SHREECEM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 25
Spot
23,586.84
Future
23,665.00
Forward
23,620.54
PCR (OI)
0.91
Puts 32,350 / Calls 35,600
PCR (volume)
0.35
Puts 1,000 / Calls 2,863
Max pain
23,000
strike with least total payout to holders
Highest OI
22,500 CE · 23,000 PE
ΔOI calls −5,025 · puts +4,550
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 19,000 | 21.25 | 0.00 | 22.93 | — | 25 | Neutral | |||
| Neutral | — | — | 47.07 | 0.00 | 5,274.65 | 19,500 | 44.95 | 0.00 | 22.87 | — | — | Neutral | ||||||
| Neutral | — | — | 41.97 | 0.00 | 4,808.60 | 20,000 | 71.50 | 0.00 | 22.95 | — | — | Neutral | ||||||
| Neutral | — | — | 37.10 | 0.00 | 4,354.05 | 20,500 | 124.15 | 0.00 | 22.91 | — | 25 | Neutral | ||||||
| Neutral | — | — | 34.82 | 0.00 | 1,725.85 | 20,750 | 17.85 | -42.15 | 28.78 | −50 | 1,375 | Long unwinding | ||||||
| Neutral | — | — | 32.72 | 0.00 | 3,913.90 | 21,000 | 45.00 | -0.35 | 31.79 | — | 2,175 | Neutral | ||||||
| Neutral | 350 | — | 30.85 | 0.00 | 1,465.25 | 21,250 | 31.80 | -48.35 | 27.13 | −175 | 475 | Long unwinding | ||||||
| Neutral | — | — | 29.25 | 0.00 | 3,491.30 | 21,500 | 101.20 | 0.00 | 22.81 | — | 475 | Neutral | ||||||
| Neutral | — | — | 27.94 | 0.00 | 1,109.95 | 21,750 | 147.15 | 0.00 | 22.78 | — | 125 | Neutral | ||||||
| Neutral | 950 | — | 26.91 | 0.00 | 1,380.00 | 22,000 | 86.35 | -109.00 | 25.69 | +1,000 | 7,975 | Short buildup | ||||||
| Neutral | 150 | — | 26.11 | 0.00 | 1,100.00 | 22,250 | 250.00 | 0.00 | 22.69 | — | 350 | Neutral | ||||||
| Neutral | 5,900 | +50 | 26.28 | +440.00 | 1,300.00 | 22,500 | 159.40 | -160.90 | 24.80 | −425 | 3,175 | Long unwinding | ||||||
| Short covering | 1,300 | −75 | 23.52 | +363.60 | 1,064.95 | 22,750 | 499.25 | -89.40 | 39.12 | +25 | 1,075 | Short buildup | ||||||
| Short covering | 4,575 | −1,100 | 24.83 | +339.30 | 915.50 | 23,000 | 297.00 | -253.55 | 24.83 | +1,100 | 8,675 | Short buildup | ||||||
| Short covering | 1,950 | −350 | 25.16 | +254.95 | 766.20 | 23,250 | 352.30 | -359.30 | 23.09 | −25 | 900 | Long unwinding | ||||||
| Short covering | 3,400 | −375 | 26.08 | +274.90 | 647.90 | 23,500 | 479.30 | -420.70 | 23.91 | +3,125 | 4,075 | Short buildup | ||||||
| Long buildup | 1,125 | +150 | 21.83 | +30.65 | 431.20 | 23,750 | 683.90 | -181.75 | 27.33 | — | 600 | Neutral | ||||||
| Short covering | 3,875 | −1,675 | 24.61 | +182.65 | 389.95 | 24,000 | 780.00 | -420.00 | 25.15 | −25 | 475 | Long unwinding | ||||||
| Short covering | 1,500 | −25 | 24.51 | +99.70 | 300.70 | 24,250 | 1,249.80 | 0.00 | 21.72 | — | 50 | Neutral | ||||||
| Short covering | 1,450 | −250 | 24.58 | +108.70 | 230.80 | 24,500 | 1,431.55 | 0.00 | 21.39 | — | 25 | Neutral | ||||||
| Neutral | 550 | — | 23.75 | 0.00 | 204.75 | 24,750 | 2,815.35 | 0.00 | 20.94 | — | — | Neutral | ||||||
| Short covering | 3,675 | −1,925 | 25.14 | +60.90 | 135.90 | 25,000 | 2,000.00 | 0.00 | 20.28 | — | 150 | Neutral | ||||||
| Short buildup | 150 | +25 | 28.51 | -2.00 | 145.25 | 25,250 | 3,254.20 | 0.00 | 19.22 | — | — | Neutral | ||||||
| Neutral | 525 | — | 25.41 | +13.20 | 74.40 | 25,500 | 1,708.60 | 0.00 | 17.10 | — | — | Neutral | ||||||
| Neutral | 300 | — | 23.58 | 0.00 | 29.25 | 25,750 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 1,400 | −125 | 26.35 | +3.95 | 43.85 | 26,000 | 3,075.00 | 0.00 | — | — | 150 | Neutral | ||||||
| Long buildup | 2,300 | +650 | 26.49 | +3.45 | 22.05 | 26,500 | 2,358.50 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | 175 | — | 23.43 | 0.00 | 6.00 | 28,000 | · | · | · | · | · | · | · | · | · | |||
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 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.