SHRIRAMFIN option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 825
Spot
863.35
Future
870.10
Forward
870.10
PCR (OI)
1.27
Puts 4.52 L / Calls 3.56 L
PCR (volume)
0.68
Puts 173 / Calls 256
Max pain
1,120
strike with least total payout to holders
Highest OI
1,120 CE · 1,120 PE
ΔOI calls +1.14 L · puts +36,300
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Long buildup | 13,200 | +10,725 | 37.93 | +34.65 | 190.60 | 680 | 2.55 | 0.00 | 36.17 | — | — | Neutral | ||||||
| Neutral | — | — | 38.32 | 0.00 | 267.10 | 720 | 3.25 | -2.85 | 32.81 | −825 | 12,375 | Long unwinding | ||||||
| Neutral | — | — | 37.83 | 0.00 | 112.90 | 740 | 4.70 | -4.15 | 31.89 | −14,025 | 82,500 | Long unwinding | ||||||
| Neutral | — | — | 37.49 | 0.00 | 231.75 | 760 | 6.80 | -4.75 | 31.14 | +3,300 | 4,125 | Short buildup | ||||||
| Neutral | — | — | 37.25 | 0.00 | 86.60 | 780 | 34.60 | 0.00 | 36.08 | — | — | Neutral | ||||||
| Long buildup | 60,225 | +38,775 | 33.67 | +29.00 | 87.00 | 800 | 14.00 | -9.60 | 30.22 | +24,750 | 1.33 L | Short buildup | ||||||
| Neutral | — | — | 36.93 | 0.00 | 64.75 | 820 | 19.00 | -33.25 | 29.49 | +3,300 | 3,300 | Short buildup | ||||||
| Neutral | 825 | — | 36.83 | 0.00 | 40.00 | 840 | 26.15 | -13.85 | 29.44 | +16,500 | 19,800 | Short buildup | ||||||
| Neutral | — | — | 36.76 | 0.00 | 47.10 | 860 | 35.70 | -38.50 | 30.01 | +3,300 | 3,300 | Short buildup | ||||||
| Neutral | — | — | 36.70 | 0.00 | 139.65 | 880 | 26.30 | 0.00 | 35.94 | — | 1,650 | Neutral | ||||||
| Short buildup | 28,875 | +28,875 | 29.56 | -5.75 | 27.70 | 900 | 77.00 | 0.00 | 35.90 | — | 4,950 | Neutral | ||||||
| Long buildup | 13,200 | +12,375 | 29.86 | +6.55 | 21.55 | 920 | 97.95 | 0.00 | 35.85 | — | 3,300 | Neutral | ||||||
| Short buildup | 6,600 | +6,600 | 30.24 | -6.55 | 16.70 | 940 | 129.45 | 0.00 | 35.79 | — | — | Neutral | ||||||
| Long buildup | 2,475 | +825 | 30.22 | +4.70 | 12.45 | 960 | 52.95 | 0.00 | 35.71 | — | 2,475 | Neutral | ||||||
| — | — | 36.53 | — | 15.75 | 980 | 161.55 | — | 35.62 | — | — | ||||||||
| Long buildup | 42,075 | +22,275 | 31.23 | +2.40 | 7.40 | 1,000 | 182.35 | 0.00 | 35.50 | — | 825 | Neutral | ||||||
| Neutral | 2,475 | — | 36.48 | 0.00 | 18.00 | 1,040 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 825 | — | 36.45 | 0.00 | 26.00 | 1,080 | 258.15 | 0.00 | 34.67 | — | 825 | Neutral | ||||||
| Short covering | 1.85 L | −6,600 | 36.12 | +0.55 | 2.15 | 1,120 | 250.00 | -32.00 | 37.37 | — | 1.80 L | 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 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.