ITC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1725

Spot

266.40

Future

268.25

Forward

267.62

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.42

Puts 18.32 L / Calls 43.19 L

PCR (volume)

0.27

Puts 443 / Calls 1,672

Max pain

270

strike with least total payout to holders

Highest OI

300 CE · 250 PE

ΔOI calls +17.03 L · puts +2.60 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
Neutral	—	—	—	36.02	0.92	-0.04	0.00	48.85	220	0.40	0.00	-0.00	-0.01	21.37	—	—	6,900	Neutral
Neutral	—	—	—	33.21	0.91	-0.04	0.00	44.25	225	0.85	0.00	-0.01	-0.02	21.14	—	—	—	Neutral
Neutral	3,450	—	—	30.76	0.90	-0.04	0.00	27.00	230	0.85	+0.15	-0.03	-0.07	26.51	3	+5,175	72,450	Long buildup
Neutral	—	—	—	28.64	0.88	-0.04	0.00	35.45	235	0.70	0.00	-0.03	-0.07	22.47	2	+3,450	1.00 L	Neutral
Neutral	—	—	—	27.77	0.86	-0.05	0.00	27.50	237.50	2.45	0.00	-0.03	-0.07	21.03	—	—	—	Neutral
Neutral	13,800	—	—	27.02	0.85	-0.05	0.00	27.75	240	1.15	+0.20	-0.04	-0.10	22.30	22	+22,425	3.92 L	Long buildup
Neutral	—	—	—	26.32	0.83	-0.05	0.00	23.60	242.50	3.50	0.00	-0.04	-0.11	20.93	—	—	—	Neutral
Neutral	—	—	—	25.74	0.81	-0.06	0.00	27.40	245	3.70	0.00	-0.04	-0.13	20.92	—	—	—	Neutral
Neutral	—	—	—	25.22	0.79	-0.06	0.00	20.00	247.50	4.85	0.00	-0.05	-0.16	20.87	—	—	—	Neutral
Neutral	25,875	—	11	23.05	0.78	-0.06	-0.50	20.50	250	2.40	+0.40	-0.05	-0.19	20.79	111	+46,575	5.71 L	Long buildup
Neutral	—	—	—	24.44	0.73	-0.07	0.00	16.75	252.50	6.50	0.00	-0.06	-0.22	20.76	—	—	—	Neutral
Neutral	1,725	—	—	24.14	0.70	-0.07	0.00	8.00	255	3.30	+0.50	-0.06	-0.25	19.76	24	+32,775	46,575	Long buildup
Neutral	—	—	—	23.87	0.67	-0.08	0.00	13.80	257.50	8.55	0.00	-0.07	-0.30	20.64	—	—	—	Neutral
Short buildup	1.09 L	+34,500	31	20.42	0.65	-0.07	-1.30	12.70	260	4.75	+0.70	-0.06	-0.34	19.34	148	+39,675	3.31 L	Long buildup
Neutral	—	—	—	23.44	0.59	-0.08	0.00	11.25	262.50	10.90	0.00	-0.07	-0.39	20.50	—	—	—	Neutral
Short buildup	15,525	+10,350	10	19.11	0.56	-0.07	-1.00	9.30	265	6.80	+1.15	-0.07	-0.43	19.33	56	+39,675	81,075	Long buildup
Neutral	—	—	—	23.11	0.52	-0.08	0.00	9.05	267.50	13.65	0.00	-0.07	-0.48	20.30	—	—	—	Neutral
Short buildup	7.35 L	+3.17 L	301	19.86	0.47	-0.07	-0.55	7.20	270	9.00	+1.05	-0.07	-0.53	18.52	23	+18,975	86,250	Long buildup
Neutral	—	—	—	22.88	0.43	-0.08	0.00	7.15	272.50	16.70	0.00	-0.07	-0.57	20.06	—	—	—	Neutral
Short buildup	1.12 L	+13,800	17	19.48	0.37	-0.07	-0.20	5.10	275	12.55	+0.40	-0.07	-0.61	19.85	7	+6,900	15,525	Long buildup
Neutral	—	—	—	22.71	0.36	-0.08	0.00	5.60	277.50	20.10	0.00	-0.06	-0.66	19.72	—	—	—	Neutral
Short buildup	6.59 L	+3.24 L	366	20.62	0.30	-0.07	-0.20	4.00	280	16.25	+2.05	-0.06	-0.69	20.62	28	+20,700	84,525	Long buildup
Neutral	—	—	—	22.55	0.28	-0.07	0.00	4.30	282.50	23.75	0.00	-0.05	-0.74	19.24	—	—	—	Neutral
Short buildup	3.04 L	+1.40 L	120	20.91	0.23	-0.06	-0.30	2.90	285	22.30	0.00	-0.05	-0.78	18.93	—	—	—	Neutral
Neutral	—	—	—	22.43	0.22	-0.06	0.00	3.30	287.50	27.65	0.00	-0.04	-0.82	18.52	—	—	—	Neutral
Short buildup	8.11 L	+3.57 L	351	21.46	0.18	-0.05	-0.15	2.15	290	25.90	0.00	-0.03	-0.85	18.03	—	—	—	Neutral
Neutral	—	—	—	22.33	0.14	-0.05	0.00	4.15	295	29.75	0.00	-0.02	-0.92	16.50	—	—	—	Neutral
Long buildup	11.90 L	+4.42 L	350	23.15	0.11	-0.04	+0.05	1.30	300	33.00	-0.75	-0.03	-0.90	21.37	11	+17,250	17,250	Short buildup
Neutral	—	—	—	22.18	0.07	-0.03	0.00	2.55	305	37.95	0.00	—	—	—	—	—	—	Neutral
Long buildup	3.40 L	+63,825	115	23.96	0.07	-0.03	+0.05	0.70	310	42.45	+1.90	-0.01	-0.94	22.50	8	+6,900	27,600	Long buildup

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 6.83% (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.