SHREECEM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 25
Spot
23,586.84
Future
23,585.00
Forward
23,585.00
PCR (OI)
0.24
Puts 325 / Calls 1,375
PCR (volume)
—
Puts 3 / Calls —
Max pain
23,000
strike with least total payout to holders
Highest OI
23,000 CE · 26,000 PE
ΔOI calls +— · puts +75
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 42.14 | 0.00 | 2,945.10 | 19,500 | 259.40 | 0.00 | 22.28 | — | — | Neutral | ||||||
| Neutral | — | — | 38.65 | 0.00 | 2,558.65 | 20,000 | 365.60 | 0.00 | 22.18 | — | — | Neutral | ||||||
| Neutral | — | — | 35.56 | 0.00 | 2,199.55 | 20,500 | 499.20 | 0.00 | 22.07 | — | — | Neutral | ||||||
| Neutral | — | — | 34.19 | 0.00 | 2,946.40 | 20,750 | 171.65 | 0.00 | 22.01 | — | — | Neutral | ||||||
| Neutral | — | — | 32.95 | 0.00 | 1,871.35 | 21,000 | 663.70 | 0.00 | 21.94 | — | — | Neutral | ||||||
| Neutral | — | — | 31.84 | 0.00 | 2,537.70 | 21,250 | 257.50 | 0.00 | 21.86 | — | — | Neutral | ||||||
| Neutral | — | — | 30.85 | 0.00 | 1,575.15 | 21,500 | 860.15 | 0.00 | 21.77 | — | — | Neutral | ||||||
| Neutral | — | — | 29.97 | 0.00 | 2,158.05 | 21,750 | 372.45 | 0.00 | 21.68 | — | — | Neutral | ||||||
| Neutral | — | — | 29.21 | 0.00 | 1,311.50 | 22,000 | 401.00 | 0.00 | 21.57 | — | 75 | Neutral | ||||||
| Neutral | — | — | 28.55 | 0.00 | 1,808.55 | 22,250 | 517.55 | 0.00 | 21.45 | — | — | Neutral | ||||||
| Neutral | — | — | 27.98 | 0.00 | 650.00 | 22,500 | 454.00 | -896.50 | 24.74 | +50 | 50 | Short buildup | ||||||
| Neutral | — | — | 27.49 | 0.00 | 1,495.25 | 22,750 | 698.85 | 0.00 | 21.17 | — | — | Neutral | ||||||
| Neutral | 575 | — | 27.07 | 0.00 | 950.00 | 23,000 | 749.00 | 0.00 | 21.00 | — | 25 | Neutral | ||||||
| Neutral | — | — | 26.70 | 0.00 | 1,218.50 | 23,250 | 916.65 | 0.00 | 20.81 | — | — | Neutral | ||||||
| Neutral | — | — | 26.38 | 0.00 | 709.45 | 23,500 | 1,965.15 | 0.00 | 20.59 | — | — | Neutral | ||||||
| Neutral | — | — | 26.10 | 0.00 | 978.35 | 23,750 | 1,171.10 | 0.00 | 20.33 | — | — | Neutral | ||||||
| Neutral | 575 | — | 25.86 | 0.00 | 500.00 | 24,000 | 1,150.00 | -1,164.35 | 25.02 | +25 | 25 | Short buildup | ||||||
| Neutral | — | — | 25.65 | 0.00 | 774.10 | 24,250 | 1,461.40 | 0.00 | 19.67 | — | — | Neutral | ||||||
| Neutral | 175 | — | 25.47 | 0.00 | 365.00 | 24,500 | 2,689.30 | 0.00 | 19.24 | — | — | Neutral | ||||||
| Neutral | — | — | 25.31 | 0.00 | 603.50 | 24,750 | 1,785.40 | 0.00 | 18.71 | — | — | Neutral | ||||||
| Neutral | 25 | — | 25.16 | 0.00 | 170.00 | 25,000 | 3,083.65 | 0.00 | 18.04 | — | — | Neutral | ||||||
| Neutral | — | — | 25.04 | 0.00 | 463.65 | 25,250 | 2,140.15 | 0.00 | 17.16 | — | — | Neutral | ||||||
| Neutral | — | — | 24.92 | 0.00 | 271.05 | 25,500 | 3,497.45 | 0.00 | 15.91 | — | — | Neutral | ||||||
| Neutral | 25 | — | 24.73 | 0.00 | 130.00 | 26,000 | 3,100.00 | 0.00 | — | — | 150 | Neutral | ||||||
| Neutral | — | — | 24.57 | 0.00 | 158.05 | 26,500 | 4,369.80 | 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 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.