haylaavo

TRENT option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 225

Spot
3,046.38
Future
3,050.80
Forward
3,050.47
PCR (OI)
0.78
Puts 30.33 L / Calls 38.94 L
PCR (volume)
0.64
Puts 22,289 / Calls 35,080
Max pain
3,000
strike with least total payout to holders
Highest OI
3,100 CE · 3,000 PE
ΔOI calls −1.19 L · puts −2.83 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
03.1 L6.2 L2,3002,4502,6002,7502,9005.1 L3,0506.2 L3,2003,350
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········2,2001.10-0.1557.77+5,40028,800Short buildup
·········2,3001.20-0.2551.26−1,57520,475Long unwinding
Neutral3,375—60.210.00512.852,3501.50+0.1049.23−2256,300Short covering
Neutral225—56.390.00390.002,4001.80+0.0546.92−3,82583,025Short covering
Long buildup1,800+45050.99+116.75603.902,4501.90-0.3543.73−90013,950Long unwinding
Neutral450—49.480.00553.602,5002.60-0.0542.23−2,9251.92 LLong unwinding
Neutral225—46.580.00201.402,5502.90-0.2539.32−6,30029,475Long unwinding
Neutral38,925—44.170.00268.002,6003.55-0.3536.99−15,3001.76 LLong unwinding
Neutral13,950—42.260.00393.252,6504.60-0.4534.99−4,27561,650Long unwinding
Neutral65,925——-23.60325.002,7006.00-0.6032.96−14,6252.65 LLong unwinding
Short covering50,625−3,37534.00+13.30311.152,7508.10-1.0031.12−15,75096,525Long unwinding
Neutral2.16 L−1,35029.88+8.95261.702,80011.75-1.2029.82−32,8503.16 LLong unwinding
Short covering1.83 L−3,15027.90+9.35215.902,85017.10-1.6028.60−42,9752.52 LLong unwinding
Short covering2.70 L−36,67527.29+10.05174.602,90025.30-2.1027.68−29,2502.83 LLong unwinding
Long buildup1.10 L+11,47526.92+9.35137.352,95037.40-2.0527.03−11,4751.12 LLong unwinding
Short covering4.88 L−76,72526.44+7.30104.153,00053.80-4.9526.44−1.06 L5.08 LLong unwinding
Short covering4.03 L−30,15026.35+6.2576.953,05075.80-6.8526.12−2,7003.08 LNeutral
Short covering6.23 L−53,55026.39+4.3055.253,100104.75-6.7026.42+1,1251.81 LNeutral
Short covering1.29 L−22,95026.61+3.1538.853,150136.75-10.7026.07−1,57542,975Long unwinding
Long buildup5.32 L+1.70 L27.16+1.9527.353,200173.60-12.6525.86+67527,900Short buildup
Short covering1.18 L−18,90027.69+1.3018.953,250465.000.0034.18—225Neutral
Short covering2.86 L−9,22528.32+0.5013.153,300259.60-9.9526.64+1,35019,350Short buildup
Neutral——36.780.0016.503,350701.750.0032.93——Neutral
Long unwinding3.61 L−45,00030.34-0.507.003,400351.50-14.6025.18+2258,325Short buildup

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 4.11% (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.