haylaavo

SWIGGY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1825

Spot
177.72
Future
178.11
Forward
178.10
PCR (OI)
0.44
Puts 2.06 Cr / Calls 4.70 Cr
PCR (volume)
0.42
Puts 7,510 / Calls 17,822
Max pain
185
strike with least total payout to holders
Highest OI
200 CE · 180 PE
ΔOI calls +7.63 L · puts −14,600
Open interest by strike
CallsPuts│ ATM┊ Max pain
033.2 L66.4 L14015517026.3 L18566.4 L200215230245
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——55.810.00129.601400.050.0043.61——Neutral
Neutral——51.450.0091.051450.41-0.1951.93−7,3002.01 LLong unwinding
Neutral1,825—48.610.0038.451500.63-0.2249.34−56,5754.89 LLong unwinding
Neutral——46.910.0084.351550.94-0.3146.48−45,6254.73 LLong unwinding
Long buildup1.08 L+23,72543.86+0.8019.451601.47-0.3844.38+2.90 L16.86 LShort buildup
Neutral——45.430.0090.251652.27-0.4342.40—5.04 LNeutral
Long buildup11.92 L+2.23 L40.39+0.6411.491703.44-0.6640.52+1.62 L18.49 LShort buildup
Long buildup14.58 L+2.50 L39.54+0.518.311755.19-0.8139.36−32,85022.54 LLong unwinding
Long buildup66.01 L+5.91 L38.64+0.245.691807.58-1.0238.64−1.35 L26.28 LLong unwinding
Long buildup38.18 L+5.79 L38.75+0.173.8218510.77-1.0339.26−1.77 L12.41 LLong unwinding
Short covering49.38 L−98,55039.48+0.052.5519014.25-1.5538.39−7,30014.64 LNeutral
Long unwinding20.90 L−2.28 L40.57-0.041.7119520.200.0042.78—6.08 LNeutral
Long unwinding66.45 L−2.23 L42.19-0.061.1920022.85-1.6040.54—15.38 LNeutral
Neutral11.95 L—43.57-0.080.8220527.06-2.6934.10−10,95018.12 LNeutral
Long unwinding27.23 L−54,75045.29-0.060.5921032.56-1.0448.49+1,8255.00 LNeutral
Short buildup13.38 L+40,15046.97-0.070.4321538.200.0038.66—2.66 LNeutral
Long unwinding45.97 L−78,47549.46-0.050.3522038.80-3.10—−7,3007.77 LNeutral
Long unwinding10.71 L−63,87550.94-0.040.2622538.450.00——94,900Neutral
Long unwinding16.24 L−73,00054.11-0.060.2423050.41-3.54—−14,6004.51 LLong unwinding
Short buildup4.31 L+10,95054.86-0.030.1723556.60-1.40—+1,82520,075Short buildup
Long unwinding29.57 L−91,25057.29-0.050.1524061.75+7.4054.40−1,8252.17 LNeutral
Long buildup1.88 L+5,47561.14+0.010.1624558.000.00——10,950Neutral
Long unwinding19.14 L−20,07563.81-0.050.1525071.36-2.14—+20,0752.56 LShort buildup
Neutral31,025—50.010.000.2025569.900.00——25,550Neutral
Neutral4.84 L−1,82566.420.000.1026079.50-4.95—+1,8251.26 LShort buildup
Neutral1,825—54.800.000.10265·········
Neutral4.95 L−7,30072.040.000.1027091.70+0.3077.28+1,8251.22 LLong buildup
Neutral1.15 L—71.71+0.020.0727558.400.00——1,825Neutral
Neutral2.50 L—73.02-0.040.0628093.900.00——73,000Neutral
Short buildup38,325+1,82577.91-0.040.06290101.000.00——5,475Neutral
Long unwinding2.41 L−14,60083.97-0.030.07300120.71-1.94—+1,8258.52 LNeutral
Short covering4.33 L−7,30088.51+0.020.07310·········
Neutral7,300—77.670.000.05320138.700.00——43,800Neutral

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 7.03% (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.