haylaavo

SYRMA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 325

Spot
1,512.06
Future
1,505.40
Forward
1,505.40
PCR (OI)
0.78
Puts 15,925 / Calls 20,475
PCR (volume)
—
Puts — / Calls —
Max pain
1,720
strike with least total payout to holders
Highest OI
1,720 CE · 1,720 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
05,52511,0501,3201,4001,4801,5601,64011,0508,4501,7201,8001,920
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
——56.28—288.601,32068.60—44.66——
Neutral——55.230.00263.051,36082.450.0044.43——Neutral
Neutral——54.360.00239.201,40098.000.0044.18——Neutral
Neutral——53.640.00216.951,440115.100.0043.88——Neutral
Neutral——53.030.00196.251,480133.800.0043.56——Neutral
Neutral——52.510.00177.101,520154.000.0043.19——Neutral
Neutral——52.080.00159.451,560175.750.0042.77——Neutral
Neutral——51.700.00143.201,600198.900.0042.28——Neutral
Neutral650—51.380.00137.101,640223.450.0041.72——Neutral
Neutral8,775—51.100.00127.001,680118.950.0041.06—5,850Neutral
Neutral11,050—50.860.00110.001,720145.000.0040.29—8,450Neutral
Neutral——50.650.0091.351,760160.500.0039.36—1,625Neutral
Neutral——50.460.0081.301,800333.950.0038.21——Neutral
Neutral——50.290.0072.251,840364.250.0036.75——Neutral
Neutral——50.000.0056.801,920427.550.0031.81——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 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.