haylaavo

SRF option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 200

Spot
2,408.77
Future
2,413.60
Forward
2,413.60
PCR (OI)
0.00
Puts — / Calls 200
PCR (volume)
—
Puts — / Calls —
Max pain
1,920
strike with least total payout to holders
Highest OI
2,400 CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
01002001,9202,1202,2402,3602002,4802,600
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——44.390.00463.701,92019.050.0027.81——Neutral
Neutral——40.650.00397.002,00031.100.0027.67——Neutral
Neutral——37.760.00335.152,08048.050.0027.50——Neutral
Neutral——36.610.00306.302,12058.600.0027.40——Neutral
Neutral——35.630.00278.802,16070.450.0027.29——Neutral
Neutral——34.800.00252.902,20083.950.0027.17——Neutral
Neutral——34.100.00228.602,24099.000.0027.03——Neutral
Neutral——33.510.00205.852,280115.650.0026.88——Neutral
Neutral——33.010.00184.702,320133.900.0026.71——Neutral
Neutral——32.590.00165.102,360153.700.0026.51——Neutral
Neutral200—32.230.0096.002,400175.050.0026.28——Neutral
Neutral——31.930.00130.602,440197.900.0026.03——Neutral
Neutral——31.660.00115.502,480222.250.0025.72——Neutral
Neutral——31.440.00101.852,520247.950.0025.37——Neutral
Neutral——31.240.0089.502,560274.950.0024.95——Neutral
Neutral——31.070.0078.352,600303.250.0024.44——Neutral
Neutral——30.920.0068.552,640332.800.0023.82——Neutral
Neutral——30.670.0051.752,720394.750.0021.99——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 6.29% (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.