SYRMA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 325
Spot
1,512.06
Future
1,506.80
Forward
1,508.08
PCR (OI)
0.36
Puts 6.14 L / Calls 17.03 L
PCR (volume)
0.47
Puts 9,950 / Calls 21,381
Max pain
1,560
strike with least total payout to holders
Highest OI
1,600 CE · 1,500 PE
ΔOI calls +9.80 L · puts +2.64 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,280 | 9.30 | +4.75 | 54.89 | +15,925 | 18,525 | Long buildup | |||
| — | — | 59.54 | — | 241.25 | 1,300 | 11.10 | — | 53.72 | +16,900 | 16,900 | ||||||||
| Neutral | — | — | 57.89 | 0.00 | 322.15 | 1,320 | 12.70 | +5.80 | 51.87 | +28,600 | 35,100 | Long buildup | ||||||
| — | — | 56.48 | — | 208.90 | 1,340 | 23.05 | — | 45.93 | — | — | ||||||||
| Neutral | — | — | 55.29 | 0.00 | 193.55 | 1,360 | 10.35 | +1.55 | 40.68 | −650 | 1,300 | Short covering | ||||||
| Neutral | — | — | 54.30 | 0.00 | 178.90 | 1,380 | 32.85 | 0.00 | 45.70 | — | — | Neutral | ||||||
| Neutral | 325 | — | 53.46 | 0.00 | 280.00 | 1,400 | 28.30 | +16.65 | 49.98 | +85,800 | 1.10 L | Long buildup | ||||||
| Neutral | — | — | 52.76 | 0.00 | 151.30 | 1,420 | 31.65 | +22.55 | 47.69 | +3,250 | 4,225 | Long buildup | ||||||
| Neutral | — | — | 52.17 | 0.00 | 138.55 | 1,440 | 52.25 | 0.00 | 45.27 | — | — | Neutral | ||||||
| Short buildup | 650 | +650 | 52.02 | -26.55 | 100.00 | 1,460 | 46.70 | +37.35 | 48.07 | +1,950 | 5,525 | Long buildup | ||||||
| Neutral | — | — | 51.26 | 0.00 | 115.20 | 1,480 | 54.75 | +31.75 | 47.63 | +13,325 | 14,950 | Long buildup | ||||||
| Short buildup | 8,125 | +8,125 | 45.64 | -35.00 | 69.55 | 1,500 | 64.85 | +36.30 | 47.99 | +17,550 | 1.46 L | Long buildup | ||||||
| Short buildup | 17,225 | +16,900 | 46.68 | -118.40 | 61.60 | 1,520 | 72.75 | +33.30 | 46.17 | +6,500 | 6,825 | Long buildup | ||||||
| Short buildup | 1.01 L | +96,525 | 46.51 | -97.15 | 52.85 | 1,540 | 85.40 | +51.40 | 47.03 | +16,250 | 16,575 | Long buildup | ||||||
| Short buildup | 99,775 | +96,200 | 45.87 | -110.85 | 44.35 | 1,560 | 96.10 | +47.20 | 45.87 | +51,675 | 63,700 | Long buildup | ||||||
| Short buildup | 78,975 | +66,625 | 45.92 | -80.05 | 37.70 | 1,580 | 110.95 | +52.55 | 47.08 | +17,875 | 27,950 | Long buildup | ||||||
| Short buildup | 3.78 L | +3.04 L | 45.42 | -71.05 | 31.15 | 1,600 | 125.20 | +62.70 | 47.31 | +6,500 | 69,875 | Long buildup | ||||||
| Short buildup | 63,700 | +43,550 | 46.09 | -66.75 | 26.85 | 1,620 | 130.85 | +59.00 | 39.62 | — | 12,675 | Neutral | ||||||
| Short buildup | 1.01 L | +56,875 | 45.80 | -60.80 | 22.05 | 1,640 | 156.00 | +75.95 | 47.97 | −14,625 | 32,175 | Short covering | ||||||
| Short buildup | 85,150 | +45,175 | 46.25 | -55.80 | 18.70 | 1,660 | 175.20 | +82.85 | 50.98 | −4,225 | 12,675 | Short covering | ||||||
| Short buildup | 88,075 | +26,650 | 46.71 | -49.45 | 15.85 | 1,680 | 172.10 | +74.85 | 22.59 | +975 | 6,500 | Long buildup | ||||||
| Short buildup | 3.25 L | +2.08 L | 46.63 | -44.45 | 12.95 | 1,700 | 200.00 | +85.85 | 41.32 | — | 7,800 | Neutral | ||||||
| Short buildup | 41,275 | +11,700 | 47.30 | -38.95 | 11.10 | 1,720 | 120.60 | 0.00 | 35.28 | — | 3,575 | Neutral | ||||||
| Short buildup | 6,500 | +6,500 | 47.94 | -16.65 | 9.50 | 1,740 | 133.20 | 0.00 | 31.06 | — | 325 | Neutral | ||||||
| Short buildup | 47,775 | +11,050 | 48.20 | -29.55 | 7.90 | 1,760 | 255.10 | 0.00 | — | — | — | Neutral | ||||||
| Long unwinding | 6,500 | −1,625 | 48.62 | -29.30 | 6.65 | 1,780 | 272.10 | 0.00 | — | — | — | Neutral | ||||||
| Long unwinding | 1.45 L | −7,475 | 49.24 | -22.45 | 5.70 | 1,800 | 289.45 | 0.00 | — | — | — | Neutral | ||||||
| Long unwinding | 3,575 | −1,950 | 50.62 | -16.75 | 5.25 | 1,820 | 307.10 | 0.00 | — | — | — | Neutral | ||||||
| Long unwinding | 7,475 | −12,025 | 54.01 | -14.70 | 5.80 | 1,840 | 324.95 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 79,300 | +2,925 | 51.93 | -13.85 | 3.95 | 1,860 | 343.10 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 7,150 | +4,225 | 52.47 | -14.05 | 3.40 | 1,880 | 361.45 | 0.00 | — | — | — | Neutral | ||||||
| Long unwinding | 12,350 | −2,600 | 54.15 | -8.15 | 2.70 | 1,920 | 398.70 | 0.00 | — | — | — | 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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.