WIPRO option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 3000
Spot
196.39
Future
197.10
Forward
197.37
PCR (OI)
1.52
Puts 18.15 L / Calls 11.97 L
PCR (volume)
1.25
Puts 369 / Calls 294
Max pain
195
strike with least total payout to holders
Highest OI
210 CE · 190 PE
ΔOI calls +1.50 L · puts −48,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 130 | 1.30 | 0.00 | 35.74 | — | 12,000 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 140 | 1.00 | 0.00 | 29.81 | — | 3,000 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 155 | 2.45 | 0.00 | 26.75 | — | 3,000 | Neutral | |||
| Neutral | 3,000 | — | 36.60 | 0.00 | 26.90 | 160 | 0.61 | -0.08 | 34.10 | +21,000 | 1.86 L | Short buildup | ||||||
| Neutral | 6,000 | — | 34.05 | 0.00 | 25.20 | 165 | 1.50 | 0.00 | 26.73 | — | 6,000 | Neutral | ||||||
| Neutral | — | — | 33.09 | 0.00 | 23.62 | 167.50 | 2.30 | 0.00 | 26.68 | — | — | Neutral | ||||||
| Neutral | 12,000 | — | 27.68 | +2.00 | 28.00 | 170 | 1.17 | -0.06 | 30.75 | +15,000 | 2.16 L | Short buildup | ||||||
| Neutral | — | — | 31.51 | 0.00 | 19.82 | 172.50 | 3.46 | 0.00 | 26.66 | — | — | Neutral | ||||||
| Neutral | 3,000 | — | 30.89 | 0.00 | 23.00 | 175 | 1.65 | -0.03 | 29.28 | — | 24,000 | Neutral | ||||||
| Neutral | — | — | 30.41 | 0.00 | 16.37 | 177.50 | 4.95 | 0.00 | 26.55 | — | — | Neutral | ||||||
| Long buildup | 30,000 | +18,000 | 28.43 | +0.16 | 19.71 | 180 | 2.31 | -0.06 | 27.80 | +33,000 | 3.03 L | Short buildup | ||||||
| Neutral | — | — | 29.64 | 0.00 | 13.31 | 182.50 | 6.83 | 0.00 | 26.41 | — | — | Neutral | ||||||
| Neutral | 6,000 | — | 29.34 | 0.00 | 14.06 | 185 | 3.50 | -1.80 | 27.48 | +3,000 | 12,000 | Short buildup | ||||||
| Long buildup | 6,000 | +6,000 | 25.47 | +2.91 | 13.56 | 187.50 | 9.11 | 0.00 | 26.30 | — | — | Neutral | ||||||
| Long unwinding | 1.98 L | −24,000 | 23.95 | -1.74 | 11.51 | 190 | 4.88 | +0.16 | 26.42 | +51,000 | 7.05 L | Long buildup | ||||||
| Neutral | 6,000 | — | 28.71 | 0.00 | 9.70 | 192.50 | 11.79 | 0.00 | 26.12 | — | — | Neutral | ||||||
| Long unwinding | 87,000 | −6,000 | 24.84 | -0.91 | 8.87 | 195 | 7.80 | 0.00 | 26.03 | — | 9,000 | Neutral | ||||||
| Neutral | — | — | 28.47 | 0.00 | 6.49 | 197.50 | 7.85 | 0.00 | 25.91 | — | 6,000 | Neutral | ||||||
| Short buildup | 2.40 L | +6,000 | 24.21 | -1.62 | 6.30 | 200 | 9.38 | +0.20 | 25.71 | −2.31 L | 1.74 L | Short covering | ||||||
| Neutral | — | — | 28.25 | 0.00 | 4.94 | 202.50 | 18.25 | 0.00 | 25.61 | — | — | Neutral | ||||||
| Short buildup | 33,000 | +12,000 | 24.38 | -0.92 | 4.48 | 205 | 12.00 | 0.00 | 25.45 | — | 12,000 | Neutral | ||||||
| Neutral | — | — | 28.12 | 0.00 | 3.72 | 207.50 | 21.97 | 0.00 | 25.21 | — | — | Neutral | ||||||
| Short buildup | 2.58 L | +1.17 L | 24.69 | -0.82 | 3.14 | 210 | 15.70 | +0.78 | 24.69 | +27,000 | 1.08 L | Long buildup | ||||||
| — | — | 28.01 | — | 2.74 | 212.50 | 25.94 | — | 24.66 | — | — | ||||||||
| Long unwinding | 99,000 | −9,000 | 25.18 | -0.60 | 2.20 | 215 | 18.40 | 0.00 | 24.26 | — | 3,000 | Neutral | ||||||
| Short buildup | 1.98 L | +18,000 | 26.22 | -0.37 | 1.63 | 220 | 24.00 | -36.17 | 25.50 | +33,000 | 33,000 | Short buildup | ||||||
| 12,000 | +12,000 | 26.85 | — | 1.16 | 225 | 39.17 | — | 21.12 | — | — | ||||||||
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.