SUZLON option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 12700
Spot
35.25
Future
35.57
Forward
35.66
PCR (OI)
0.29
Puts 26.67 L / Calls 91.44 L
PCR (volume)
0.41
Puts 130 / Calls 315
Max pain
35
strike with least total payout to holders
Highest OI
40 CE · 30 PE
ΔOI calls +88,900 · puts +7.24 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 24.23 | 0.00 | 12.06 | 28 | 0.11 | 0.00 | 38.24 | — | 25,400 | Neutral | ||||||
| Long buildup | 38,100 | +12,700 | 43.24 | +1.53 | 6.07 | 30 | 0.48 | -0.31 | 44.16 | +2.16 L | 10.16 L | Short buildup | ||||||
| Neutral | — | — | 35.42 | 0.00 | 6.76 | 31 | 0.50 | 0.00 | 38.35 | — | — | Neutral | ||||||
| Neutral | — | — | 36.10 | 0.00 | 8.57 | 32 | 0.86 | -0.53 | 42.00 | +1.27 L | 5.08 L | Short buildup | ||||||
| Long buildup | 1.27 L | +76,200 | 41.06 | +1.07 | 3.77 | 33 | 1.13 | -0.68 | 41.06 | +25,400 | 1.02 L | Short buildup | ||||||
| Short covering | 25,400 | −25,400 | 37.49 | +0.84 | 2.97 | 34 | 1.50 | -0.72 | 40.91 | +12,700 | 1.65 L | Short buildup | ||||||
| Long buildup | 5.84 L | +1.52 L | 40.87 | +0.93 | 2.60 | 35 | 1.90 | -1.18 | 40.04 | +1.78 L | 1.91 L | Short buildup | ||||||
| Long buildup | 3.43 L | +12,700 | 40.43 | +0.69 | 2.10 | 36 | 2.50 | +0.61 | 41.53 | +76,200 | 2.79 L | Long buildup | ||||||
| Neutral | 50,800 | — | 37.31 | 0.00 | 1.12 | 37 | 2.52 | 0.00 | 38.92 | — | — | Neutral | ||||||
| Short covering | 4.32 L | −63,500 | 39.53 | +0.42 | 1.30 | 38 | 1.15 | 0.00 | 38.88 | — | 38,100 | Neutral | ||||||
| Neutral | 12,700 | — | 37.34 | 0.00 | 0.70 | 39 | 3.66 | 0.00 | 39.04 | — | — | Neutral | ||||||
| Short covering | 34.16 L | −1.91 L | 41.80 | +0.34 | 0.89 | 40 | 5.20 | -1.54 | 41.79 | +88,900 | 2.92 L | Short buildup | ||||||
| Neutral | 12,700 | — | 37.45 | 0.00 | 0.50 | 41 | 5.01 | 0.00 | 39.66 | — | — | Neutral | ||||||
| Neutral | 13.21 L | −12,700 | 42.15 | +0.19 | 0.55 | 42 | 4.53 | 0.00 | 39.78 | — | — | Neutral | ||||||
| Short covering | 5.59 L | −25,400 | 43.12 | +0.12 | 0.35 | 44 | 9.40 | 0.00 | 40.51 | — | 50,800 | Neutral | ||||||
| Short covering | 9.53 L | −12,700 | 45.28 | +0.09 | 0.25 | 46 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 12.70 L | +1.65 L | 46.04 | +0.04 | 0.16 | 48 | · | · | · | · | · | · | · | · | · | |||
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.