VEDL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1150

Spot

245.99

Future

245.39

Forward

245.39

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.80

Puts 1.67 Cr / Calls 2.10 Cr

PCR (volume)

0.56

Puts 15,832 / Calls 28,315

Max pain

240

strike with least total payout to holders

Highest OI

250 CE · 225 PE

ΔOI calls −6.80 L · puts −29,900

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	12,650	—	—	76.26	0.93	-0.13	0.00	45.00	190	0.13	-0.17	-0.02	-0.01	48.90	92	−12,650	2.60 L	Long unwinding
Short covering	1.12 L	−5,750	27	—	—	—	+7.48	44.98	200	0.23	-0.32	-0.03	-0.02	43.91	496	−1.75 L	5.53 L	Long unwinding
Neutral	1.66 L	—	—	59.28	0.91	-0.13	0.00	32.30	205	0.32	-0.43	-0.04	-0.03	41.69	74	−19,550	2.44 L	Long unwinding
Neutral	2.14 L	—	—	54.50	0.89	-0.13	0.00	27.65	210	0.48	-0.62	-0.06	-0.05	40.05	743	−1.98 L	9.19 L	Long unwinding
Short covering	90,850	−1,150	2	39.43	0.92	-0.07	+7.97	31.07	215	0.71	-0.79	-0.07	-0.07	38.35	501	+21,850	3.65 L	Short buildup
Short covering	7.79 L	−66,700	222	35.57	0.90	-0.08	+7.28	26.23	220	1.06	-1.09	-0.09	-0.10	36.80	1,845	+1.44 L	21.72 L	Short buildup
Short covering	8.39 L	−81,650	134	34.09	0.86	-0.10	+6.78	21.73	225	1.53	-1.62	-0.11	-0.14	34.96	1,406	+42,550	22.10 L	Short buildup
Short covering	27.38 L	−2.21 L	844	33.06	0.80	-0.12	+6.12	17.52	230	2.26	-2.29	-0.13	-0.20	33.50	3,463	−3.17 L	20.64 L	Long unwinding
Short covering	13.20 L	−1.47 L	828	31.78	0.73	-0.14	+5.29	13.59	235	3.27	-3.23	-0.15	-0.27	31.94	1,973	+2.13 L	10.45 L	Short buildup
Short covering	18.00 L	−8.83 L	5,006	30.90	0.63	-0.16	+4.25	10.15	240	4.78	-4.27	-0.16	-0.37	30.90	2,494	+1.86 L	13.78 L	Short buildup
Long buildup	14.31 L	+2.91 L	4,248	30.36	0.52	-0.17	+3.19	7.29	245	6.84	-5.46	-0.17	-0.48	30.10	1,014	+3.27 L	5.72 L	Short buildup
Short covering	31.54 L	−3.76 L	6,069	29.95	0.41	-0.16	+2.21	5.01	250	9.72	-6.33	-0.16	-0.58	30.47	1,204	−49,450	19.49 L	Long unwinding
Short covering	8.80 L	−1.18 L	1,955	30.62	0.31	-0.15	+1.54	3.49	255	12.72	-7.78	-0.14	-0.70	28.96	28	+18,400	3.78 L	Short buildup
Long buildup	20.19 L	+51,750	2,628	31.40	0.23	-0.13	+1.06	2.41	260	16.74	-7.61	-0.12	-0.77	30.15	194	−44,850	6.21 L	Long unwinding
Short covering	3.29 L	−3.31 L	1,556	32.41	0.17	-0.11	+0.73	1.68	265	20.69	-6.26	-0.08	-0.86	28.67	74	−13,800	2.09 L	Long unwinding
Long buildup	24.59 L	+11.26 L	3,197	33.58	0.13	-0.10	+0.49	1.19	270	25.73	-8.27	-0.09	-0.87	33.79	185	−1.48 L	7.75 L	Long unwinding
Long buildup	3.39 L	+11,500	195	34.85	0.09	-0.08	+0.36	0.86	275	43.65	0.00	—	—	—	—	—	12,650	Neutral
Long buildup	7.57 L	+56,350	685	36.26	0.07	-0.07	+0.24	0.64	280	34.93	-7.72	-0.05	-0.94	33.70	31	—	2.46 L	Neutral
Long buildup	50,600	+1,150	51	37.77	0.05	-0.06	+0.14	0.49	285	48.95	0.00	—	—	—	—	—	11,500	Neutral
Short covering	4.49 L	−4,600	205	38.65	0.04	-0.05	+0.10	0.35	290	47.00	-8.00	-0.19	-0.85	61.83	4	−1,150	78,200	Long unwinding
Short buildup	9.26 L	+19,550	461	41.88	0.03	-0.03	-0.02	0.23	300	54.00	-8.80	—	—	—	6	+1,150	4.99 L	Neutral
Neutral	40,250	—	—	36.74	0.01	-0.01	0.00	0.15	310	66.10	-14.90	-0.16	-0.90	70.23	5	−3,450	1.58 L	Long unwinding
Neutral	58,650	—	2	51.71	0.02	-0.03	+0.10	0.20	320	·	·	·	·	·	·	·	·	·

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 6.71% (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.