haylaavo

WIPRO option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 3000

Spot
196.39
Future
196.39
Forward
196.24
PCR (OI)
1.06
Puts 4.01 Cr / Calls 3.77 Cr
PCR (volume)
0.70
Puts 15,196 / Calls 21,667
Max pain
190
strike with least total payout to holders
Highest OI
190 CE · 190 PE
ΔOI calls +22.65 L · puts +11.04 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
035.7 L71.5 L157.5167.5177.5187.563.5 L71.5 L197.5207.5220
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral21,000—93.750.0058.331350.050.0053.18—69,000Neutral
·········1400.07-0.0259.40−3,0006.39 LNeutral
Neutral9,000—82.410.0021.88142.50·········
Neutral3,000—78.800.0024.64145·········
·········147.501.460.0041.43—3,000Neutral
Neutral1.02 L—71.690.0048.001500.100.0050.78—10.71 LNeutral
·········152.500.340.0036.96—30,000Neutral
Long buildup2.37 L+12,00062.72+8.8141.811550.11-0.0145.91−9,0003.39 LLong unwinding
Neutral9,000—61.060.0030.60157.50·········
Neutral5.10 L——-1.5835.771600.170.0043.28−48,00022.74 LNeutral
Neutral12,000—54.220.0025.81162.500.320.0028.34—60,000Neutral
Short covering2.43 L−15,00056.21+6.4132.311650.250.0040.26−72,0008.85 LNeutral
Neutral12,000—47.740.0021.13167.500.37+0.0140.28+9,0003.60 LLong buildup
Neutral6.81 L—54.22-1.2327.801700.36-0.0136.99+3.96 L37.86 LShort buildup
Neutral27,000—41.730.0014.59172.500.45-0.0235.62+18,0003.72 LShort buildup
Long unwinding6.66 L−9,00045.75-0.8022.751750.56-0.0234.20+99,00016.14 LShort buildup
Neutral1.53 L—36.910.0018.00177.500.74+0.0533.28+99,0006.03 LLong buildup
Long unwinding24.63 L−42,00029.95-1.7916.961800.92+0.0231.81+93,00047.37 LLong buildup
Neutral3.33 L—33.440.0017.12182.501.17+0.0530.52−1.59 L10.29 LShort covering
Long unwinding11.76 L−15,00031.77-1.5513.041851.57+0.0829.87−1.32 L25.77 LShort covering
Long unwinding7.05 L−33,00031.83-1.4811.20187.502.04+0.1128.93−9,00010.65 LNeutral
Long unwinding63.51 L−2.22 L28.52-1.718.951902.69+0.2228.34−6.09 L71.49 LShort covering
Neutral10.59 L−9,00027.46-1.567.18192.503.48+0.2927.66+1.02 L13.89 LLong buildup
Short buildup30.09 L+4.53 L27.29-1.525.741954.50+0.4627.29+3.27 L31.50 LLong buildup
Short buildup19.17 L+10.23 L27.26-1.294.52197.505.75+0.6627.12+5.25 L12.63 LLong buildup
Short buildup53.97 L+1.41 L27.28-1.093.502007.24+0.9327.22+4.20 L22.29 LLong buildup
Long unwinding9.81 L−5.52 L27.06-1.022.62202.508.92+1.0327.39+51,0002.52 LLong buildup
Short buildup27.57 L+5.94 L27.56-0.792.0220510.76+1.3427.57−6,0002.67 LShort covering
Short buildup8.88 L+39,00027.78-0.591.51207.5020.300.0022.03—15,000Neutral
Short buildup39.03 L+1.89 L28.56-0.411.1821014.75+1.5627.19+21,00022.02 LNeutral
2.52 L+2.52 L29.10—0.90212.5051.48————
Long unwinding30.81 L−3.24 L29.69-0.200.6921519.25+1.3327.75−18,0006.24 LShort covering
6.36 L+6.36 L31.24—0.4322038.34————
1.47 L+1.47 L32.70—0.2722527.50——+9,0009,000

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 3.66% (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.