SUZLON option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 12700
Spot
35.25
Future
35.41
Forward
35.43
PCR (OI)
0.48
Puts 11.85 Cr / Calls 24.56 Cr
PCR (volume)
0.40
Puts 13,840 / Calls 34,571
Max pain
37
strike with least total payout to holders
Highest OI
40 CE · 30 PE
ΔOI calls −4.46 Cr · puts −1.78 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| — | — | — | — | 19.19 | 28 | 0.08 | — | 57.78 | +15.11 L | 15.11 L | ||||||||
| Long buildup | 7.24 L | +25,400 | 46.44 | +1.68 | 5.52 | 30 | 0.13 | -0.15 | 48.51 | −21.21 L | 1.51 Cr | Long unwinding | ||||||
| Short buildup | 12,700 | +12,700 | 41.35 | -4.40 | 4.55 | 31 | 0.18 | -0.26 | 44.63 | −9.53 L | 69.60 L | Long unwinding | ||||||
| Short covering | 10.92 L | −25,400 | 41.28 | +1.46 | 3.68 | 32 | 0.28 | -0.41 | 42.18 | −17.14 L | 58.55 L | Long unwinding | ||||||
| Short covering | 77.34 L | −18.29 L | 40.13 | +1.27 | 2.86 | 33 | 0.44 | -0.63 | 40.13 | −26.54 L | 1.35 Cr | Long unwinding | ||||||
| Short covering | 86.49 L | −75.06 L | 38.15 | +0.99 | 2.10 | 34 | 0.69 | -0.90 | 38.57 | +8.64 L | 1.00 Cr | Short buildup | ||||||
| Short covering | 1.21 Cr | −1.60 Cr | 37.98 | +0.74 | 1.50 | 35 | 1.08 | -1.17 | 38.14 | +33.27 L | 1.27 Cr | Short buildup | ||||||
| Short covering | 1.31 Cr | −73.41 L | 38.63 | +0.53 | 1.05 | 36 | 1.61 | -1.39 | 38.27 | +7.11 L | 56.90 L | Short buildup | ||||||
| Short covering | 2.21 Cr | −38.48 L | 39.47 | +0.36 | 0.72 | 37 | 2.28 | -1.45 | 39.16 | +5.46 L | 1.08 Cr | Short buildup | ||||||
| Short covering | 2.33 Cr | −22.10 L | 41.27 | +0.25 | 0.51 | 38 | 3.06 | -1.65 | 40.65 | +25,400 | 1.06 Cr | Neutral | ||||||
| Short covering | 1.55 Cr | −21.34 L | 42.92 | +0.18 | 0.36 | 39 | 3.84 | -1.82 | 39.08 | +12,700 | 28.45 L | Neutral | ||||||
| Short covering | 5.49 Cr | −69.22 L | 45.29 | +0.13 | 0.27 | 40 | 4.72 | -1.86 | 38.87 | +50,800 | 47.88 L | Short buildup | ||||||
| Long buildup | 91.19 L | +9.14 L | 46.58 | +0.08 | 0.19 | 41 | 5.76 | -1.73 | 47.29 | −25,400 | 18.92 L | Long unwinding | ||||||
| Short covering | 1.35 Cr | −2.29 L | 48.31 | +0.06 | 0.14 | 42 | 6.80 | -1.40 | 55.50 | −38,100 | 12.19 L | Long unwinding | ||||||
| Long buildup | 82.42 L | +2.92 L | 49.55 | +0.04 | 0.10 | 43 | 6.25 | 0.00 | 46.96 | — | 6.10 L | Neutral | ||||||
| Short covering | 61.85 L | −88,900 | 51.78 | +0.03 | 0.08 | 44 | 8.60 | -1.69 | 47.44 | −63,500 | 8.13 L | Long unwinding | ||||||
| Short covering | 1.08 Cr | −32.26 L | 53.21 | +0.02 | 0.06 | 45 | 10.20 | -1.05 | 93.49 | −25,400 | 28.45 L | Neutral | ||||||
| Long buildup | 55.12 L | +3.68 L | 57.14 | +0.03 | 0.06 | 46 | 12.10 | 0.00 | 56.17 | — | 24.38 L | Neutral | ||||||
| Long buildup | 48.39 L | +63,500 | 60.67 | +0.01 | 0.04 | 48 | 11.46 | 0.00 | 62.64 | — | 15.24 L | Neutral | ||||||
| Neutral | 2.28 Cr | +36.83 L | 61.36 | 0.00 | 0.02 | 50 | 15.02 | -1.13 | 109.39 | −12,700 | 35.31 L | Neutral | ||||||
| Long buildup | 25.53 L | +11.05 L | 67.27 | +0.01 | 0.02 | 52 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 3.56 L | — | 67.36 | 0.00 | 0.01 | 54 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 25.53 L | +2.41 L | 72.39 | 0.00 | 0.01 | 56 | 20.12 | -2.24 | — | +3.81 L | 32.00 L | Short buildup | ||||||
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 4.57% (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.