haylaavo

UNITDSPR option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 400

Spot
1,346.20
Future
1,359.20
Forward
1,359.20
PCR (OI)
0.50
Puts 26,400 / Calls 53,200
PCR (volume)
0.85
Puts 44 / Calls 52
Max pain
1,040
strike with least total payout to holders
Highest OI
1,040 CE · 1,480 PE
ΔOI calls +13,200 · puts +11,600
Open interest by strike
CallsPuts│ ATM┊ Max pain
011,40022,80022,8001,0401,1201,1801,2401,3001,3601,4208,4001,480
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral22,800—34.200.00302.801,0402.000.0026.11—7,600Neutral
Neutral——30.430.00302.001,0806.000.0026.21——Neutral
Neutral——29.070.00189.551,1007.000.0026.20—400Neutral
Neutral——28.100.00265.251,1205.800.0026.19——Neutral
Neutral——27.390.00155.951,14013.600.0026.21——Neutral
Neutral——26.940.00229.951,1609.950.0026.23——Neutral
Neutral——26.640.00125.401,18022.650.0026.24——Neutral
Neutral——26.440.00196.601,2008.75-0.0527.70+1,6005,200Short buildup
Neutral400—26.310.0098.301,22035.050.0026.26——Neutral
Neutral——26.230.00165.601,24024.450.0026.28——Neutral
Neutral——26.170.0075.101,26051.450.0026.30——Neutral
Neutral——26.130.00137.401,28035.350.0026.32—400Neutral
Short buildup5,200+1,60020.63-4.6077.901,30029.50+1.5026.03+1,6004,400Long buildup
Neutral——26.090.00112.201,32049.850.0026.39——Neutral
Neutral800—19.99+2.0052.001,34096.050.0026.42——Neutral
Neutral——26.070.0090.201,36067.300.0026.47——Neutral
Neutral——26.070.0028.651,380123.700.0026.53——Neutral
Short buildup8,800+80020.85-1.6027.401,40087.850.0026.60——Neutral
Neutral——26.060.0019.801,420154.400.0026.69——Neutral
Neutral1,200—26.060.007.001,440111.500.0026.80——Neutral
Neutral——26.060.0013.301,460187.500.0026.93——Neutral
Short buildup10,800+10,80022.50-31.4511.201,480137.90-0.0527.63+8,4008,400Short buildup
Neutral3,200—26.050.006.751,520167.050.0027.55——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 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.