WAAREEENER option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 225
Spot
2,324.00
Future
2,329.60
Forward
2,329.60
PCR (OI)
0.00
Puts — / Calls 450
PCR (volume)
—
Puts — / Calls —
Max pain
1,840
strike with least total payout to holders
Highest OI
2,280 CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 48.92 | 0.00 | 499.90 | 1,840 | 36.50 | 0.00 | 36.32 | — | — | Neutral | ||||||
| Neutral | — | — | 46.36 | 0.00 | 437.65 | 1,920 | 53.00 | 0.00 | 36.17 | — | — | Neutral | ||||||
| Neutral | — | — | 44.46 | 0.00 | 379.90 | 2,000 | 74.00 | 0.00 | 36.01 | — | — | Neutral | ||||||
| Neutral | — | — | 43.71 | 0.00 | 352.80 | 2,040 | 86.30 | 0.00 | 35.92 | — | — | Neutral | ||||||
| Neutral | — | — | 43.06 | 0.00 | 326.85 | 2,080 | 99.75 | 0.00 | 35.82 | — | — | Neutral | ||||||
| Neutral | — | — | 42.51 | 0.00 | 302.30 | 2,120 | 114.55 | 0.00 | 35.71 | — | — | Neutral | ||||||
| Neutral | — | — | 42.03 | 0.00 | 279.00 | 2,160 | 130.65 | 0.00 | 35.59 | — | — | Neutral | ||||||
| Neutral | — | — | 41.62 | 0.00 | 257.00 | 2,200 | 148.00 | 0.00 | 35.46 | — | — | Neutral | ||||||
| Neutral | — | — | 41.27 | 0.00 | 236.25 | 2,240 | 166.65 | 0.00 | 35.31 | — | — | Neutral | ||||||
| Neutral | 450 | — | 40.96 | 0.00 | 140.95 | 2,280 | 186.55 | 0.00 | 35.15 | — | — | Neutral | ||||||
| Neutral | — | — | 40.69 | 0.00 | 198.50 | 2,320 | 207.65 | 0.00 | 34.97 | — | — | Neutral | ||||||
| Neutral | — | — | 40.46 | 0.00 | 181.40 | 2,360 | 230.00 | 0.00 | 34.77 | — | — | Neutral | ||||||
| Neutral | — | — | 40.25 | 0.00 | 165.50 | 2,400 | 253.45 | 0.00 | 34.55 | — | — | Neutral | ||||||
| Neutral | — | — | 40.07 | 0.00 | 150.75 | 2,440 | 278.10 | 0.00 | 34.30 | — | — | Neutral | ||||||
| Neutral | — | — | 39.91 | 0.00 | 137.05 | 2,480 | 303.75 | 0.00 | 34.01 | — | — | Neutral | ||||||
| Neutral | — | — | 39.76 | 0.00 | 124.40 | 2,520 | 330.50 | 0.00 | 33.69 | — | — | Neutral | ||||||
| Neutral | — | — | 39.63 | 0.00 | 112.70 | 2,560 | 358.20 | 0.00 | 33.33 | — | — | Neutral | ||||||
| Neutral | — | — | 39.41 | 0.00 | 92.25 | 2,640 | 416.50 | 0.00 | 32.41 | — | — | Neutral | ||||||
| Neutral | — | — | 39.23 | 0.00 | 75.00 | 2,720 | 478.00 | 0.00 | 31.14 | — | — | 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.