VEDL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1150
Spot
245.99
Future
247.02
Forward
246.77
PCR (OI)
0.72
Puts 4.00 L / Calls 5.53 L
PCR (volume)
0.82
Puts 258 / Calls 314
Max pain
240
strike with least total payout to holders
Highest OI
270 CE · 230 PE
ΔOI calls +43,700 · puts +1.78 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 | — | — | 50.42 | 0.00 | 74.10 | 190 | 1.30 | 0.00 | 35.92 | — | — | Neutral | ||||||
| Neutral | — | — | 45.88 | 0.00 | 65.20 | 200 | 1.10 | -0.75 | 37.14 | — | 9,200 | Neutral | ||||||
| Neutral | — | — | 42.82 | 0.00 | 56.75 | 210 | 1.74 | -1.36 | 34.28 | +66,700 | 94,300 | Short buildup | ||||||
| Neutral | — | — | 41.75 | 0.00 | 22.95 | 215 | 4.00 | 0.00 | 35.55 | — | 2,300 | Neutral | ||||||
| Neutral | 6,900 | — | 31.04 | +5.15 | 29.15 | 220 | 3.00 | -2.00 | 32.49 | +1,150 | 73,600 | Short buildup | ||||||
| Neutral | — | — | 40.18 | 0.00 | 17.55 | 225 | 14.55 | 0.00 | 35.38 | — | — | Neutral | ||||||
| Long buildup | 31,050 | +6,900 | 30.62 | +5.20 | 21.55 | 230 | 4.95 | -3.30 | 30.62 | +60,950 | 1.14 L | Short buildup | ||||||
| Neutral | 5,750 | — | 39.23 | 0.00 | 13.45 | 235 | 10.40 | 0.00 | 35.18 | — | 2,300 | Neutral | ||||||
| Short covering | 46,000 | −3,450 | 30.30 | +4.06 | 15.16 | 240 | 8.05 | -3.80 | 29.20 | +8,050 | 50,600 | Short buildup | ||||||
| Long buildup | 8,050 | +8,050 | 30.10 | +2.79 | 12.44 | 245 | 10.63 | -15.77 | 29.96 | +3,450 | 3,450 | Short buildup | ||||||
| Short covering | 1.25 L | −5,750 | 30.62 | +2.93 | 10.33 | 250 | 13.75 | -3.85 | 31.21 | +18,400 | 25,300 | Short buildup | ||||||
| Neutral | 1,150 | — | 38.18 | 0.00 | 6.00 | 255 | 33.60 | 0.00 | 34.47 | — | — | Neutral | ||||||
| Long buildup | 49,450 | +5,750 | 30.03 | +1.65 | 6.45 | 260 | 28.25 | 0.00 | 34.21 | — | 2,300 | Neutral | ||||||
| — | — | 37.89 | — | 4.90 | 265 | 41.45 | — | 33.91 | — | — | ||||||||
| Short covering | 1.87 L | −2,300 | 30.96 | +1.20 | 4.20 | 270 | 35.90 | 0.00 | 33.53 | — | 3,450 | Neutral | ||||||
| Short buildup | 9,200 | +9,200 | 31.38 | -13.21 | 2.59 | 280 | 36.19 | +4.49 | 34.21 | +19,550 | 19,550 | Long buildup | ||||||
| Neutral | 2,300 | — | 37.43 | 0.00 | 8.50 | 290 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 80,500 | +25,300 | 32.83 | +0.06 | 1.01 | 300 | · | · | · | · | · | · | · | · | · | |||
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.