haylaavo

SOLARINDS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 25

Spot
19,433.89
Future
19,630.00
Forward
19,630.00
PCR (OI)
0.34
Puts 550 / Calls 1,625
PCR (volume)
0.18
Puts 25 / Calls 137
Max pain
19,000
strike with least total payout to holders
Highest OI
19,000 CE · 19,000 PE
ΔOI calls +1,175 · puts +400
Open interest by strike
CallsPuts│ ATM┊ Max pain
040080016,00017,00017,75018,50080030019,25020,00020,75021,500
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——35.790.003,389.5016,000505.050.0037.42——Neutral
Neutral——36.190.003,036.9516,500645.200.0037.43——Neutral
——36.33—3,088.6516,750387.20—37.44——
Neutral——36.440.002,707.2517,000400.000.0037.45—50Neutral
Neutral——36.540.002,723.2517,250516.400.0037.46——Neutral
Neutral——36.620.002,402.6017,500996.200.0037.47——Neutral
Neutral——36.680.002,382.7017,750500.000.0037.49—25Neutral
Neutral——36.740.002,122.2018,000397.95-187.0534.29+2550Short buildup
Neutral——36.780.002,070.7018,250853.050.0037.52——Neutral
Neutral——36.820.001,865.9018,500574.95-480.1534.99+7575Short buildup
Neutral——36.860.001,786.9018,750834.100.0037.55—25Neutral
Long buildup800+35031.24+305.401,285.5019,000897.30-807.6539.29+300300Short buildup
Neutral——36.920.001,531.1519,2501,302.650.0037.59——Neutral
Neutral——36.940.001,423.5519,5001,987.850.0037.61——Neutral
Neutral——36.960.001,303.1019,7501,569.200.0037.64——Neutral
Short buildup550+55033.84-362.95872.6520,0002,292.600.0037.67——Neutral
Neutral——37.000.001,101.6020,2501,054.150.0037.70—25Neutral
Neutral——37.010.001,068.2020,5002,617.850.0037.73——Neutral
Neutral——37.030.00925.2520,7502,180.450.0037.77——Neutral
Short buildup275+27532.69-424.35495.5521,0002,962.250.0037.82——Neutral
Neutral——37.050.00772.1521,2502,522.000.0037.86——Neutral
Neutral——37.060.00790.2521,5003,325.250.0037.92——Neutral
Neutral——37.080.00676.1522,0003,703.850.0038.04——Neutral
Neutral——37.090.00576.7522,5004,097.100.0038.20——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 6.48% (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.