SONACOMS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1225
Spot
905.85
Future
904.60
Forward
904.55
PCR (OI)
1.03
Puts 54.92 L / Calls 53.45 L
PCR (volume)
0.68
Puts 4,730 / Calls 6,948
Max pain
850
strike with least total payout to holders
Highest OI
900 CE · 850 PE
ΔOI calls +41,650 · puts +2.79 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 640 | 4.35 | 0.00 | 43.67 | — | 1,225 | Neutral | |||
| Long buildup | 8,575 | +6,125 | — | +39.55 | 239.55 | 660 | 0.30 | +0.05 | 55.35 | −4,900 | 20,825 | Short covering | ||||||
| · | · | · | · | · | · | · | · | · | 680 | 0.30 | 0.00 | 36.46 | — | 14,700 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 690 | 1.00 | 0.00 | 34.71 | — | 3,675 | Neutral | |||
| Neutral | 3,675 | — | 72.58 | 0.00 | 148.00 | 700 | 0.50 | -0.05 | 49.28 | −8,575 | 1.57 L | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 710 | 1.00 | -1.15 | 52.12 | — | 7,350 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 720 | 0.60 | -0.10 | 45.71 | −1,225 | 37,975 | Long unwinding | |||
| Neutral | 2,450 | — | 47.18 | +132.00 | 175.00 | 730 | 0.60 | -0.40 | 43.30 | −1,225 | 26,950 | Long unwinding | ||||||
| Neutral | 29,400 | — | — | +19.85 | 160.60 | 740 | 0.70 | -0.15 | 41.91 | +4,900 | 1.31 L | Short buildup | ||||||
| Short covering | 94,325 | −2,450 | 61.78 | +26.00 | 160.00 | 750 | 0.95 | -0.25 | 41.54 | −4,900 | 4.43 L | Long unwinding | ||||||
| Neutral | 1.11 L | — | — | +13.05 | 133.85 | 760 | 0.85 | -0.50 | 38.31 | −12,250 | 1.72 L | Long unwinding | ||||||
| Neutral | 50,225 | — | 51.91 | 0.00 | 110.00 | 770 | 1.30 | -0.10 | 38.73 | −7,350 | 1.81 L | Long unwinding | ||||||
| Neutral | 74,725 | — | 49.49 | 0.00 | 115.90 | 780 | 1.85 | -0.20 | 38.82 | −6,125 | 1.98 L | Long unwinding | ||||||
| Neutral | 42,875 | — | 47.27 | 0.00 | 95.05 | 790 | 1.90 | -0.60 | 36.33 | −6,125 | 50,225 | Long unwinding | ||||||
| Neutral | 2.72 L | −1,225 | — | +2.05 | 102.00 | 800 | 2.55 | -0.65 | 35.99 | +31,850 | 6.92 L | Short buildup | ||||||
| Neutral | 58,800 | — | 43.56 | 0.00 | 77.00 | 810 | 2.95 | -1.00 | 34.39 | +36,750 | 1.62 L | Short buildup | ||||||
| Neutral | 1.80 L | — | 46.79 | +12.20 | 94.40 | 820 | 3.90 | -1.20 | 34.00 | −24,500 | 2.83 L | Long unwinding | ||||||
| Neutral | 1.08 L | — | 29.19 | +0.20 | 77.50 | 830 | 4.95 | -1.45 | 33.30 | +6,125 | 2.07 L | Short buildup | ||||||
| Short covering | 1.04 L | −3,675 | 29.46 | +4.10 | 69.00 | 840 | 6.25 | -1.85 | 32.59 | −22,050 | 2.50 L | Long unwinding | ||||||
| Long buildup | 6.48 L | +19,600 | 28.03 | +3.80 | 60.00 | 850 | 8.00 | -2.25 | 32.14 | +53,900 | 7.24 L | Short buildup | ||||||
| Short covering | 2.82 L | −24,500 | 31.27 | +5.20 | 54.25 | 860 | 10.15 | -2.45 | 31.72 | −12,250 | 3.80 L | Long unwinding | ||||||
| Short covering | 1.80 L | −51,450 | 34.93 | +8.25 | 49.90 | 870 | 12.35 | -3.55 | 30.76 | −9,800 | 1.96 L | Long unwinding | ||||||
| Short covering | 2.44 L | −36,750 | 30.13 | +4.00 | 39.70 | 880 | 15.40 | -4.15 | 30.34 | +50,225 | 3.67 L | Short buildup | ||||||
| Long buildup | 1.46 L | +18,375 | 30.10 | +3.85 | 33.65 | 890 | 19.15 | -4.55 | 30.10 | +29,400 | 1.05 L | Short buildup | ||||||
| Short covering | 6.69 L | −23,275 | 29.95 | +3.20 | 28.10 | 900 | 23.90 | -4.60 | 30.34 | +51,450 | 5.13 L | Short buildup | ||||||
| Long buildup | 2.09 L | +73,500 | 29.91 | +2.90 | 23.25 | 910 | 27.50 | -6.75 | 28.54 | +73,500 | 91,875 | Short buildup | ||||||
| Long buildup | 3.14 L | +60,025 | 29.57 | +2.05 | 18.75 | 920 | 32.80 | -17.20 | 27.97 | +52,675 | 63,700 | Short buildup | ||||||
| Long buildup | 1.45 L | +15,925 | 29.84 | +1.90 | 15.35 | 930 | 121.40 | 0.00 | 30.41 | — | — | Neutral | ||||||
| Short covering | 2.73 L | −40,425 | 29.75 | +1.35 | 12.20 | 940 | 141.25 | 0.00 | 29.94 | — | — | Neutral | ||||||
| Short covering | 1.95 L | −4,900 | 29.86 | +1.15 | 9.70 | 950 | 54.50 | -83.35 | 29.13 | +9,800 | 9,800 | Short buildup | ||||||
| Neutral | 4.53 L | −1,225 | 30.15 | +0.95 | 7.75 | 960 | 95.00 | 0.00 | 28.62 | — | 1,225 | Neutral | ||||||
| Neutral | — | — | 35.06 | 0.00 | 9.25 | 970 | 155.00 | 0.00 | 27.63 | — | — | Neutral | ||||||
| Long buildup | 2.16 L | +28,175 | 30.79 | +0.75 | 4.90 | 980 | 173.40 | 0.00 | 26.21 | — | — | Neutral | ||||||
| Short covering | 1.95 L | −26,950 | 31.58 | +0.45 | 3.10 | 1,000 | 190.25 | 0.00 | 17.69 | — | — | Neutral | ||||||
| 36,750 | +36,750 | 32.36 | — | 1.95 | 1,020 | 184.90 | — | — | — | — | ||||||||
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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.