ITC option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1975
Spot
266.40
Future
270.05
Forward
270.05
PCR (OI)
1.48
Puts 67,150 / Calls 45,425
PCR (volume)
0.13
Puts 2 / Calls 16
Max pain
270
strike with least total payout to holders
Highest OI
300 CE · 265 PE
ΔOI calls +29,625 · puts +3,950
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 22.00 | 0.00 | 44.45 | 220 | 1.05 | 0.00 | 21.70 | — | — | Neutral | ||||||
| Neutral | — | — | 21.60 | 0.00 | 35.75 | 230 | 2.20 | 0.00 | 21.64 | — | — | Neutral | ||||||
| Neutral | — | — | 21.59 | 0.00 | 31.70 | 235 | 3.10 | 0.00 | 21.66 | — | — | Neutral | ||||||
| Neutral | — | — | 21.56 | 0.00 | 27.90 | 240 | 4.20 | 0.00 | 21.64 | — | — | Neutral | ||||||
| Neutral | — | — | 21.54 | 0.00 | 24.30 | 245 | 5.50 | 0.00 | 21.67 | — | — | Neutral | ||||||
| Neutral | — | — | 21.53 | 0.00 | 21.00 | 250 | 7.15 | 0.00 | 21.66 | — | — | Neutral | ||||||
| Neutral | — | — | 21.53 | 0.00 | 17.95 | 255 | 9.05 | 0.00 | 21.69 | — | — | Neutral | ||||||
| Neutral | — | — | 21.54 | 0.00 | 15.25 | 260 | 11.25 | 0.00 | 21.69 | — | — | Neutral | ||||||
| Neutral | — | — | 21.54 | 0.00 | 12.80 | 265 | 7.95 | +1.35 | 20.33 | +3,950 | 39,500 | Long buildup | ||||||
| Neutral | — | — | 21.54 | 0.00 | 10.70 | 270 | 9.95 | 0.00 | 21.74 | — | 27,650 | Neutral | ||||||
| Short buildup | 7,900 | +7,900 | 17.09 | -2.25 | 6.55 | 275 | 19.55 | 0.00 | 21.78 | — | — | Neutral | ||||||
| Short buildup | 13,825 | +3,950 | 18.35 | -0.35 | 5.40 | 280 | 22.90 | 0.00 | 21.81 | — | — | Neutral | ||||||
| Neutral | — | — | 21.55 | 0.00 | 5.85 | 285 | 26.45 | 0.00 | 21.85 | — | — | Neutral | ||||||
| Neutral | — | — | 21.55 | 0.00 | 4.70 | 290 | 30.25 | 0.00 | 21.91 | — | — | Neutral | ||||||
| Long buildup | 23,700 | +17,775 | 21.29 | +0.15 | 2.25 | 300 | 38.35 | 0.00 | 22.09 | — | — | Neutral | ||||||
| Neutral | — | — | 21.58 | 0.00 | 1.80 | 310 | 47.05 | 0.00 | 22.41 | — | — | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.