haylaavo

SUNPHARMA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 350

Spot
1,770.00
Future
1,795.70
Forward
1,795.70
PCR (OI)
—
Puts 2,800 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
1,800
strike with least total payout to holders
Highest OI
— CE · 1,800 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
01,4002,8001,5201,6001,6801,7602,8001,8401,9202,0002,080
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——16.560.00262.001,5207.300.0019.36——Neutral
Neutral——17.760.00227.151,56011.900.0019.36——Neutral
Neutral——18.280.00194.301,60018.400.0019.38——Neutral
Neutral——18.560.00163.801,64027.300.0019.41——Neutral
Neutral——18.730.00135.901,68038.750.0019.44——Neutral
Neutral——18.840.00111.001,72053.250.0019.48——Neutral
Neutral——18.910.0089.201,76070.850.0019.52——Neutral
Neutral——18.970.0070.501,80091.550.0019.59—2,800Neutral
Neutral——19.010.0054.801,840115.200.0019.68——Neutral
Neutral——19.030.0041.901,880141.700.0019.80——Neutral
Neutral——19.060.0031.601,920170.800.0019.96——Neutral
Neutral——19.080.0023.401,960201.900.0020.19——Neutral
Neutral——19.090.0017.052,000234.950.0020.51——Neutral
Neutral——19.100.0012.252,040269.550.0020.96——Neutral
Neutral——19.110.008.652,080305.350.0021.57——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 6.96% (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.