WAAREEENER option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 175
Spot
2,324.00
Future
2,327.40
Forward
2,327.29
PCR (OI)
0.79
Puts 14.42 L / Calls 18.36 L
PCR (volume)
0.31
Puts 4,179 / Calls 13,326
Max pain
2,300
strike with least total payout to holders
Highest OI
2,500 CE · 2,300 PE
ΔOI calls +6,125 · puts +6,825
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 56.35 | 0.00 | 566.85 | 1,840 | 3.00 | 0.00 | 37.16 | — | 700 | Neutral | ||||||
| Neutral | — | — | 52.62 | 0.00 | 530.65 | 1,880 | 2.90 | -0.10 | 47.76 | — | 7,350 | Neutral | ||||||
| Neutral | — | — | 49.31 | 0.00 | 495.25 | 1,920 | 3.70 | -0.60 | 45.73 | −2,975 | 45,500 | Long unwinding | ||||||
| Neutral | — | — | 46.51 | 0.00 | 460.80 | 1,960 | 4.20 | -2.25 | 42.68 | −2,625 | 10,150 | Long unwinding | ||||||
| Neutral | 2,975 | — | 44.27 | 0.00 | 255.15 | 2,000 | 5.60 | -2.15 | 40.94 | −14,175 | 1.25 L | Long unwinding | ||||||
| Neutral | — | — | 43.37 | 0.00 | 411.10 | 2,020 | 9.55 | 0.00 | 37.12 | — | 350 | Neutral | ||||||
| Neutral | — | — | 42.59 | 0.00 | 395.10 | 2,040 | 7.15 | -2.85 | 38.80 | −1,575 | 9,100 | Long unwinding | ||||||
| Neutral | — | — | 41.91 | 0.00 | 379.45 | 2,060 | 7.70 | +3.35 | 37.24 | −175 | 9,800 | Short covering | ||||||
| Neutral | — | — | 41.35 | 0.00 | 364.10 | 2,080 | 12.85 | 0.00 | 37.06 | — | 16,100 | Neutral | ||||||
| Short covering | 5,250 | −2,450 | — | +31.70 | 223.50 | 2,100 | 10.50 | -4.55 | 35.63 | −3,150 | 77,350 | Long unwinding | ||||||
| Neutral | 1,225 | — | 40.46 | 0.00 | 185.80 | 2,120 | 12.20 | -7.35 | 34.77 | +175 | 3,675 | Short buildup | ||||||
| Neutral | 7,525 | — | 40.11 | 0.00 | 190.90 | 2,140 | 13.75 | -8.05 | 33.56 | +700 | 7,350 | Short buildup | ||||||
| Neutral | 7,175 | — | 39.81 | 0.00 | 125.00 | 2,160 | 16.65 | -6.20 | 33.17 | −4,375 | 92,925 | Long unwinding | ||||||
| Neutral | 20,300 | — | 31.88 | 0.00 | 165.50 | 2,180 | 19.65 | -7.90 | 32.51 | −5,075 | 20,475 | Long unwinding | ||||||
| Short covering | 1.06 L | −4,025 | 32.00 | +18.30 | 150.25 | 2,200 | 22.55 | -10.20 | 31.50 | −1,400 | 1.11 L | Long unwinding | ||||||
| Neutral | 34,475 | −175 | 43.25 | +40.45 | 156.75 | 2,220 | 26.85 | -12.20 | 31.01 | −1,750 | 34,300 | Long unwinding | ||||||
| Neutral | 63,875 | −350 | 29.43 | +18.05 | 116.75 | 2,240 | 31.90 | -11.75 | 30.57 | +39,725 | 1.86 L | Short buildup | ||||||
| Short covering | 92,925 | −1,925 | 33.68 | +26.60 | 112.00 | 2,260 | 36.50 | -15.60 | 29.52 | +1,575 | 92,050 | Short buildup | ||||||
| Short covering | 41,650 | −3,675 | 29.30 | +13.55 | 90.65 | 2,280 | 43.85 | -13.65 | 29.46 | −175 | 32,025 | Neutral | ||||||
| Long buildup | 2.90 L | +4,725 | 29.48 | +13.20 | 79.55 | 2,300 | 52.35 | -17.60 | 29.48 | −7,350 | 2.55 L | Long unwinding | ||||||
| Long buildup | 63,000 | +12,950 | 29.25 | +11.00 | 68.50 | 2,320 | 61.70 | -18.00 | 29.46 | +2,100 | 22,225 | Short buildup | ||||||
| Long buildup | 62,650 | +14,350 | 29.00 | +9.65 | 58.40 | 2,340 | 69.65 | -16.35 | 28.36 | +7,000 | 20,300 | Short buildup | ||||||
| Long buildup | 65,975 | +5,950 | 29.06 | +8.60 | 49.95 | 2,360 | 79.45 | -22.60 | 27.65 | +875 | 13,300 | Short buildup | ||||||
| Short covering | 26,600 | −2,450 | 29.06 | +9.40 | 42.30 | 2,380 | 120.50 | 0.00 | 36.34 | — | 1,575 | Neutral | ||||||
| Long buildup | 2.53 L | +11,375 | 29.07 | +5.60 | 35.55 | 2,400 | 103.10 | -21.25 | 26.64 | −350 | 87,325 | Neutral | ||||||
| Long buildup | 25,200 | +8,750 | 29.12 | +5.60 | 29.75 | 2,420 | 211.40 | 0.00 | 36.12 | — | 1,225 | Neutral | ||||||
| Short covering | 13,125 | −1,575 | 29.38 | +5.20 | 25.10 | 2,440 | 139.00 | -42.50 | 30.24 | — | 2,625 | Neutral | ||||||
| Long buildup | 15,225 | +4,375 | 29.22 | +3.35 | 20.40 | 2,460 | 240.00 | 0.00 | 35.83 | — | 1,575 | Neutral | ||||||
| Short covering | 17,850 | −1,750 | 29.68 | +2.85 | 17.35 | 2,480 | 192.00 | 0.00 | 35.65 | — | 700 | Neutral | ||||||
| Short covering | 3.58 L | −24,325 | 30.11 | +1.75 | 14.70 | 2,500 | 172.00 | -63.45 | — | −175 | 47,950 | Neutral | ||||||
| Neutral | — | — | 38.07 | 0.00 | 118.70 | 2,520 | 253.40 | 0.00 | 35.20 | — | 350 | Neutral | ||||||
| Long buildup | 11,725 | +1,575 | 30.78 | +0.55 | 10.35 | 2,540 | 267.85 | 0.00 | 34.91 | — | 700 | Neutral | ||||||
| Short covering | 10,500 | −700 | 31.33 | +0.85 | 8.90 | 2,560 | 138.15 | 0.00 | 34.58 | — | 1,400 | Neutral | ||||||
| Neutral | 1,925 | — | 38.01 | 0.00 | 6.00 | 2,580 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1.36 L | −875 | 32.11 | +0.85 | 6.35 | 2,600 | 275.00 | -34.00 | 27.64 | — | 21,000 | Neutral | ||||||
| Neutral | 2,975 | — | 33.00 | -0.25 | 5.75 | 2,620 | 188.80 | 0.00 | 33.03 | — | 175 | Neutral | ||||||
| Neutral | 5,250 | — | 34.60 | +1.05 | 5.75 | 2,640 | 251.50 | 0.00 | 32.21 | — | 175 | Neutral | ||||||
| Neutral | 875 | — | 37.93 | 0.00 | 11.25 | 2,660 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 6,300 | −875 | 35.34 | +2.25 | 4.20 | 2,680 | 210.15 | 0.00 | 29.38 | — | 525 | Neutral | ||||||
| Short covering | 33,775 | −11,900 | 35.24 | +0.50 | 3.35 | 2,700 | 455.00 | 0.00 | 26.13 | — | 17,150 | Neutral | ||||||
| Short covering | 1,575 | −875 | 36.01 | +0.35 | 3.05 | 2,720 | 378.80 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | 1,400 | — | 37.04 | 0.00 | 2.90 | 2,740 | 350.00 | 0.00 | — | — | 175 | Neutral | ||||||
| Neutral | 1,050 | — | 37.85 | 0.00 | 16.15 | 2,760 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 6,300 | — | 37.84 | 0.00 | 2.50 | 2,780 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 17,675 | — | 37.83 | 0.00 | 1.60 | 2,800 | 500.95 | 0.00 | — | — | 18,725 | Neutral | ||||||
| Neutral | 175 | — | 37.81 | 0.00 | 2.00 | 2,840 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 6,300 | — | 37.81 | 0.00 | 1.50 | 2,880 | 645.00 | 0.00 | — | — | 2,625 | Neutral | ||||||
| Neutral | 3,500 | — | 37.81 | 0.00 | 1.20 | 2,920 | 610.00 | 0.00 | — | — | 11,550 | Neutral | ||||||
| Neutral | 14,875 | — | 37.76 | 0.00 | 1.10 | 2,960 | 625.00 | 0.00 | — | — | 32,550 | Neutral | ||||||
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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.