SUNPHARMA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 350

Spot

1,770.00

Future

1,784.00

Forward

1,783.77

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

2.30

Puts 1.84 L / Calls 80,150

PCR (volume)

2.22

Puts 302 / Calls 136

Max pain

1,800

strike with least total payout to holders

Highest OI

1,800 CE · 1,700 PE

ΔOI calls +20,300 · puts +53,550

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	27.42	0.95	-0.08	0.00	407.95	1,480	1.25	0.00	-0.02	-0.01	19.15	—	—	—	Neutral
Neutral	—	—	—	24.78	0.94	-0.10	0.00	369.60	1,520	2.30	0.00	-0.05	-0.02	19.09	—	—	—	Neutral
Neutral	—	—	—	22.80	0.93	-0.13	0.00	331.90	1,560	4.05	0.00	-0.09	-0.03	19.09	—	—	—	Neutral
Neutral	—	—	—	22.06	0.91	-0.15	0.00	197.55	1,580	9.20	0.00	-0.12	-0.05	19.08	—	—	—	Neutral
Neutral	—	—	—	21.48	0.90	-0.18	0.00	295.20	1,600	6.80	0.00	-0.15	-0.07	19.07	—	—	—	Neutral
Neutral	—	—	—	21.03	0.88	-0.22	0.00	164.20	1,620	15.45	0.00	-0.19	-0.09	19.07	—	—	—	Neutral
Neutral	—	—	—	20.68	0.85	-0.26	0.00	259.85	1,640	15.00	+4.50	-0.35	-0.17	23.14	4	—	3,500	Neutral
Neutral	—	—	—	20.41	0.82	-0.30	0.00	133.70	1,660	24.50	0.00	-0.28	-0.16	19.04	—	—	—	Neutral
Neutral	—	—	—	20.20	0.78	-0.34	0.00	226.10	1,680	17.25	-0.85	-0.35	-0.21	19.88	35	−3,500	16,450	Long unwinding
Neutral	—	—	—	20.04	0.73	-0.38	0.00	106.30	1,700	21.35	+2.15	-0.38	-0.25	19.43	88	+14,350	46,550	Long buildup
Neutral	350	—	1	19.24	0.69	-0.39	-35.00	90.00	1,720	26.90	+2.75	-0.41	-0.30	19.23	135	+37,100	37,100	Long buildup
Neutral	1,050	—	—	19.82	0.63	-0.44	0.00	90.00	1,740	29.00	0.00	-0.43	-0.35	18.96	—	—	22,400	Neutral
Neutral	—	—	—	19.74	0.58	-0.46	0.00	165.00	1,760	42.00	0.00	-0.44	-0.41	18.93	—	—	9,800	Neutral
Neutral	—	—	—	19.68	0.52	-0.47	0.00	62.55	1,780	72.10	0.00	-0.45	-0.47	18.90	—	—	—	Neutral
Short buildup	36,400	+15,400	100	17.96	0.46	-0.43	-17.40	42.55	1,800	58.60	+4.85	-0.43	-0.53	17.96	27	+2,800	38,850	Long buildup
Short buildup	700	+700	2	17.16	0.39	-0.40	-13.85	32.40	1,820	95.30	0.00	-0.43	-0.59	18.81	—	—	—	Neutral
Short buildup	2,100	+1,050	6	14.55	0.30	-0.31	-17.85	19.15	1,840	90.65	+35.55	-0.46	-0.63	20.78	13	+2,800	9,100	Long buildup
Neutral	—	—	—	19.52	0.30	-0.41	0.00	33.30	1,860	82.20	0.00	-0.38	-0.69	18.69	—	—	700	Neutral
Neutral	—	—	—	19.50	0.26	-0.38	0.00	93.00	1,880	80.45	0.00	-0.34	-0.74	18.60	—	—	—	Neutral
Neutral	350	—	—	19.47	0.22	-0.35	0.00	21.80	1,900	151.65	0.00	-0.30	-0.79	18.50	—	—	—	Neutral
Short buildup	35,350	+2,800	20	19.18	0.17	-0.30	-5.05	12.20	1,920	101.55	0.00	-0.25	-0.83	18.37	—	—	—	Neutral
Short buildup	3,850	+350	7	19.91	0.15	-0.28	-3.25	10.60	1,940	183.85	0.00	-0.20	-0.86	18.21	—	—	—	Neutral
Neutral	—	—	—	19.42	0.12	-0.23	0.00	59.20	1,960	125.45	0.00	-0.16	-0.89	18.00	—	—	—	Neutral
Neutral	—	—	—	19.41	0.09	-0.20	0.00	10.75	1,980	218.10	0.00	-0.11	-0.92	17.72	—	—	—	Neutral
Neutral	—	—	—	19.40	0.07	-0.16	0.00	46.20	2,000	151.90	0.00	-0.07	-0.94	17.32	—	—	—	Neutral
Neutral	—	—	—	19.38	0.06	-0.13	0.00	7.00	2,020	253.90	0.00	-0.03	-0.96	16.72	—	—	—	Neutral
Neutral	—	—	—	19.38	0.04	-0.11	0.00	35.70	2,040	180.80	0.00	0.01	-0.97	15.70	—	—	—	Neutral
Neutral	—	—	—	19.38	0.03	-0.09	0.00	4.45	2,060	290.95	0.00	0.05	-0.99	11.98	—	—	—	Neutral
Neutral	—	—	—	19.36	0.02	-0.07	0.00	27.10	2,080	211.65	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	19.35	0.02	-0.05	0.00	2.80	2,100	328.85	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 3 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.