SAGILITY option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 12000
Spot
42.74
Future
42.82
Forward
42.82
PCR (OI)
2.50
Puts 6.00 L / Calls 2.40 L
PCR (volume)
—
Puts 5 / Calls —
Max pain
46
strike with least total payout to holders
Highest OI
46 CE · 42 PE
ΔOI calls +— · puts +60,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 43.56 | 0.00 | 7.91 | 36 | 0.35 | -0.04 | 37.74 | +36,000 | 84,000 | Short buildup | ||||||
| Neutral | — | — | 41.96 | 0.00 | 9.75 | 37 | 0.29 | 0.00 | 33.94 | — | — | Neutral | ||||||
| Neutral | — | — | 40.62 | 0.00 | 6.45 | 38 | 1.36 | 0.00 | 33.78 | — | — | Neutral | ||||||
| Neutral | — | — | 39.54 | 0.00 | 8.04 | 39 | 0.94 | 0.00 | 33.57 | — | 48,000 | Neutral | ||||||
| Neutral | — | — | 38.73 | 0.00 | 5.17 | 40 | 1.31 | 0.00 | 33.54 | — | 48,000 | Neutral | ||||||
| Neutral | 12,000 | — | 38.20 | 0.00 | 3.50 | 41 | 1.55 | 0.00 | 33.25 | — | 36,000 | Neutral | ||||||
| Neutral | 36,000 | — | 37.70 | 0.00 | 2.70 | 42 | 1.90 | -0.19 | 34.52 | +12,000 | 1.44 L | Short buildup | ||||||
| Neutral | — | — | 37.33 | 0.00 | 5.10 | 43 | 2.42 | 0.00 | 32.87 | — | 36,000 | Neutral | ||||||
| Neutral | — | — | 37.10 | 0.00 | 3.15 | 44 | 3.13 | 0.00 | 32.44 | — | 60,000 | Neutral | ||||||
| Neutral | 12,000 | — | 36.86 | 0.00 | 1.31 | 45 | 3.50 | -0.33 | 32.99 | +12,000 | 72,000 | Short buildup | ||||||
| Neutral | 1.08 L | — | 36.69 | 0.00 | 1.98 | 46 | 4.65 | 0.00 | 31.72 | — | 36,000 | Neutral | ||||||
| Neutral | — | — | 36.48 | 0.00 | 2.95 | 47 | 5.33 | 0.00 | 31.03 | — | 36,000 | Neutral | ||||||
| Neutral | 12,000 | — | 36.34 | 0.00 | 1.41 | 48 | 6.56 | 0.00 | 30.15 | — | — | Neutral | ||||||
| Neutral | — | — | 36.17 | 0.00 | 2.16 | 49 | 4.57 | 0.00 | 28.89 | — | — | Neutral | ||||||
| Neutral | — | — | 36.11 | 0.00 | 1.10 | 50 | 8.06 | 0.00 | 27.09 | — | — | Neutral | ||||||
| Neutral | 60,000 | — | 35.92 | 0.00 | 0.82 | 52 | 9.67 | 0.00 | — | — | — | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.