SUNPHARMA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 350
Spot
1,770.00
Future
1,771.80
Forward
1,771.72
PCR (OI)
0.74
Puts 50.11 L / Calls 68.02 L
PCR (volume)
0.58
Puts 56,122 / Calls 96,990
Max pain
1,800
strike with least total payout to holders
Highest OI
1,800 CE · 1,700 PE
ΔOI calls +5.16 L · puts +63,350
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Short buildup | 3,150 | +3,150 | — | -179.80 | 284.75 | 1,480 | 0.75 | +0.10 | 34.83 | −350 | 6,300 | Short covering | ||||||
| Short buildup | 4,200 | +4,200 | — | -191.00 | 234.70 | 1,520 | 0.80 | -0.65 | 30.59 | — | 7,000 | Neutral | ||||||
| Long buildup | 2,100 | +1,050 | — | +7.50 | 195.30 | 1,560 | 1.25 | -0.40 | 28.02 | −5,950 | 1.95 L | Long unwinding | ||||||
| Neutral | — | — | 33.09 | 0.00 | 300.65 | 1,580 | 1.65 | -0.40 | 26.95 | −4,200 | 2.13 L | Long unwinding | ||||||
| Neutral | 3,850 | — | 30.51 | 0.00 | 244.40 | 1,600 | 2.50 | -0.55 | 26.60 | +9,450 | 1.43 L | Short buildup | ||||||
| Short buildup | 2,800 | +2,800 | — | -123.05 | 139.60 | 1,620 | 3.15 | -0.85 | 25.26 | +19,250 | 1.88 L | Short buildup | ||||||
| Neutral | 6,300 | — | 26.12 | 0.00 | 126.00 | 1,640 | 4.40 | -0.30 | 24.50 | +37,100 | 1.42 L | Short buildup | ||||||
| Neutral | 1,050 | — | 24.45 | 0.00 | 114.20 | 1,660 | 5.80 | -1.00 | 23.37 | +1,050 | 89,600 | Short buildup | ||||||
| Neutral | 38,150 | −350 | 21.39 | +1.20 | 98.20 | 1,680 | 7.95 | -0.20 | 22.50 | −16,450 | 1.15 L | Long unwinding | ||||||
| Short buildup | 99,400 | +32,550 | 21.19 | -15.25 | 81.75 | 1,700 | 10.75 | -0.65 | 21.55 | −37,800 | 9.55 L | Long unwinding | ||||||
| Short buildup | 78,050 | +17,500 | 20.59 | -18.30 | 66.00 | 1,720 | 14.55 | +0.50 | 20.64 | −28,000 | 2.82 L | Short covering | ||||||
| Short buildup | 2.62 L | +99,050 | 19.90 | -13.40 | 51.45 | 1,740 | 19.85 | +1.40 | 19.89 | +83,650 | 3.49 L | Long buildup | ||||||
| Short buildup | 3.48 L | +1.28 L | 19.24 | -14.90 | 38.55 | 1,760 | 26.90 | +1.60 | 19.25 | +1.13 L | 5.28 L | Long buildup | ||||||
| Short buildup | 5.07 L | +1.47 L | 18.97 | -12.75 | 28.15 | 1,780 | 36.40 | +4.80 | 18.97 | −59,150 | 2.84 L | Short covering | ||||||
| Short buildup | 13.11 L | +2.63 L | 18.85 | -12.35 | 19.95 | 1,800 | 48.25 | +6.95 | 18.93 | −34,650 | 8.28 L | Short covering | ||||||
| Short buildup | 5.69 L | +89,250 | 19.02 | -10.75 | 14.00 | 1,820 | 61.95 | +9.65 | 18.92 | −3,850 | 2.39 L | Short covering | ||||||
| Long unwinding | 7.63 L | −89,600 | 19.41 | -7.95 | 9.85 | 1,840 | 78.00 | +11.85 | 19.52 | −26,600 | 1.76 L | Short covering | ||||||
| Short buildup | 3.79 L | +30,800 | 19.96 | -5.95 | 7.00 | 1,860 | 97.90 | +17.75 | 22.66 | +2,800 | 1.20 L | Long buildup | ||||||
| Long unwinding | 1.95 L | −27,650 | 20.68 | -4.50 | 5.10 | 1,880 | 112.85 | +15.35 | 20.56 | — | 20,300 | Neutral | ||||||
| Neutral | 8.68 L | −8,050 | 21.56 | -3.20 | 3.85 | 1,900 | 131.30 | +22.35 | 21.09 | +11,900 | 1.05 L | Long buildup | ||||||
| Long unwinding | 1.89 L | −53,200 | 22.45 | -2.40 | 2.95 | 1,920 | 177.60 | +22.60 | 47.72 | +700 | 2,800 | Long buildup | ||||||
| Long unwinding | 1.63 L | −25,200 | 23.26 | -1.55 | 2.25 | 1,940 | 134.20 | 0.00 | — | — | 12,250 | Neutral | ||||||
| Long unwinding | 4.27 L | −17,500 | 23.71 | -1.05 | 1.60 | 1,960 | 196.00 | 0.00 | — | — | 1,400 | Neutral | ||||||
| Long unwinding | 2.41 L | −10,850 | 24.70 | -1.00 | 1.30 | 1,980 | 208.75 | 0.00 | — | — | 4,550 | Neutral | ||||||
| Long unwinding | 2.56 L | −72,800 | 26.17 | -0.50 | 1.20 | 2,000 | 197.00 | 0.00 | — | — | 2,800 | Neutral | ||||||
| Short buildup | 2,450 | +2,450 | 27.55 | -20.75 | 1.10 | 2,020 | 158.90 | 0.00 | — | — | — | Neutral | ||||||
| Long unwinding | 28,000 | −2,800 | 27.88 | -0.30 | 0.80 | 2,040 | 141.30 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 4,200 | +4,200 | 30.01 | -14.00 | 0.90 | 2,060 | 295.25 | +103.65 | 45.78 | +1,050 | 1,050 | Long buildup | ||||||
| Neutral | 50,400 | −1,050 | 30.52 | 0.00 | 0.70 | 2,080 | 168.90 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | — | — | 21.12 | 0.00 | 9.90 | 2,100 | 226.25 | 0.00 | — | — | — | 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 6.96% (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.