UPL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1355
Spot
516.10
Future
528.70
Forward
528.70
PCR (OI)
2.69
Puts 2.74 L / Calls 1.02 L
PCR (volume)
2.09
Puts 427 / Calls 204
Max pain
520
strike with least total payout to holders
Highest OI
520 CE · 500 PE
ΔOI calls +82,655 · puts +1.69 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 118.95 | 430 | 4.65 | 0.00 | 35.47 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 93.60 | 435 | 4.90 | 0.00 | 35.56 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 110.45 | 440 | 6.00 | 0.00 | 35.66 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 85.30 | 445 | 6.45 | 0.00 | 35.74 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 102.20 | 450 | 4.00 | -1.00 | 35.02 | +24,390 | 46,070 | Short buildup | ||||||
| Neutral | — | — | — | 0.00 | 77.35 | 455 | 8.40 | 0.00 | 35.94 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 94.25 | 460 | 9.55 | 0.00 | 36.04 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 69.80 | 465 | 10.75 | 0.00 | 36.16 | — | — | Neutral | ||||||
| Neutral | — | — | 17.77 | 0.00 | 86.65 | 470 | 11.80 | 0.00 | 36.27 | — | — | Neutral | ||||||
| Neutral | — | — | 20.97 | 0.00 | 62.65 | 475 | 13.50 | 0.00 | 36.40 | — | — | Neutral | ||||||
| Neutral | — | — | 22.79 | 0.00 | 79.40 | 480 | 8.55 | -1.90 | 32.91 | +46,070 | 54,200 | Short buildup | ||||||
| Neutral | — | — | 24.07 | 0.00 | 55.90 | 485 | 16.65 | 0.00 | 36.69 | — | — | Neutral | ||||||
| Neutral | — | — | 25.08 | 0.00 | 72.50 | 490 | 10.75 | -6.55 | 32.15 | +12,195 | 12,195 | Short buildup | ||||||
| Neutral | 1,355 | — | 25.87 | 0.00 | 46.05 | 495 | 20.30 | 0.00 | 37.01 | — | — | Neutral | ||||||
| Neutral | — | — | 26.54 | 0.00 | 65.95 | 500 | 13.65 | -3.20 | 31.74 | +23,035 | 71,815 | Short buildup | ||||||
| Neutral | — | — | 27.09 | 0.00 | 43.90 | 505 | 24.40 | 0.00 | 37.39 | — | — | Neutral | ||||||
| Neutral | — | — | 27.57 | 0.00 | 59.85 | 510 | 24.35 | 0.00 | 37.59 | — | — | Neutral | ||||||
| Neutral | — | — | 27.97 | 0.00 | 38.60 | 515 | 29.00 | 0.00 | 37.81 | — | — | Neutral | ||||||
| Long buildup | 46,070 | +40,650 | 27.69 | +1.05 | 27.05 | 520 | 23.30 | +8.30 | 33.67 | +56,910 | 59,620 | Long buildup | ||||||
| Neutral | — | — | 28.65 | 0.00 | 33.75 | 525 | 34.05 | 0.00 | 38.29 | — | — | Neutral | ||||||
| Short buildup | 2,710 | +2,710 | 22.09 | -31.20 | 17.50 | 530 | 32.95 | 0.00 | 38.56 | — | — | Neutral | ||||||
| Neutral | — | — | 29.19 | 0.00 | 29.35 | 535 | 25.00 | 0.00 | 38.85 | — | 1,355 | Neutral | ||||||
| Short buildup | 2,710 | +1,355 | 31.61 | -10.35 | 21.00 | 540 | 22.00 | 0.00 | 39.16 | — | 4,065 | Neutral | ||||||
| Neutral | — | — | 29.62 | 0.00 | 25.40 | 545 | 45.50 | 0.00 | 39.49 | — | — | Neutral | ||||||
| Short buildup | 23,035 | +17,615 | 26.58 | -0.55 | 13.30 | 550 | 28.00 | 0.00 | 39.84 | — | 1,355 | Neutral | ||||||
| Neutral | — | — | 29.98 | 0.00 | 21.90 | 555 | 51.90 | 0.00 | 40.22 | — | — | Neutral | ||||||
| Long buildup | 4,065 | +2,710 | 27.52 | +0.95 | 11.00 | 560 | 48.75 | 0.00 | 40.62 | — | — | Neutral | ||||||
| Neutral | — | — | 30.28 | 0.00 | 18.75 | 565 | 58.65 | 0.00 | 41.05 | — | — | Neutral | ||||||
| Neutral | — | — | 30.42 | 0.00 | 31.10 | 570 | 54.75 | 0.00 | 41.50 | — | — | Neutral | ||||||
| Short buildup | 1,355 | +1,355 | 31.11 | -6.20 | 9.80 | 575 | 65.80 | 0.00 | 41.99 | — | — | Neutral | ||||||
| Short buildup | 14,905 | +13,550 | 28.44 | -7.95 | 7.05 | 580 | 61.05 | 0.00 | 42.51 | — | — | Neutral | ||||||
| Neutral | — | — | 30.76 | 0.00 | 13.65 | 585 | 73.30 | 0.00 | 43.05 | — | — | Neutral | ||||||
| Neutral | — | — | 30.84 | 0.00 | 24.35 | 590 | 67.70 | 0.00 | 43.63 | — | — | Neutral | ||||||
| Neutral | — | — | 30.93 | 0.00 | 11.50 | 595 | 81.05 | 0.00 | 44.24 | — | — | Neutral | ||||||
| Short buildup | 5,420 | +2,710 | 30.19 | -0.30 | 4.90 | 600 | 74.70 | 0.00 | 44.86 | — | — | Neutral | ||||||
| Neutral | — | — | 31.18 | 0.00 | 18.90 | 610 | 81.95 | 0.00 | 46.24 | — | — | Neutral | ||||||
| Neutral | — | — | 31.30 | 0.00 | 16.60 | 620 | 101.95 | +4.95 | 48.28 | +6,775 | 23,035 | Long buildup | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 10.31% (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.