haylaavo

SAIL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 4700

Spot
165.29
Future
173.88
Forward
173.88
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
00.51130145155165175190
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.0044.581301.370.0040.95——Neutral
Neutral———0.0036.191402.830.0041.84——Neutral
Neutral———0.0032.301453.870.0042.29——Neutral
Neutral———0.0028.661505.150.0042.89——Neutral
Neutral———0.0025.261556.670.0043.52——Neutral
Neutral——20.640.0022.141608.470.0044.22——Neutral
Neutral——24.180.0019.2816510.540.0045.06——Neutral
Neutral——26.340.0016.7017012.880.0046.00——Neutral
Neutral——27.860.0014.3817515.480.0047.06——Neutral
Neutral——28.970.0012.3218018.340.0048.29——Neutral
Neutral——30.540.008.8919024.760.0051.11——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.