — | 35.84 | +0.17 | 1.77 | 42 | 1.22 | -0.28 | 37.32 | −10.44 L | 38.16 L | Long unwinding | ||||||
| Short covering | 66.96 L | −4.68 L | 36.42 | +0.13 | 1.30 | 43 | 1.72 | -0.33 | 37.22 | +18.60 L | 64.44 L | Short buildup | ||||||
| Long buildup | 89.76 L | +3.24 L | 36.12 | +0.07 | 0.90 | 44 | 2.28 | -0.43 | 36.03 | +1.56 L | 19.20 L | Short buildup | ||||||
| Long buildup | 80.16 L | +6.36 L | 36.50 | +0.05 | 0.62 | 45 | 3.00 | -0.38 | 36.50 | +36,000 | 32.52 L | Short buildup | ||||||
| Short covering | 62.28 L | −1.32 L | 37.31 | +0.05 | 0.43 | 46 | 4.17 | 0.00 | 25.89 | — | 9.48 L | Neutral | ||||||
| Short covering | 46.20 L | −2.52 L | 38.31 | +0.03 | 0.30 | 47 | 4.50 | -0.65 | 29.98 | — | 3.00 L | Neutral | ||||||
| Short covering | 45.00 L | −5.04 L | 38.84 | +0.01 | 0.20 | 48 | 3.27 | 0.00 | — | — | 24,000 | Neutral | ||||||
| Short covering | 11.04 L | −8.28 L | 40.57 | +0.02 | 0.15 | 49 | 7.05 | 0.00 | — | — | 72,000 | Neutral | ||||||
| Short covering | 86.04 L | −5.88 L | 41.93 | +0.01 | 0.11 | 50 | 5.25 | 0.00 | — | — | 1.08 L | Neutral | ||||||
| Neutral | 7.20 L | −60,000 | 43.11 | 0.00 | 0.08 | 51 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 17.88 L | — | 44.45 | 0.00 | 0.06 | 52 | 10.24 | 0.00 | — | — | 2.04 L | Neutral | ||||||
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 6.41% (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.