ZYDUSLIFE option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 450

Spot

1,240.50

Future

1,245.50

Forward

1,245.76

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.82

Puts 23.05 L / Calls 28.24 L

PCR (volume)

0.59

Puts 5,489 / Calls 9,369

Max pain

1,200

strike with least total payout to holders

Highest OI

1,200 CE · 1,200 PE

ΔOI calls +2.12 L · puts +2.72 L

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
·	·	·	·	·	·	·	·	·	980	0.85	+0.15	-0.14	-0.02	47.95	21	+1,800	14,850	Long buildup
Neutral	5,400	—	—	—	—	—	0.00	158.30	1,000	0.90	0.00	-0.14	-0.02	44.81	62	−17,100	52,200	Neutral
·	·	·	·	·	·	·	·	·	1,010	1.05	0.00	-0.00	-0.00	26.70	—	—	69,300	Neutral
Neutral	1,800	—	—	—	—	—	0.00	193.45	1,020	1.20	+0.05	-0.17	-0.02	43.25	7	—	1.27 L	Neutral
·	·	·	·	·	·	·	·	·	1,030	1.30	0.00	-0.18	-0.03	42.02	32	−450	15,300	Neutral
Neutral	—	—	—	—	—	—	0.00	124.50	1,040	1.70	0.00	-0.01	-0.00	25.39	—	—	5,850	Neutral
Neutral	2,700	—	2	52.42	0.92	-0.52	+111.00	201.00	1,050	1.90	-0.10	-0.24	-0.04	41.14	20	−2,700	43,200	Long unwinding
Neutral	—	—	—	—	—	—	0.00	110.80	1,060	2.25	-0.05	-0.27	-0.04	40.58	13	—	22,950	Neutral
Neutral	—	—	—	—	—	—	0.00	149.20	1,070	2.50	-0.20	-0.28	-0.05	39.49	24	+450	96,300	Neutral
Short buildup	13,050	+900	10	38.04	0.94	-0.27	-0.60	168.00	1,080	3.10	-0.10	-0.33	-0.06	39.33	58	+2,250	1.21 L	Short buildup
Neutral	—	—	—	—	—	—	0.00	132.80	1,090	4.10	+0.20	-0.40	-0.07	39.86	12	−900	16,200	Short covering
Neutral	43,650	—	4	40.98	0.90	-0.47	+1.05	151.00	1,100	4.50	-0.15	-0.42	-0.08	38.65	291	+24,300	2.34 L	Short buildup
Neutral	9,000	—	—	—	—	—	0.00	63.00	1,110	5.55	+0.05	-0.47	-0.10	38.63	58	+5,850	37,350	Long buildup
Neutral	58,050	−450	14	30.78	0.93	-0.28	-2.10	128.35	1,120	6.20	-0.20	-0.50	-0.11	37.59	180	+8,550	90,450	Short buildup
Neutral	22,050	—	—	19.87	0.98	-0.05	0.00	117.45	1,130	7.40	-0.15	-0.55	-0.13	37.29	87	−4,050	55,800	Long unwinding
Long unwinding	55,800	−2,700	37	37.53	0.85	-0.61	-0.05	114.65	1,140	8.55	-0.45	-0.59	-0.15	36.65	89	+6,300	71,100	Short buildup
Long unwinding	36,450	−1,350	7	36.50	0.83	-0.64	-0.60	105.75	1,150	10.10	-0.50	-0.65	-0.17	36.32	170	+15,750	1.29 L	Short buildup
Short covering	39,600	−900	5	38.49	0.79	-0.77	+1.15	99.50	1,160	12.40	-0.05	-0.72	-0.20	36.64	64	+6,300	76,050	Short buildup
Long buildup	56,250	+900	23	39.47	0.76	-0.86	+2.05	92.90	1,170	13.80	-0.70	-0.74	-0.22	35.56	117	+19,800	64,350	Short buildup
Neutral	79,650	+450	16	35.62	0.75	-0.79	-1.35	82.05	1,180	16.50	-0.40	-0.80	-0.25	35.67	168	—	1.00 L	Neutral
Long unwinding	27,000	−900	4	35.66	0.72	-0.85	-1.20	75.05	1,190	19.05	-0.50	-0.84	-0.28	35.29	154	−5,400	29,700	Long unwinding
Neutral	5.67 L	+2,700	303	35.14	0.69	-0.88	-1.60	67.80	1,200	22.15	-0.50	-0.88	-0.31	35.14	853	−58,050	2.60 L	Long unwinding
Long unwinding	23,850	−1,350	74	36.51	0.65	-0.96	-0.40	62.95	1,210	25.55	-0.25	-0.91	-0.35	34.94	239	−1,800	28,350	Long unwinding
Long unwinding	43,200	−7,200	153	34.96	0.61	-0.94	-1.95	55.25	1,220	29.50	-0.15	-0.94	-0.38	34.92	374	+20,700	67,950	Short buildup
Short buildup	80,550	+8,550	531	34.55	0.58	-0.95	-1.75	49.15	1,230	33.80	+0.05	-0.96	-0.42	34.87	539	+12,600	79,200	Long buildup
Short buildup	1.64 L	+41,400	1,311	34.45	0.54	-0.97	-1.70	43.80	1,240	38.05	-0.50	-0.97	-0.46	34.45	642	+27,450	1.04 L	Short buildup
Short buildup	1.55 L	+31,500	1,550	34.46	0.50	-0.97	-1.50	38.95	1,250	43.10	-0.15	-0.97	-0.50	34.39	577	+22,050	72,000	Short buildup
Short buildup	1.54 L	+19,800	880	34.43	0.46	-0.97	-1.65	34.45	1,260	48.05	-0.25	-0.95	-0.54	33.92	217	+11,250	39,150	Short buildup
Short buildup	48,150	+4,950	436	34.30	0.42	-0.95	-1.50	30.20	1,270	73.00	-17.00	-1.40	-0.54	50.13	1	+450	450	Short buildup
Short buildup	48,600	+900	387	34.32	0.39	-0.93	-1.45	26.50	1,280	157.65	0.00	-0.67	-0.66	25.84	—	—	—	Neutral
Short buildup	35,550	+2,250	141	34.43	0.35	-0.90	-1.20	23.25	1,290	103.95	0.00	-0.63	-0.70	25.94	—	—	—	Neutral
Short buildup	3.86 L	+32,400	1,388	34.61	0.32	-0.87	-0.90	20.40	1,300	75.10	+0.80	-0.89	-0.68	35.17	28	+3,150	8,100	Long buildup
Short buildup	8,100	+6,300	88	34.59	0.29	-0.83	-0.95	17.65	1,310	118.90	0.00	-0.54	-0.78	26.16	—	—	—	Neutral
Long unwinding	1.04 L	−1,800	338	34.68	0.26	-0.79	-0.95	15.30	1,320	190.50	0.00	-0.49	-0.81	26.30	—	—	—	Neutral
Neutral	—	—	—	24.93	0.14	-0.40	0.00	16.85	1,330	134.55	0.00	-0.44	-0.84	26.48	—	—	—	Neutral
Short buildup	84,150	+5,850	257	35.12	0.21	-0.71	-0.30	11.60	1,340	207.60	0.00	-0.40	-0.86	26.69	—	—	—	Neutral
Short buildup	27,450	+17,100	127	35.12	0.18	-0.65	-0.45	9.90	1,350	150.90	0.00	-0.35	-0.89	26.95	—	—	—	Neutral
Long unwinding	3.04 L	−36,900	677	35.18	0.16	-0.60	-0.45	8.45	1,360	225.15	0.00	-0.31	-0.90	27.25	—	—	—	Neutral
Short buildup	9,900	+7,200	46	35.70	0.14	-0.57	-0.10	7.50	1,370	167.90	0.00	-0.28	-0.92	27.63	—	—	—	Neutral
Short buildup	20,250	+13,500	93	35.55	0.12	-0.51	-0.10	6.25	1,380	243.05	0.00	-0.25	-0.93	28.06	—	—	—	Neutral
Short buildup	18,450	+8,100	92	35.71	0.11	-0.47	-0.25	5.35	1,390	146.00	-39.40	-0.22	-0.94	28.68	357	+1.57 L	1.57 L	Short buildup
Neutral	49,500	+45,450	157	36.33	0.10	-0.44	0.00	4.80	1,400	160.95	-100.30	-0.57	-0.87	40.43	35	+15,750	15,750	Short buildup
Long buildup	10,350	+8,100	22	37.12	0.09	-0.42	+0.25	4.40	1,410	203.40	0.00	-0.18	-0.95	29.81	—	—	—	Neutral
Neutral	31,500	+6,750	196	36.77	0.08	-0.37	0.00	3.55	1,420	279.70	0.00	-0.17	-0.96	30.54	—	—	—	Neutral

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 4.47% (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.