haylaavo

SAIL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 4700

Spot
165.29
Future
163.50
Forward
163.50
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
00.51135145152.5160167.5175185
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——59.100.0050.021351.220.0034.42——Neutral
Neutral——54.870.0045.641401.770.0034.11——Neutral
Neutral——53.060.0032.33142.502.090.0033.94——Neutral
Neutral——51.430.0041.431452.490.0033.75——Neutral
Neutral——49.990.0028.33147.503.030.0033.54——Neutral
Neutral——48.700.0037.411503.390.0033.28——Neutral
Neutral——47.610.0024.59152.504.240.0033.04——Neutral
Neutral——46.630.0033.591554.500.0032.74——Neutral
Neutral——45.770.0021.14157.505.740.0032.40——Neutral
Neutral——45.060.0030.011605.850.0032.02——Neutral
Neutral——44.380.0018.01162.507.550.0031.57——Neutral
Neutral——43.800.0026.661657.420.0031.09——Neutral
Neutral——43.330.0015.21167.509.690.0030.53——Neutral
Neutral——42.880.0023.561709.250.0029.87——Neutral
Neutral——42.480.0012.72172.5012.150.0029.11——Neutral
Neutral——42.120.0020.7217511.330.0028.18——Neutral
Neutral——41.800.0010.54177.5014.920.0026.97——Neutral
Neutral——41.540.0018.1318013.670.0025.51——Neutral
Neutral——41.060.0015.7818516.250.0019.83——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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.