haylaavo

WIPRO option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 3000

Spot
196.39
Future
197.77
Forward
197.77
PCR (OI)
0.03
Puts 3,000 / Calls 1.08 L
PCR (volume)
0.06
Puts 2 / Calls 33
Max pain
190
strike with least total payout to holders
Highest OI
205 CE · 195 PE
ΔOI calls +99,000 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
048,00096,0001501701801903,00020096,000210220
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——40.140.0040.111500.800.0026.70——Neutral
Neutral——35.200.0031.421601.950.0026.58——Neutral
Neutral——32.030.0023.651704.030.0026.43——Neutral
Neutral——31.030.0020.191755.490.0026.34——Neutral
Neutral——30.280.0017.061803.11-4.1726.29——Long unwinding
Neutral——29.700.0014.271859.410.0026.08——Neutral
Long buildup3,000+3,00026.28+2.2014.0019011.870.0025.92——Neutral
Neutral——28.980.009.661959.000.0025.70—3,000Neutral
Neutral——28.720.007.8220017.740.0025.43——Neutral
Long buildup96,000+96,00029.26+1.687.9520521.110.0025.12——Neutral
Neutral6,000—28.360.003.5021024.750.0024.66——Neutral
——28.26—3.9321528.61—24.09——
Neutral3,000—28.150.003.5022032.660.0023.27——Neutral
——28.02—1.8123041.26—19.82——

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.