SRF option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 200
Spot
2,408.77
Future
2,410.00
Forward
2,407.00
PCR (OI)
1.04
Puts 9.42 L / Calls 9.06 L
PCR (volume)
0.47
Puts 2,312 / Calls 4,905
Max pain
2,400
strike with least total payout to holders
Highest OI
2,500 CE · 2,400 PE
ΔOI calls −21,400 · puts +17,400
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 58.89 | 0.00 | 484.00 | 1,960 | 6.50 | 0.00 | 28.25 | — | — | Neutral | ||||||
| Neutral | — | — | 54.39 | 0.00 | 616.75 | 2,000 | 1.50 | -0.75 | 37.81 | −1,200 | 8,000 | Long unwinding | ||||||
| Neutral | — | — | 50.06 | 0.00 | 411.15 | 2,040 | 5.75 | 0.00 | 28.26 | — | 10,600 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 2,060 | 8.50 | 0.00 | 28.22 | — | 400 | Neutral | |||
| Neutral | — | — | 46.01 | 0.00 | 376.20 | 2,080 | 3.00 | -5.30 | 34.77 | −200 | 2,800 | Long unwinding | ||||||
| Neutral | 1,600 | — | 44.13 | 0.00 | 265.00 | 2,100 | 4.15 | -1.75 | 35.06 | −2,600 | 48,200 | Long unwinding | ||||||
| Neutral | — | — | 42.36 | 0.00 | 342.40 | 2,120 | 9.00 | 0.00 | 28.13 | — | 3,800 | Neutral | ||||||
| Neutral | — | — | 40.73 | 0.00 | 326.05 | 2,140 | 7.35 | 0.00 | 28.10 | — | 5,600 | Neutral | ||||||
| Neutral | — | — | 39.25 | 0.00 | 310.00 | 2,160 | 5.00 | -5.60 | 30.37 | — | 17,800 | Neutral | ||||||
| Neutral | — | — | 37.92 | 0.00 | 94.35 | 2,180 | 11.25 | 0.00 | 28.01 | — | 4,800 | Neutral | ||||||
| Short covering | 30,000 | −5,800 | 25.51 | +30.65 | 210.65 | 2,200 | 6.80 | -6.65 | 28.39 | +21,000 | 1.13 L | Short buildup | ||||||
| Long buildup | 6,600 | +400 | 21.81 | +35.35 | 189.50 | 2,220 | 8.40 | -9.85 | 27.81 | −3,000 | 8,000 | Long unwinding | ||||||
| Neutral | 4,800 | — | 34.84 | 0.00 | 140.60 | 2,240 | 9.55 | -12.05 | 26.56 | −9,000 | 10,200 | Long unwinding | ||||||
| Short covering | 4,800 | −200 | 23.38 | +29.90 | 155.00 | 2,260 | 14.35 | -8.15 | 27.82 | +200 | 20,800 | Neutral | ||||||
| Neutral | 5,600 | — | 33.44 | 0.00 | 111.10 | 2,280 | 14.30 | -12.35 | 25.23 | −1,000 | 10,800 | Long unwinding | ||||||
| Short covering | 98,800 | −10,200 | 25.34 | +35.40 | 125.35 | 2,300 | 17.90 | -17.30 | 24.84 | −7,600 | 1.34 L | Long unwinding | ||||||
| Neutral | 13,600 | — | 25.02 | +35.00 | 110.00 | 2,320 | 21.95 | -21.05 | 24.29 | +7,400 | 23,600 | Short buildup | ||||||
| Short covering | 61,200 | −4,000 | 25.12 | +31.90 | 96.35 | 2,340 | 26.40 | -25.10 | 23.54 | −600 | 62,800 | Neutral | ||||||
| Short covering | 43,200 | −6,400 | 24.72 | +30.05 | 82.65 | 2,360 | 33.30 | -30.85 | 23.54 | +4,800 | 44,400 | Short buildup | ||||||
| Long buildup | 17,000 | +3,200 | 23.44 | +25.25 | 68.00 | 2,380 | 41.10 | -65.25 | 23.44 | +3,600 | 6,400 | Short buildup | ||||||
| Long buildup | 1.55 L | +5,200 | 23.65 | +21.35 | 57.75 | 2,400 | 49.45 | -32.50 | 23.07 | +3,200 | 1.65 L | Short buildup | ||||||
| Long buildup | 9,200 | +1,000 | 24.97 | +20.00 | 51.20 | 2,420 | 64.75 | -47.40 | 25.23 | +600 | 3,000 | Short buildup | ||||||
| Long buildup | 18,600 | +1,400 | 23.51 | +15.90 | 39.45 | 2,440 | 78.10 | -37.90 | 26.07 | +3,600 | 12,600 | Short buildup | ||||||
| Long buildup | 25,600 | +7,000 | 23.62 | +12.50 | 32.40 | 2,460 | 129.45 | 0.00 | 26.23 | — | 1,600 | Neutral | ||||||
| Long buildup | 8,600 | +200 | 23.56 | +6.45 | 26.00 | 2,480 | 138.65 | 0.00 | 25.90 | — | 1,400 | Neutral | ||||||
| Short covering | 1.63 L | −17,400 | 23.60 | +7.95 | 20.80 | 2,500 | 115.00 | -30.00 | 24.42 | −1,200 | 1.20 L | Neutral | ||||||
| Neutral | 13,600 | — | 23.37 | +5.00 | 16.00 | 2,520 | 307.75 | 0.00 | 25.02 | — | 200 | Neutral | ||||||
| Long buildup | 7,400 | +2,400 | 23.86 | +1.30 | 13.15 | 2,540 | 234.00 | 0.00 | 24.40 | — | 600 | Neutral | ||||||
| Long buildup | 21,800 | +600 | 23.89 | +2.70 | 10.20 | 2,560 | 200.50 | 0.00 | 23.61 | — | — | Neutral | ||||||
| Neutral | 9,200 | — | 24.62 | +0.80 | 8.65 | 2,580 | 213.85 | 0.00 | 22.50 | — | — | Neutral | ||||||
| Short covering | 93,600 | −7,400 | 24.95 | +2.00 | 6.95 | 2,600 | 195.00 | -86.00 | 19.95 | −600 | 30,200 | Long unwinding | ||||||
| Neutral | 6,600 | — | 29.90 | 0.00 | 5.30 | 2,620 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 3,200 | — | 29.85 | 0.00 | 7.05 | 2,640 | 302.00 | 0.00 | — | — | 1,200 | Neutral | ||||||
| Neutral | 5,200 | — | 29.80 | 0.00 | 5.20 | 2,660 | 315.00 | 0.00 | — | — | 2,000 | Neutral | ||||||
| Neutral | 800 | — | 29.75 | 0.00 | 4.00 | 2,680 | 444.30 | 0.00 | — | — | 600 | Neutral | ||||||
| Long buildup | 44,200 | +9,200 | 29.42 | +1.50 | 3.90 | 2,700 | 358.00 | 0.00 | — | — | 6,200 | Neutral | ||||||
| Neutral | 2,400 | — | 29.68 | 0.00 | 2.15 | 2,720 | 465.95 | 0.00 | — | — | 400 | Neutral | ||||||
| Neutral | 1,000 | — | 29.64 | 0.00 | 3.20 | 2,740 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 200 | — | 29.61 | 0.00 | 3.85 | 2,760 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 6,200 | −600 | 30.54 | +0.30 | 1.35 | 2,800 | 442.00 | 0.00 | — | — | 23,600 | Neutral | ||||||
| Neutral | 1,200 | — | 29.48 | 0.00 | 1.50 | 2,840 | 483.50 | 0.00 | — | — | 200 | Neutral | ||||||
| Neutral | 2,200 | — | 29.47 | 0.00 | 0.80 | 2,880 | 510.00 | 0.00 | — | — | 2,800 | Neutral | ||||||
| Neutral | 19,800 | — | 29.58 | 0.00 | 0.25 | 3,000 | 638.00 | 0.00 | — | — | 35,400 | Neutral | ||||||
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 6.29% (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.