ULTRACEMCO option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 50
Spot
11,385.43
Future
11,427.00
Forward
11,427.00
PCR (OI)
1.41
Puts 9,300 / Calls 6,600
PCR (volume)
0.86
Puts 24 / Calls 28
Max pain
11,300
strike with least total payout to holders
Highest OI
11,500 CE · 11,000 PE
ΔOI calls +1,150 · puts +300
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 37.64 | 0.00 | 1,654.15 | 9,400 | 87.45 | 0.00 | 22.54 | — | — | Neutral | ||||||
| Neutral | — | — | 35.06 | 0.00 | 1,488.75 | 9,600 | 119.10 | 0.00 | 22.49 | — | — | Neutral | ||||||
| Neutral | — | — | 32.77 | 0.00 | 1,331.15 | 9,800 | 158.55 | 0.00 | 22.44 | — | — | Neutral | ||||||
| — | — | 31.75 | — | 1,434.20 | 9,900 | 76.95 | — | 22.41 | — | — | ||||||||
| Neutral | — | — | 30.82 | 0.00 | 1,182.55 | 10,000 | 150.00 | 0.00 | 22.38 | — | 50 | Neutral | ||||||
| Neutral | — | — | 29.98 | 0.00 | 1,268.40 | 10,100 | 75.30 | 0.00 | 22.35 | — | 150 | Neutral | ||||||
| Neutral | — | — | 29.22 | 0.00 | 1,042.50 | 10,200 | 79.40 | 0.00 | 22.31 | — | 450 | Neutral | ||||||
| Neutral | — | — | 28.55 | 0.00 | 1,111.60 | 10,300 | 93.60 | 0.00 | 22.28 | — | 1,850 | Neutral | ||||||
| Neutral | — | — | 27.96 | 0.00 | 913.05 | 10,400 | 78.00 | -32.00 | 23.18 | — | 100 | Neutral | ||||||
| Neutral | — | — | 27.44 | 0.00 | 965.30 | 10,500 | 78.85 | -53.20 | 21.65 | +300 | 1,250 | Short buildup | ||||||
| Neutral | 50 | — | 26.99 | 0.00 | 809.20 | 10,600 | 181.35 | 0.00 | 22.14 | — | 150 | Neutral | ||||||
| Neutral | 100 | — | 26.59 | 0.00 | 751.55 | 10,700 | 263.60 | 0.00 | 22.09 | — | — | Neutral | ||||||
| Neutral | 50 | — | 26.25 | 0.00 | 500.00 | 10,800 | 245.00 | 0.00 | 22.03 | — | 50 | Neutral | ||||||
| Neutral | 100 | — | 25.95 | 0.00 | 608.35 | 10,900 | 247.90 | 0.00 | 21.96 | — | 100 | Neutral | ||||||
| Long buildup | 150 | +50 | 19.93 | +142.55 | 600.00 | 11,000 | 177.65 | -93.45 | 19.95 | — | 4,350 | Neutral | ||||||
| Neutral | 100 | — | 25.46 | 0.00 | 486.95 | 11,100 | 347.05 | 0.00 | 21.81 | — | 50 | Neutral | ||||||
| Neutral | 50 | — | 25.25 | 0.00 | 266.80 | 11,200 | 350.00 | 0.00 | 21.72 | — | 50 | Neutral | ||||||
| Neutral | 600 | — | 25.08 | 0.00 | 373.50 | 11,300 | 523.55 | 0.00 | 21.63 | — | — | Neutral | ||||||
| Neutral | 350 | — | 24.92 | 0.00 | 328.50 | 11,400 | 826.70 | 0.00 | 21.52 | — | — | Neutral | ||||||
| Long buildup | 1,800 | +1,100 | 19.01 | +48.30 | 305.05 | 11,500 | 573.05 | 0.00 | 21.39 | — | 50 | Neutral | ||||||
| Neutral | — | — | 24.66 | 0.00 | 354.70 | 11,600 | 639.60 | 0.00 | 21.25 | — | 50 | Neutral | ||||||
| Neutral | 1,650 | — | 24.56 | 0.00 | 223.40 | 11,700 | 657.65 | 0.00 | 21.10 | — | 50 | Neutral | ||||||
| Neutral | 1,600 | — | 24.46 | 0.00 | 170.00 | 11,800 | 1,093.70 | 0.00 | 20.92 | — | — | Neutral | ||||||
| Neutral | — | — | 24.37 | 0.00 | 270.15 | 11,900 | 792.10 | 0.00 | 20.71 | — | 50 | Neutral | ||||||
| Neutral | — | — | 24.30 | 0.00 | 245.25 | 12,000 | 848.60 | 0.00 | 20.47 | — | 500 | Neutral | ||||||
| Neutral | — | — | 24.23 | 0.00 | 216.60 | 12,100 | 1,035.55 | 0.00 | 20.18 | — | — | Neutral | ||||||
| Neutral | — | — | 24.16 | 0.00 | 201.45 | 12,200 | 1,393.70 | 0.00 | 19.85 | — | — | Neutral | ||||||
| Neutral | — | — | 24.10 | 0.00 | 171.35 | 12,300 | 1,188.15 | 0.00 | 19.44 | — | — | Neutral | ||||||
| Neutral | — | — | 24.05 | 0.00 | 164.60 | 12,400 | 1,553.95 | 0.00 | 18.94 | — | — | Neutral | ||||||
| Neutral | — | — | 23.96 | 0.00 | 133.65 | 12,600 | 1,720.05 | 0.00 | 17.44 | — | — | Neutral | ||||||
| Neutral | — | — | 23.88 | 0.00 | 107.80 | 12,800 | 1,891.30 | 0.00 | 13.62 | — | — | 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 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.