ULTRACEMCO option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 50
Spot
11,385.43
Future
11,475.00
Forward
11,475.00
PCR (OI)
—
Puts 150 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
10,600
strike with least total payout to holders
Highest OI
— CE · 10,400 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 31.14 | 0.00 | 1,776.00 | 9,600 | 77.80 | 0.00 | 22.53 | — | — | Neutral | ||||||
| Neutral | — | — | 28.44 | 0.00 | 1,446.15 | 10,000 | 141.75 | 0.00 | 22.44 | — | — | Neutral | ||||||
| Neutral | — | — | 27.47 | 0.00 | 1,292.80 | 10,200 | 185.35 | 0.00 | 22.39 | — | — | Neutral | ||||||
| Neutral | — | — | 26.69 | 0.00 | 1,148.55 | 10,400 | 155.95 | 0.00 | 22.33 | — | 100 | Neutral | ||||||
| Neutral | — | — | 26.08 | 0.00 | 1,013.00 | 10,600 | 190.00 | 0.00 | 22.25 | — | 50 | Neutral | ||||||
| Neutral | — | — | 25.60 | 0.00 | 887.90 | 10,800 | 371.15 | 0.00 | 22.17 | — | — | Neutral | ||||||
| Neutral | — | — | 25.22 | 0.00 | 773.00 | 11,000 | 453.15 | 0.00 | 22.07 | — | — | Neutral | ||||||
| Neutral | — | — | 24.92 | 0.00 | 668.40 | 11,200 | 545.50 | 0.00 | 21.96 | — | — | Neutral | ||||||
| Neutral | — | — | 24.68 | 0.00 | 574.00 | 11,400 | 648.00 | 0.00 | 21.82 | — | — | Neutral | ||||||
| Neutral | — | — | 24.49 | 0.00 | 489.65 | 11,600 | 760.55 | 0.00 | 21.66 | — | — | Neutral | ||||||
| Neutral | — | — | 24.33 | 0.00 | 414.90 | 11,800 | 882.70 | 0.00 | 21.47 | — | — | Neutral | ||||||
| Neutral | — | — | 24.20 | 0.00 | 349.20 | 12,000 | 1,013.95 | 0.00 | 21.22 | — | — | Neutral | ||||||
| Neutral | — | — | 24.09 | 0.00 | 292.00 | 12,200 | 1,153.65 | 0.00 | 20.92 | — | — | Neutral | ||||||
| Neutral | — | — | 24.00 | 0.00 | 243.20 | 12,400 | 1,301.75 | 0.00 | 20.53 | — | — | Neutral | ||||||
| Neutral | — | — | 23.85 | 0.00 | 164.60 | 12,800 | 1,617.00 | 0.00 | 19.32 | — | — | 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.