haylaavo

SUZLON option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 12700

Spot
35.25
Future
35.71
Forward
35.71
PCR (OI)
0.03
Puts 12,700 / Calls 4.57 L
PCR (volume)
0.00
Puts — / Calls 7
Max pain
30
strike with least total payout to holders
Highest OI
40 CE · 30 PE
ΔOI calls +25,400 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.9 L3.8 L2412,7003034383.8 L42
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
——29.01—13.34240.05—38.52——
Neutral——37.590.009.65280.290.0037.97——Neutral
Neutral——37.650.007.96301.300.0037.91—12,700Neutral
Neutral——37.910.006.44321.020.0037.94——Neutral
Neutral76,200—37.990.002.62341.650.0037.86——Neutral
Neutral——37.910.003.94362.470.0037.81——Neutral
Neutral——38.040.003.00383.490.0037.79——Neutral
Long buildup3.81 L+25,40041.25+0.431.30404.700.0037.64——Neutral
Neutral——37.940.001.64426.070.0037.45——Neutral
Neutral——38.070.001.19447.590.0037.21——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 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.