haylaavo

UPL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1355

Spot
516.10
Future
527.25
Forward
527.25
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.51440470500530560590
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——26.670.0094.754408.950.0034.61——Neutral
Neutral——28.130.0087.0545011.100.0034.70——Neutral
Neutral——29.080.0079.7546013.650.0034.80——Neutral
Neutral——29.760.0072.8047016.550.0034.91——Neutral
Neutral——30.270.0066.2048019.800.0035.03——Neutral
Neutral——30.670.0060.0049023.450.0035.18——Neutral
Neutral——30.980.0054.2050027.500.0035.34——Neutral
Neutral——31.240.0048.8051031.950.0035.51——Neutral
Neutral——31.450.0043.8052036.800.0035.72——Neutral
Neutral——31.630.0039.2053042.000.0035.95——Neutral
Neutral——31.780.0034.9554047.600.0036.21——Neutral
Neutral——31.920.0031.0555053.550.0036.51——Neutral
Neutral——32.030.0027.5556059.900.0036.83——Neutral
Neutral——32.120.0024.3057066.500.0037.22——Neutral
Neutral——32.200.0021.4558073.450.0037.65——Neutral
Neutral——32.280.0018.8559080.750.0038.13——Neutral
Neutral——32.350.0016.5060088.250.0038.69——Neutral
Neutral——32.460.0012.60620104.000.0040.00——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 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.