ULTRACEMCO option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 50
Spot
11,385.43
Future
11,354.00
Forward
11,344.77
PCR (OI)
0.71
Puts 3.45 L / Calls 4.83 L
PCR (volume)
0.40
Puts 9,350 / Calls 23,466
Max pain
11,100
strike with least total payout to holders
Highest OI
11,500 CE · 10,000 PE
ΔOI calls +21,000 · puts +19,100
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 8,800 | 4.30 | +0.65 | 46.45 | +50 | 900 | Long buildup | |||
| · | · | · | · | · | · | · | · | · | 9,000 | 3.55 | -1.65 | 41.74 | — | 2,700 | Neutral | |||
| Neutral | 450 | — | 65.58 | 0.00 | 1,621.00 | 9,300 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 150 | — | 62.91 | 0.00 | 1,537.15 | 9,400 | 6.85 | 0.00 | 22.29 | — | 850 | Neutral | ||||||
| Neutral | 450 | — | 60.24 | 0.00 | 1,447.15 | 9,500 | 6.80 | 0.00 | 22.15 | — | 250 | Neutral | ||||||
| Neutral | — | — | 57.59 | 0.00 | 2,131.25 | 9,600 | 8.25 | -0.25 | 35.44 | −1,350 | 1,400 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 9,700 | 5.60 | -3.40 | 31.59 | −200 | 2,300 | Long unwinding | |||
| Neutral | — | — | 52.36 | 0.00 | 1,953.55 | 9,800 | 6.00 | -8.00 | 30.12 | −450 | 1,300 | Long unwinding | ||||||
| Neutral | — | — | 49.78 | 0.00 | 1,122.65 | 9,900 | 13.90 | 0.00 | 22.07 | — | 1,500 | Neutral | ||||||
| Neutral | — | — | 47.25 | 0.00 | 1,781.30 | 10,000 | 7.25 | -6.80 | 27.36 | −350 | 50,400 | Neutral | ||||||
| Neutral | 50 | — | 44.78 | 0.00 | 698.60 | 10,100 | 8.45 | -8.95 | 26.21 | — | 42,300 | Neutral | ||||||
| Neutral | 50 | — | 42.40 | 0.00 | 622.85 | 10,200 | 10.60 | -12.00 | 25.37 | −1,000 | 5,550 | Long unwinding | ||||||
| Neutral | 150 | — | 40.13 | 0.00 | 907.25 | 10,300 | 15.05 | -15.30 | 25.15 | −150 | 13,250 | Long unwinding | ||||||
| Neutral | — | — | 38.00 | 0.00 | 1,456.80 | 10,400 | 16.95 | -22.45 | 23.73 | +350 | 12,450 | Short buildup | ||||||
| Neutral | 1,100 | — | 26.70 | +169.80 | 880.00 | 10,500 | 21.25 | -30.35 | 22.84 | −6,500 | 32,250 | Long unwinding | ||||||
| Neutral | 250 | — | 34.28 | 0.00 | 531.55 | 10,600 | 29.40 | -35.40 | 22.52 | −750 | 7,700 | Long unwinding | ||||||
| Short covering | 3,650 | −100 | 19.44 | +120.25 | 668.00 | 10,700 | 36.30 | -44.85 | 21.51 | +1,500 | 10,100 | Short buildup | ||||||
| Neutral | 11,500 | −100 | 19.00 | +158.60 | 578.60 | 10,800 | 49.65 | -54.00 | 21.20 | −3,700 | 9,700 | Long unwinding | ||||||
| Short covering | 8,300 | −200 | 15.03 | +121.25 | 470.00 | 10,900 | 64.95 | -75.65 | 20.63 | −4,300 | 7,050 | Long unwinding | ||||||
| Short covering | 65,200 | −1,950 | 20.12 | +145.50 | 428.35 | 11,000 | 86.95 | -89.05 | 20.36 | +3,850 | 36,000 | Short buildup | ||||||
| Short covering | 25,050 | −4,650 | 19.79 | +129.40 | 355.60 | 11,100 | 114.15 | -104.10 | 20.04 | +1,400 | 27,050 | Short buildup | ||||||
| Short covering | 27,450 | −2,200 | 19.79 | +113.55 | 292.50 | 11,200 | 147.85 | -121.55 | 19.75 | +9,400 | 21,000 | Short buildup | ||||||
| Long buildup | 29,750 | +13,200 | 19.55 | +94.05 | 234.05 | 11,300 | 188.85 | -132.15 | 19.49 | +12,600 | 20,250 | Short buildup | ||||||
| Short covering | 8,500 | −200 | 19.40 | +79.50 | 183.90 | 11,400 | 240.35 | -84.00 | 19.53 | +6,200 | 10,050 | Short buildup | ||||||
| Neutral | 77,000 | +550 | 19.37 | +63.55 | 142.50 | 11,500 | 297.15 | -156.95 | 19.37 | +1,950 | 8,750 | Short buildup | ||||||
| Long buildup | 20,200 | +5,400 | 19.22 | +49.40 | 107.05 | 11,600 | 371.00 | -162.50 | 20.21 | — | 1,900 | Neutral | ||||||
| Short covering | 16,750 | −750 | 19.31 | +39.15 | 80.50 | 11,700 | 477.45 | -86.85 | 24.00 | +50 | 1,050 | Short buildup | ||||||
| Long buildup | 19,800 | +7,000 | 19.30 | +28.10 | 58.70 | 11,800 | 602.20 | 0.00 | 15.56 | — | 250 | Neutral | ||||||
| Long buildup | 13,300 | +2,250 | 19.51 | +19.60 | 43.35 | 11,900 | 1,110.25 | 0.00 | 12.41 | — | — | Neutral | ||||||
| Long buildup | 56,750 | +4,250 | 19.69 | +14.25 | 31.50 | 12,000 | 690.00 | -177.45 | 20.70 | +100 | 11,300 | Neutral | ||||||
| Short covering | 20,950 | −350 | 19.70 | +10.20 | 21.90 | 12,100 | 1,273.60 | 0.00 | — | — | — | Neutral | ||||||
| Short covering | 34,350 | −1,450 | 19.88 | +7.30 | 15.50 | 12,200 | 951.00 | -59.00 | 34.19 | +400 | 800 | Short buildup | ||||||
| Neutral | — | — | 24.66 | 0.00 | 82.55 | 12,300 | 1,444.35 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | 32,750 | +200 | 20.05 | +2.30 | 7.15 | 12,400 | 1,047.05 | 0.00 | — | — | — | Neutral | ||||||
| Short covering | 8,500 | −300 | 21.77 | +0.65 | 5.15 | 12,600 | 1,425.00 | 0.00 | — | — | 4,700 | Neutral | ||||||
| Long buildup | 600 | +400 | 23.09 | +0.95 | 3.45 | 12,800 | 1,332.95 | 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 6.5% (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.