WAAREEENER option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 175

Spot

2,324.00

Future

2,322.30

Forward

2,322.30

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.61

Puts 2,975 / Calls 4,900

PCR (volume)

0.15

Puts 4 / Calls 26

Max pain

2,320

strike with least total payout to holders

Highest OI

2,400 CE · 2,200 PE

ΔOI calls +2,100 · puts +700

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	—	—	—	53.15	0.88	-0.73	0.00	593.30	1,840	9.50	0.00	-0.28	-0.05	36.35	—	—	175	Neutral
Neutral	—	—	—	51.04	0.87	-0.77	0.00	559.75	1,880	32.25	0.00	-0.35	-0.06	36.27	—	—	—	Neutral
Neutral	—	—	—	49.19	0.85	-0.81	0.00	527.15	1,920	23.85	0.00	-0.43	-0.08	36.19	—	—	350	Neutral
Neutral	—	—	—	47.61	0.83	-0.86	0.00	495.50	1,960	46.75	0.00	-0.52	-0.10	36.10	—	—	—	Neutral
Neutral	700	—	—	46.26	0.81	-0.92	0.00	220.85	2,000	50.00	0.00	-0.61	-0.13	36.00	—	—	175	Neutral
Neutral	—	—	—	45.66	0.80	-0.95	0.00	334.55	2,020	57.70	0.00	-0.65	-0.15	35.95	—	—	—	Neutral
Neutral	—	—	—	45.12	0.79	-0.98	0.00	435.30	2,040	65.45	0.00	-0.70	-0.16	35.89	—	—	—	Neutral
Neutral	—	—	—	44.62	0.77	-1.01	0.00	306.50	2,060	69.20	0.00	-0.74	-0.18	35.84	—	—	—	Neutral
Neutral	—	—	—	44.16	0.76	-1.04	0.00	406.85	2,080	70.85	0.00	-0.79	-0.20	35.77	—	—	175	Neutral
Neutral	—	—	—	43.74	0.74	-1.07	0.00	279.85	2,100	82.10	0.00	-0.83	-0.22	35.71	—	—	—	Neutral
Neutral	—	—	—	43.36	0.73	-1.10	0.00	379.50	2,120	100.00	0.00	-0.87	-0.23	35.64	—	—	175	Neutral
Neutral	—	—	—	43.00	0.71	-1.13	0.00	254.80	2,140	96.60	0.00	-0.91	-0.26	35.57	—	—	—	Neutral
Neutral	—	—	—	42.68	0.69	-1.15	0.00	353.25	2,160	101.60	0.00	-0.94	-0.28	35.49	—	—	—	Neutral
Neutral	—	—	—	42.39	0.67	-1.18	0.00	231.20	2,180	112.60	0.00	-0.97	-0.30	35.41	—	—	—	Neutral
Neutral	—	—	—	42.12	0.65	-1.20	0.00	328.30	2,200	100.00	0.00	-1.00	-0.32	35.33	—	—	700	Neutral
Neutral	—	—	—	41.87	0.63	-1.22	0.00	209.20	2,220	130.15	0.00	-1.03	-0.34	35.23	—	—	—	Neutral
Neutral	—	—	—	41.64	0.61	-1.24	0.00	304.55	2,240	131.75	0.00	-1.05	-0.37	35.14	—	—	—	Neutral
Neutral	—	—	—	41.43	0.59	-1.25	0.00	188.65	2,260	149.15	0.00	-1.06	-0.39	35.03	—	—	—	Neutral
Neutral	—	—	—	41.24	0.57	-1.26	0.00	282.05	2,280	148.65	0.00	-1.07	-0.42	34.92	—	—	—	Neutral
Neutral	—	—	—	41.06	0.55	-1.27	0.00	169.60	2,300	169.70	0.00	-1.08	-0.44	34.81	—	—	—	Neutral
Long buildup	1,575	+1,225	7	34.56	0.53	-1.08	+12.05	126.40	2,320	95.30	-71.45	-0.83	-0.47	26.60	4	+700	700	Short buildup
Neutral	—	—	—	40.74	0.51	-1.27	0.00	152.00	2,340	191.65	0.00	-1.08	-0.49	34.55	—	—	—	Neutral
Neutral	—	—	—	40.60	0.49	-1.27	0.00	240.60	2,360	186.00	0.00	-1.07	-0.52	34.40	—	—	—	Neutral
Neutral	—	—	—	40.46	0.47	-1.27	0.00	135.85	2,380	215.05	0.00	-1.06	-0.54	34.25	—	—	—	Neutral
Long buildup	2,625	+875	19	33.39	0.42	-1.03	+18.40	88.40	2,400	119.95	0.00	-1.04	-0.57	34.08	—	—	350	Neutral
Neutral	—	—	—	40.23	0.43	-1.24	0.00	121.05	2,420	239.85	0.00	-1.02	-0.59	33.90	—	—	—	Neutral
Neutral	—	—	—	40.12	0.40	-1.23	0.00	203.85	2,440	228.10	0.00	-0.99	-0.61	33.71	—	—	—	Neutral
Neutral	—	—	—	40.02	0.38	-1.21	0.00	107.55	2,460	265.90	0.00	-0.96	-0.64	33.50	—	—	—	Neutral
Neutral	—	—	—	39.93	0.37	-1.19	0.00	187.15	2,480	250.80	0.00	-0.93	-0.66	33.27	—	—	—	Neutral
Neutral	—	—	—	39.84	0.35	-1.16	0.00	95.30	2,500	293.20	0.00	-0.89	-0.69	33.02	—	—	—	Neutral
Neutral	—	—	—	39.76	0.33	-1.14	0.00	171.55	2,520	144.00	0.00	-0.85	-0.71	32.74	—	—	175	Neutral
Neutral	—	—	—	39.69	0.31	-1.11	0.00	84.20	2,540	321.70	0.00	-0.80	-0.73	32.44	—	—	—	Neutral
Neutral	—	—	—	39.62	0.29	-1.08	0.00	157.05	2,560	299.55	0.00	-0.75	-0.75	32.11	—	—	—	Neutral
Neutral	—	—	—	39.48	0.26	-1.01	0.00	143.50	2,600	325.40	0.00	-0.65	-0.80	31.33	—	—	—	Neutral
Neutral	—	—	—	39.37	0.23	-0.94	0.00	130.95	2,640	352.30	0.00	-0.53	-0.84	30.34	—	—	—	Neutral
Neutral	—	—	—	39.27	0.20	-0.87	0.00	119.35	2,680	380.05	0.00	-0.40	-0.88	29.03	—	—	—	Neutral
Neutral	—	—	—	39.17	0.17	-0.79	0.00	108.60	2,720	408.75	0.00	-0.25	-0.91	27.16	—	—	—	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 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.