haylaavo

UNITDSPR option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 400

Spot
1,346.20
Future
1,345.90
Forward
1,345.22
PCR (OI)
1.11
Puts 23.20 L / Calls 20.95 L
PCR (volume)
0.82
Puts 4,337 / Calls 5,303
Max pain
1,320
strike with least total payout to holders
Highest OI
1,400 CE · 1,200 PE
ΔOI calls +52,400 · puts −1.08 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.9 L3.7 L1,0401,1403.7 L1,2201,3001,3803.1 L1,4601,560
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral400—72.260.00236.451,0400.50-0.0546.88−3,60034,400Long unwinding
Neutral——63.460.00374.001,0800.65-0.1542.24−5,60017,200Long unwinding
Short buildup400+400—-32.50241.551,1000.80-0.1040.34+2,40047,200Short buildup
Neutral——54.910.00447.251,1200.90-0.1037.88−40017,200Long unwinding
Neutral1,200—50.780.00193.351,1401.10-0.1535.87−1,60048,400Long unwinding
Neutral8,400—46.790.00185.301,1601.30-0.3533.61−13,60066,800Long unwinding
Neutral8,800—43.010.00150.001,1801.60-0.4531.54−7,20092,000Long unwinding
Neutral52,000—39.590.00137.351,2002.20-0.6030.07+16,0003.73 LShort buildup
Neutral45,600—18.27-1.25124.751,2203.05-0.7528.63−16,80087,600Long unwinding
Short covering1.35 L−32,80029.82+1.90110.451,2404.30-1.0527.29−74,8001.79 LLong unwinding
Long unwinding78,000−2,80017.31-4.8586.051,2606.25-1.3526.19+3,2002.02 LShort buildup
Long unwinding87,600−1,60022.44-2.1571.601,2809.40-1.6025.52−38,8001.66 LLong unwinding
Long unwinding1.93 L−16,00023.09-1.5556.901,30013.85-1.8524.90+7,6002.63 LShort buildup
Long unwinding92,000−6,00024.51-0.0545.201,32020.00-2.2024.40+7,6001.10 LShort buildup
Long buildup2.17 L+26,00024.50+0.1033.951,34027.95-2.7023.86+14,4001.26 LShort buildup
Short buildup2.08 L+8,80023.61-0.9023.601,36038.30-3.1523.61—14,800Neutral
Short buildup86,400+19,60023.42-0.9516.151,38052.85-1.9025.22+1,60038,800Short buildup
Short buildup3.12 L+79,60023.32-1.1010.651,40067.75-0.2525.85+1,20070,800Short buildup
Short buildup78,400+2,00023.61-0.857.051,42083.750.0021.21—3,600Neutral
Long unwinding1.46 L−18,00024.63-0.255.051,440100.950.0018.68—1,600Neutral
Short buildup61,200+1,60024.99-0.303.301,460132.400.00——7,600Neutral
Short buildup13,600+2,00024.89-0.551.951,480137.500.00——5,200Neutral
Short buildup50,800+1,60026.38-0.151.551,500149.80-7.20——37,200Neutral
Long unwinding22,000−9,20026.98-0.201.051,520181.00-64.8041.05—8,800Neutral
·········1,560211.000.00——6,000Neutral
Long unwinding1.98 L−2,80030.88-0.100.351,600250.00-6.00——2.95 LNeutral

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 9.97% (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.