SUPREMEIND option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 175

Spot

3,217.75

Future

3,210.90

Forward

3,212.29

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.66

Puts 4.70 L / Calls 7.08 L

PCR (volume)

0.51

Puts 2,036 / Calls 4,010

Max pain

3,300

strike with least total payout to holders

Highest OI

3,500 CE · 3,600 PE

ΔOI calls −15,925 · puts +5,950

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	—	—	—	53.21	0.92	-1.41	0.00	942.95	2,700	9.00	0.00	-0.11	-0.01	30.05	—	—	175	Neutral
Neutral	—	—	—	46.11	0.90	-1.45	0.00	850.85	2,800	4.45	-5.75	-0.54	-0.04	33.72	91	−1,400	5,775	Long unwinding
Neutral	—	—	—	43.12	0.89	-1.52	0.00	637.45	2,850	6.25	-7.40	-0.68	-0.06	32.36	132	−5,600	10,675	Long unwinding
Neutral	—	—	—	40.59	0.86	-1.62	0.00	761.75	2,900	9.25	-9.65	-0.87	-0.08	31.41	198	−11,375	10,325	Long unwinding
Neutral	—	—	—	38.56	0.83	-1.77	0.00	549.70	2,950	13.45	-12.65	-1.08	-0.11	30.41	267	+15,575	27,825	Short buildup
Neutral	700	—	—	36.97	0.79	-1.94	0.00	315.00	3,000	19.75	-16.60	-1.32	-0.16	29.63	289	+8,050	42,700	Short buildup
Neutral	—	—	—	35.75	0.74	-2.12	0.00	467.15	3,050	28.50	-21.65	-1.56	-0.22	28.88	221	+7,525	27,475	Short buildup
Short covering	5,075	−3,675	61	27.78	0.72	-1.73	+40.45	151.70	3,100	41.05	-27.60	-1.78	-0.29	28.40	385	−4,375	29,225	Long unwinding
Short covering	10,675	−875	126	28.24	0.63	-1.96	+35.35	120.65	3,150	57.45	-34.05	-1.94	-0.37	27.93	133	+1,400	16,800	Short buildup
Neutral	54,600	−525	852	27.46	0.54	-2.00	+26.50	90.50	3,200	80.75	-38.95	-2.06	-0.46	28.28	226	−2,800	43,050	Long unwinding
Long buildup	36,400	+1,225	237	27.97	0.44	-2.03	+21.95	68.90	3,250	104.55	-49.50	-1.98	-0.56	27.29	77	−1,050	17,850	Long unwinding
Short covering	77,175	−36,050	822	27.90	0.36	-1.91	+15.25	50.00	3,300	189.45	0.00	-1.86	-0.65	27.25	—	—	59,675	Neutral
Long buildup	38,675	+28,875	390	28.25	0.28	-1.74	+10.75	36.30	3,350	175.25	0.00	-1.58	-0.74	26.35	—	—	2,800	Neutral
Long buildup	69,825	+1,050	502	28.94	0.22	-1.56	+7.55	26.70	3,400	214.40	-56.65	-1.56	-0.78	28.94	6	—	25,200	Neutral
Long buildup	31,325	+6,300	269	29.14	0.16	-1.31	+4.40	18.60	3,450	259.35	0.00	-0.72	-0.90	22.65	—	—	6,125	Neutral
Neutral	1.92 L	−1,400	514	30.22	0.13	-1.15	+3.00	14.10	3,500	310.00	-51.40	-1.58	-0.84	34.91	1	+175	42,000	Neutral
Neutral	14,700	—	8	29.78	0.09	-0.86	+0.90	8.85	3,550	210.00	0.00	—	—	—	—	—	175	Neutral
Short covering	97,300	−7,875	137	31.80	0.07	-0.81	+1.25	7.70	3,600	389.30	-64.90	-0.24	-0.98	23.68	10	−175	89,775	Neutral
Long buildup	6,125	+525	13	32.38	0.05	-0.65	+0.30	5.55	3,650	·	·	·	·	·	·	·	·	·
Short covering	23,450	−3,850	38	33.88	0.05	-0.59	+0.60	4.65	3,700	270.15	0.00	—	—	—	—	—	6,300	Neutral
Neutral	875	—	—	31.71	0.02	-0.32	0.00	5.00	3,750	279.55	0.00	—	—	—	—	—	175	Neutral
Neutral	11,375	—	—	31.66	0.02	-0.22	0.00	4.65	3,800	340.00	0.00	—	—	—	—	—	525	Neutral
Short buildup	3,325	+525	28	37.30	0.02	-0.38	-1.50	2.50	3,850	·	·	·	·	·	·	·	·	·
Neutral	6,825	—	—	31.55	0.01	-0.10	0.00	2.65	3,900	733.85	0.00	—	—	—	—	—	1,225	Neutral
Neutral	1,400	—	—	31.58	0.00	-0.06	0.00	3.20	3,950	634.00	0.00	—	—	—	—	—	1,225	Neutral
Neutral	14,350	—	4	41.74	0.02	-0.31	+0.25	1.80	4,000	651.15	0.00	—	—	—	—	—	1,925	Neutral
Long unwinding	12,250	−175	9	39.14	0.01	-0.11	-1.00	0.50	4,100	812.00	0.00	—	—	—	—	—	1,050	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 0.13% (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.