SHRIRAMFIN option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 825

Spot

863.35

Future

864.65

Forward

863.92

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.56

Puts 72.64 L / Calls 1.28 Cr

PCR (volume)

0.43

Puts 20,231 / Calls 46,723

Max pain

840

strike with least total payout to holders

Highest OI

1,000 CE · 800 PE

ΔOI calls −4.80 L · puts +11.26 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	61.13	0.95	-0.25	0.00	389.15	680	0.30	-0.10	-0.05	-0.01	43.57	10	—	42,900	Neutral
Short covering	2,475	−1,650	2	51.19	0.96	-0.18	+36.15	165.00	700	0.70	-0.40	-0.11	-0.02	43.94	157	+7,425	2.19 L	Short buildup
Neutral	—	—	—	50.46	0.94	-0.26	0.00	430.10	720	1.00	-0.85	-0.14	-0.03	41.27	219	−12,375	2.03 L	Long unwinding
Neutral	—	—	—	46.34	0.92	-0.30	0.00	240.40	740	1.15	-2.20	-0.15	-0.04	36.95	527	−4,125	2.33 L	Long unwinding
Neutral	1.30 L	−825	19	37.30	0.93	-0.23	+28.15	106.00	760	2.05	-3.70	-0.21	-0.06	35.74	1,185	−7,425	5.35 L	Long unwinding
Short covering	46,200	−2,475	21	48.70	0.82	-0.60	+25.05	93.65	780	3.45	-5.90	-0.29	-0.10	34.27	1,741	−37,950	3.21 L	Long unwinding
Short covering	2.55 L	−99,000	490	32.49	0.84	-0.36	+26.20	69.20	800	5.80	-9.05	-0.39	-0.16	33.07	4,531	+2.81 L	11.48 L	Short buildup
Short covering	8.30 L	−1.15 L	1,352	31.97	0.76	-0.47	+22.40	53.25	820	9.65	-12.90	-0.49	-0.24	32.22	3,406	−14,025	9.14 L	Long unwinding
Short covering	14.50 L	−3.85 L	6,670	32.11	0.65	-0.57	+18.60	39.70	840	15.70	-16.95	-0.57	-0.34	31.88	4,124	+4.76 L	11.20 L	Short buildup
Long buildup	14.28 L	+3.46 L	8,171	31.83	0.54	-0.62	+14.25	28.15	860	24.05	-21.25	-0.61	-0.46	31.59	2,734	+3.84 L	7.37 L	Short buildup
Neutral	8.86 L	−2,475	7,873	32.00	0.42	-0.61	+10.40	19.35	880	35.40	-24.55	-0.61	-0.58	32.04	1,020	+21,450	3.28 L	Short buildup
Short covering	16.42 L	−3.49 L	9,812	32.13	0.31	-0.56	+7.05	12.75	900	48.70	-29.80	-0.55	-0.69	32.13	400	+47,025	5.61 L	Short buildup
Short covering	6.62 L	−1.71 L	3,273	32.71	0.22	-0.48	+4.65	8.35	920	64.30	-28.75	-0.47	-0.77	32.83	90	−14,025	67,650	Long unwinding
Short covering	9.31 L	−1.06 L	2,885	33.70	0.16	-0.40	+3.05	5.55	940	81.00	-26.50	-0.37	-0.85	32.98	33	−9,075	1.43 L	Long unwinding
Long buildup	6.53 L	+80,850	2,340	34.61	0.11	-0.32	+1.85	3.65	960	90.80	-36.20	—	—	—	8	−3,300	1.24 L	Long unwinding
Long buildup	5.74 L	+1.15 L	983	36.20	0.08	-0.26	+1.35	2.60	980	120.00	-38.50	-0.36	-0.89	41.21	2	—	37,950	Neutral
Long buildup	24.95 L	+2.19 L	2,541	38.05	0.06	-0.22	+0.90	1.95	1,000	137.00	-28.10	-0.15	-0.95	35.68	31	+14,850	2.63 L	Short buildup
Short covering	1.02 L	−1,650	92	39.12	0.04	-0.17	+0.50	1.35	1,020	184.20	0.00	—	—	—	—	—	2,475	Neutral
Short covering	1.54 L	−2,475	103	39.88	0.03	-0.13	+0.25	0.90	1,040	178.00	-38.00	-0.26	-0.94	48.42	1	+825	44,550	Short buildup
Neutral	2.77 L	+2,475	54	42.82	0.03	-0.13	+0.15	0.85	1,060	228.00	0.00	—	—	—	—	—	47,850	Neutral
Long unwinding	71,775	−2,475	6	42.58	0.02	-0.09	-0.20	0.50	1,080	242.10	-19.90	-1.58	-0.77	108.16	3	—	12,375	Neutral
Short covering	1.93 L	−6,600	21	45.53	0.02	-0.09	+0.20	0.50	1,100	275.00	0.00	—	—	—	—	—	1.20 L	Neutral
Short buildup	42,075	+3,300	5	49.02	0.02	-0.10	-0.05	0.55	1,120	248.00	-41.00	—	—	—	1	—	27,225	Neutral
Neutral	4,125	—	—	36.89	0.00	-0.00	0.00	0.45	1,160	297.00	-14.50	-0.22	-0.96	66.46	8	−4,125	11,550	Long unwinding
Neutral	18,975	−825	10	53.06	0.01	-0.04	0.00	0.20	1,200	·	·	·	·	·	·	·	·	·

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 6.37% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.