haylaavo

SAGILITY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 12000

Spot
42.74
Future
42.96
Forward
42.96
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.513640444852
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——41.740.0011.01360.390.0033.83——Neutral
Neutral——39.640.009.33380.690.0033.70——Neutral
Neutral——38.410.007.79401.110.0033.46——Neutral
Neutral——37.540.006.40421.690.0033.19——Neutral
Neutral——37.060.005.17442.430.0032.80——Neutral
Neutral——36.640.004.12463.350.0032.26——Neutral
Neutral——36.380.003.23484.430.0031.40——Neutral
Neutral——36.140.002.50505.670.0030.22——Neutral
Neutral——36.120.001.91527.050.0027.82——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.