SHREECEM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 25
Spot
23,586.84
Future
23,480.00
Forward
23,480.00
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
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 40.32 | 0.00 | 3,765.80 | 20,000 | 157.00 | 0.00 | 21.37 | — | — | Neutral | ||||||
| Neutral | — | — | 35.21 | 0.00 | 2,944.20 | 21,000 | 320.00 | 0.00 | 20.97 | — | — | Neutral | ||||||
| Neutral | — | — | 33.22 | 0.00 | 2,569.50 | 21,500 | 437.60 | 0.00 | 20.71 | — | — | Neutral | ||||||
| Neutral | — | — | 31.58 | 0.00 | 2,220.05 | 22,000 | 580.40 | 0.00 | 20.40 | — | — | Neutral | ||||||
| Neutral | — | — | 30.25 | 0.00 | 1,901.00 | 22,500 | 753.65 | 0.00 | 20.02 | — | — | Neutral | ||||||
| Neutral | — | — | 29.19 | 0.00 | 1,612.30 | 23,000 | 957.25 | 0.00 | 19.56 | — | — | Neutral | ||||||
| Neutral | — | — | 28.34 | 0.00 | 1,354.25 | 23,500 | 1,191.45 | 0.00 | 18.96 | — | — | Neutral | ||||||
| Neutral | — | — | 27.66 | 0.00 | 1,126.60 | 24,000 | 1,456.10 | 0.00 | 18.19 | — | — | Neutral | ||||||
| Neutral | — | — | 27.11 | 0.00 | 928.30 | 24,500 | 1,750.05 | 0.00 | 17.12 | — | — | Neutral | ||||||
| Neutral | — | — | 26.67 | 0.00 | 757.70 | 25,000 | 2,071.70 | 0.00 | 15.51 | — | — | Neutral | ||||||
| Neutral | — | — | 26.00 | 0.00 | 492.25 | 26,000 | 2,790.85 | 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.