VEDL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1975
Spot
245.99
Future
248.62
Forward
248.62
PCR (OI)
—
Puts 3,950 / Calls —
PCR (volume)
—
Puts 2 / Calls —
Max pain
220
strike with least total payout to holders
Highest OI
— CE · 220 PE
ΔOI calls +— · puts +3,950
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 39.82 | 0.00 | 35.90 | 200 | 7.20 | 0.00 | 36.19 | — | — | Neutral | ||||||
| Neutral | — | — | 38.77 | 0.00 | 29.35 | 210 | 10.55 | 0.00 | 36.15 | — | — | Neutral | ||||||
| Neutral | — | — | 38.12 | 0.00 | 23.70 | 220 | 4.20 | -10.50 | 31.79 | +3,950 | 3,950 | Short buildup | ||||||
| Neutral | — | — | 37.72 | 0.00 | 18.85 | 230 | 19.70 | 0.00 | 36.07 | — | — | Neutral | ||||||
| Neutral | — | — | 37.44 | 0.00 | 14.80 | 240 | 25.50 | 0.00 | 35.99 | — | — | Neutral | ||||||
| Neutral | — | — | 37.28 | 0.00 | 11.50 | 250 | 32.05 | 0.00 | 35.91 | — | — | Neutral | ||||||
| Neutral | — | — | 37.14 | 0.00 | 8.80 | 260 | 39.20 | 0.00 | 35.81 | — | — | Neutral | ||||||
| — | — | 37.04 | — | 6.70 | 270 | 46.95 | — | 35.68 | — | — | ||||||||
| Neutral | — | — | 36.95 | 0.00 | 5.05 | 280 | 55.10 | 0.00 | 35.50 | — | — | 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 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.