haylaavo

SOLARINDS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 25

Spot
19,433.89
Future
19,773.00
Forward
19,773.00
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.5116,00017,50018,50019,50020,50021,500
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——33.010.003,896.9516,000379.950.0037.77——Neutral
Neutral——34.710.003,163.6517,000631.200.0037.87——Neutral
Neutral——35.180.002,829.3517,500789.200.0037.93——Neutral
Neutral——35.520.002,519.5018,000971.600.0038.00——Neutral
Neutral——35.770.002,233.3518,5001,177.750.0038.08——Neutral
Neutral——35.970.001,970.9019,0001,407.550.0038.16——Neutral
Neutral——36.120.001,731.7019,5001,660.600.0038.27——Neutral
Neutral——36.250.001,515.1520,0001,936.400.0038.38——Neutral
Neutral——36.350.001,320.3020,5002,233.800.0038.52——Neutral
Neutral——36.440.001,146.0021,0002,551.800.0038.68——Neutral
Neutral——36.510.00990.9521,5002,889.000.0038.86——Neutral
Neutral——36.570.00853.7522,0003,244.100.0039.08——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.