haylaavo

SOLARINDS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 50

Spot
19,433.89
Future
19,505.00
Forward
19,544.45
PCR (OI)
0.75
Puts 2.04 L / Calls 2.72 L
PCR (volume)
0.30
Puts 5,896 / Calls 19,412
Max pain
19,000
strike with least total payout to holders
Highest OI
19,000 CE · 19,000 PE
ΔOI calls +45,675 · puts +12,550
Open interest by strike
CallsPuts│ ATM┊ Max pain
035,912.571,82515,50017,00018,00049,80071,82519,00020,00021,00022,00025,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········15,50025.00-8.0051.46+75825Short buildup
Neutral450——0.003,050.0016,00035.30-15.7048.41—2,875Neutral
Neutral100——0.002,050.0016,50058.00-24.5046.86+1504,700Short buildup
Neutral———0.002,512.1516,75094.30-127.7549.07+2575Short buildup
Neutral300——0.001,920.0017,00089.20-51.2044.81+3,47512,175Short buildup
Neutral——29.120.002,169.4017,250129.80-50.2045.99—100Neutral
Neutral450—31.650.001,935.0017,500143.35-86.5043.55+20013,325Short buildup
Neutral1,450—33.030.001,256.4017,750164.80-130.2041.61+5075Short buildup
Short covering6,375−42542.15+500.001,760.0018,000221.45-133.6042.16+3,35030,750Short buildup
Neutral3,425—15.91+194.651,300.0018,250301.45-140.7543.50+2001,350Short buildup
Long buildup9,175+12541.13+424.751,378.3018,500346.45-192.0041.69+75011,275Short buildup
Long buildup5,175+7543.47+436.451,250.8018,750418.50-230.0541.03−502,075Long unwinding
Long buildup49,800+5,62539.32+338.851,025.5519,000519.55-254.6041.39+6,02571,825Short buildup
Short covering4,975−65040.15+324.85898.0019,250604.65-298.1040.15−1,5753,775Long unwinding
Long buildup30,175+3,67540.38+289.55773.5019,500702.45-369.3538.93−22517,550Long unwinding
Long buildup7,725+1,55041.23+269.50673.8019,750810.00-406.3537.54−1003,000Long unwinding
Long buildup49,225+3,62540.51+224.60557.6520,0001,014.70-390.3040.68+27521,350Short buildup
Short covering2,250−12541.01+201.95476.1020,2501,180.750.0038.97—300Neutral
Long buildup14,975+8,57541.10+174.45398.3020,5001,382.650.0039.21—400Neutral
Long buildup1,550+12542.23+32.70347.7020,7501,968.000.0039.49—100Neutral
Long buildup25,300+2,25041.06+117.70269.9521,0001,701.00-199.0039.75−504,200Long unwinding
Short covering525−12542.52+114.95239.9521,2502,907.700.0040.23——Neutral
Long buildup5,675+2,22541.35+77.70181.4021,5002,411.000.0040.71—100Neutral
Short covering3,025−2,35042.01+65.85153.2021,750·········
Long buildup29,000+14,20042.83+59.35131.2022,0002,490.00-337.5532.23−251,375Long unwinding
Neutral1,450—38.970.0073.2022,250·········
Short covering2,750−10043.89+41.9592.3022,5003,131.500.0043.65——Neutral
Long buildup12,625+5,92544.20+27.9560.4523,0003,970.000.0045.88—200Neutral
Long buildup3,850+1,47550.95+7.9521.9525,000·········

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 6.48% (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.