haylaavo

SRF option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 200

Spot
2,408.77
Future
2,425.00
Forward
2,425.00
PCR (OI)
1.50
Puts 600 / Calls 400
PCR (volume)
—
Puts 3 / Calls —
Max pain
2,480
strike with least total payout to holders
Highest OI
2,480 CE · 2,100 PE
ΔOI calls +— · puts +400
Open interest by strike
CallsPuts│ ATM┊ Max pain
01002002,1202,2002,2802,3602,4402002,5202,600
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——35.640.00506.201,96017.400.0028.62——Neutral
Neutral——34.250.00471.752,00022.350.0028.60——Neutral
Neutral——33.140.00438.252,04028.300.0028.58——Neutral
Neutral——32.270.00405.902,08035.300.0028.57——Neutral
Neutral——31.920.00294.852,10011.00-26.1027.84+400400Short buildup
Neutral——31.610.00374.702,12043.550.0028.54——Neutral
Neutral——31.330.00265.202,14047.050.0028.53——Neutral
Neutral——31.090.00344.852,16053.100.0028.52——Neutral
Neutral——30.880.00237.102,18058.500.0028.50——Neutral
Neutral——30.700.00189.002,20040.000.0028.49——Neutral
Neutral——30.540.00210.902,22071.850.0028.47——Neutral
Neutral——30.400.00289.002,24076.050.0028.45——Neutral
Neutral——30.270.00186.552,26087.050.0028.43——Neutral
Neutral——30.160.00263.302,28089.800.0028.41——Neutral
Neutral——30.070.00164.102,300104.200.0028.39——Neutral
Neutral——29.980.00239.102,320105.000.0028.37——Neutral
Neutral——29.900.00143.552,340123.200.0028.34——Neutral
Neutral——29.830.00216.402,360121.750.0028.31——Neutral
Neutral——29.770.00124.852,380144.050.0028.28——Neutral
Neutral——29.710.00195.252,400139.950.0028.25——Neutral
Neutral——29.660.00108.002,420166.800.0028.22——Neutral
Neutral——29.620.00175.552,440159.700.0028.18——Neutral
Neutral——29.570.0092.902,460191.250.0028.14——Neutral
Neutral200—29.540.0055.552,480180.900.0028.10——Neutral
Neutral——29.500.0079.502,500217.400.0028.05——Neutral
Neutral200—29.470.0075.502,520203.550.0027.99——Neutral
Neutral——29.440.0067.652,540245.150.0027.94——Neutral
Neutral——29.420.00125.252,560227.600.0027.88——Neutral
Neutral——29.390.0057.402,580274.450.0027.81——Neutral
Neutral——29.370.00111.202,600253.000.0027.73——Neutral
Neutral——29.330.0098.452,640279.650.0027.55——Neutral
Neutral——29.290.0086.902,680307.550.0027.33——Neutral
Neutral——29.260.0076.602,720352.000.0027.05—200Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 6.29% (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.