haylaavo

UNOMINDA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 550

Spot
1,118.68
Future
1,119.20
Forward
1,119.31
PCR (OI)
0.90
Puts 6.01 L / Calls 6.66 L
PCR (volume)
0.28
Puts 1,042 / Calls 3,664
Max pain
1,100
strike with least total payout to holders
Highest OI
1,100 CE · 1,100 PE
ΔOI calls −10,450 · puts +38,500
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.1 L2.1 L9201,0001,0602.1 L1.8 L1,1201,1801,2401,300
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——50.430.00351.659201.25-0.5543.60—3,850Neutral
Neutral——43.670.00315.309602.35-1.8540.16+6,60015,400Short buildup
Neutral——41.100.0096.959803.50-2.6539.20−1,65014,300Long unwinding
Neutral550—39.100.0082.001,0005.20-3.9038.40−2,20064,900Long unwinding
Neutral1,100—37.650.0081.101,0207.65-5.5037.73+1,10024,200Short buildup
Neutral14,850—36.610.0070.001,04010.95-7.3537.01+3,30042,900Short buildup
Neutral23,100—35.880.0059.001,06015.40-9.6536.38+5501.68 LNeutral
Short covering16,500−55035.29+18.3060.001,08021.55-12.1536.15+2,20053,900Short buildup
Short covering2.14 L−47,30035.85+15.6048.451,10029.15-14.5035.84+23,6501.77 LShort buildup
Neutral1.70 L+1,65035.73+12.8537.901,12038.60-14.8535.74+4,95014,850Short buildup
Long buildup62,700+15,40035.90+11.0029.301,14090.000.0031.50—1,100Neutral
Long buildup12,100+7,15035.81+8.4522.001,16095.500.0031.08—2,750Neutral
Long buildup11,000+2,75036.05+6.7516.451,180125.000.0030.48—5,500Neutral
Long buildup56,650+7,15036.39+4.9512.201,200110.300.0029.58—5,500Neutral
Short covering19,800−4,40036.82+3.709.001,220100.050.0028.15——Neutral
Neutral17,050—37.11+2.606.501,24082.750.0025.39——Neutral
Long buildup17,050+1,65037.73+1.954.801,260142.00-15.5528.59—3,300Neutral
Long buildup19,250+6,05038.50+1.353.601,280·········
·········1,300206.000.00——2,750Neutral
Neutral9,900—33.790.001.701,320247.000.00——1,100Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 4 near-ATM strikes. Discounting at 1.09% (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.