SIEMENS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 175
Spot
3,404.84
Future
3,403.30
Forward
3,401.98
PCR (OI)
0.85
Puts 4.92 L / Calls 5.81 L
PCR (volume)
0.48
Puts 3,847 / Calls 7,958
Max pain
3,400
strike with least total payout to holders
Highest OI
3,400 CE · 3,300 PE
ΔOI calls +4,725 · puts −5,775
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 62.88 | 0.00 | 1,263.05 | 2,700 | 5.10 | +0.95 | 52.74 | — | 1,225 | Neutral | ||||||
| Neutral | — | — | 55.44 | 0.00 | 1,337.05 | 2,800 | 3.15 | -1.30 | 42.01 | −1,225 | 1,925 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 2,850 | 4.15 | -4.40 | 40.63 | — | 2,100 | Neutral | |||
| Neutral | — | — | 48.73 | 0.00 | 1,241.75 | 2,900 | 5.05 | -7.05 | 38.67 | −525 | 14,350 | Long unwinding | ||||||
| Neutral | — | — | 45.84 | 0.00 | 797.30 | 2,950 | 7.20 | -10.90 | 37.90 | −175 | 2,625 | Long unwinding | ||||||
| Short buildup | 175 | +175 | — | -752.20 | 395.70 | 3,000 | 9.95 | -12.30 | 36.95 | −2,275 | 35,875 | Long unwinding | ||||||
| Neutral | — | — | 41.23 | 0.00 | 705.90 | 3,050 | 14.65 | -3.10 | 36.73 | −175 | 4,200 | Long unwinding | ||||||
| Neutral | 525 | — | 39.54 | 0.00 | 268.60 | 3,100 | 18.80 | -22.20 | 35.23 | −8,575 | 18,900 | Long unwinding | ||||||
| Neutral | — | — | 38.22 | 0.00 | 236.05 | 3,150 | 25.80 | -27.95 | 34.54 | −4,550 | 16,100 | Long unwinding | ||||||
| Long buildup | 30,100 | +350 | 36.19 | +75.25 | 242.35 | 3,200 | 35.00 | -34.10 | 33.91 | −7,000 | 49,350 | Long unwinding | ||||||
| Long buildup | 17,325 | +2,625 | 30.34 | +57.00 | 190.80 | 3,250 | 47.50 | -43.80 | 33.56 | −350 | 62,475 | Neutral | ||||||
| Long buildup | 64,575 | +2,800 | 32.92 | +54.95 | 164.15 | 3,300 | 62.25 | -50.20 | 32.92 | +9,450 | 95,900 | Short buildup | ||||||
| Short covering | 13,125 | −18,550 | 32.55 | +47.10 | 133.05 | 3,350 | 82.35 | -60.45 | 32.94 | +10,500 | 20,650 | Short buildup | ||||||
| Short covering | 1.24 L | −23,275 | 32.48 | +39.65 | 106.60 | 3,400 | 103.85 | -67.00 | 32.24 | +1,225 | 42,000 | Short buildup | ||||||
| Long buildup | 20,300 | +1,750 | 32.40 | +33.10 | 83.85 | 3,450 | 132.20 | -72.80 | 32.52 | −525 | 5,075 | Long unwinding | ||||||
| Long buildup | 67,725 | +11,725 | 32.43 | +26.65 | 65.05 | 3,500 | 162.05 | -72.95 | 32.12 | — | 25,375 | Neutral | ||||||
| Long buildup | 13,300 | +875 | 32.27 | +20.50 | 49.10 | 3,550 | 204.25 | -31.75 | 34.78 | −875 | 525 | Long unwinding | ||||||
| Long buildup | 77,525 | +2,625 | 32.44 | +15.60 | 37.10 | 3,600 | 234.80 | -38.20 | 32.37 | — | 12,775 | Neutral | ||||||
| Short covering | 11,550 | −1,225 | 32.58 | +11.30 | 27.60 | 3,650 | 321.00 | 0.00 | 27.01 | — | 4,200 | Neutral | ||||||
| Long buildup | 28,000 | +1,050 | 32.91 | +8.15 | 20.60 | 3,700 | 355.00 | 0.00 | 24.89 | — | 21,875 | Neutral | ||||||
| Long buildup | 13,475 | +1,050 | 33.23 | +5.70 | 15.25 | 3,750 | 362.00 | -53.00 | 32.60 | — | 3,850 | Neutral | ||||||
| Long buildup | 37,975 | +3,500 | 33.67 | +4.15 | 11.35 | 3,800 | 495.05 | +21.20 | 71.86 | −525 | 20,825 | Short covering | ||||||
| Short buildup | 16,275 | +525 | 34.57 | -1.60 | 8.95 | 3,850 | 486.00 | 0.00 | — | — | 175 | Neutral | ||||||
| Long buildup | 4,200 | +1,400 | 34.89 | +2.50 | 6.55 | 3,900 | 572.25 | +27.25 | 71.21 | −175 | 3,500 | Short covering | ||||||
| Neutral | 1,925 | — | 33.54 | 0.00 | 5.00 | 3,950 | 671.00 | 0.00 | — | — | 525 | Neutral | ||||||
| Long buildup | 33,075 | +15,925 | 37.39 | +0.15 | 4.65 | 4,000 | 638.45 | 0.00 | — | — | 25,550 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 4,050 | 660.00 | 0.00 | — | — | 175 | Neutral | |||
| Neutral | 1,225 | +175 | 42.85 | 0.00 | 3.90 | 4,150 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 3,150 | — | 33.38 | 0.00 | 2.05 | 4,200 | 850.00 | 0.00 | — | — | 175 | Neutral | ||||||
| Short buildup | 1,750 | +1,225 | 45.03 | -0.15 | 2.20 | 4,300 | · | · | · | · | · | · | · | · | · | |||
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 1.31% (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.