NHPC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 6950

Spot

78.78

Future

78.99

Forward

78.96

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

1.05

Puts 1.94 Cr / Calls 1.85 Cr

PCR (volume)

0.96

Puts 2,789 / Calls 2,912

Max pain

strike with least total payout to holders

Highest OI

75 CE · 77 PE

ΔOI calls +12.02 L · puts +19.04 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	—	—	—	51.23	0.98	-0.01	0.00	15.95	62	0.07	0.00	-0.00	-0.00	38.99	—	—	6.39 L	Neutral
·	·	·	·	·	·	·	·	·	63	0.18	0.00	-0.00	-0.00	36.65	—	—	1.25 L	Neutral
Neutral	—	—	—	45.74	0.97	-0.01	0.00	14.21	64	0.09	0.00	-0.01	-0.03	46.40	2	—	1.25 L	Neutral
Neutral	48,650	—	—	43.43	0.97	-0.01	0.00	8.30	65	0.09	-0.02	-0.01	-0.03	43.48	3	−20,850	7.30 L	Long unwinding
Neutral	—	—	—	40.27	0.97	-0.01	0.00	12.54	66	0.11	+0.03	-0.01	-0.03	42.08	2	—	69,500	Neutral
Neutral	—	—	—	37.92	0.97	-0.01	0.00	3.26	67	0.12	-0.03	-0.01	-0.04	39.77	2	—	1.11 L	Neutral
Neutral	—	—	—	35.50	0.96	-0.01	0.00	10.97	68	0.14	-0.04	-0.02	-0.05	37.95	29	−1.04 L	6.88 L	Long unwinding
Neutral	1.04 L	—	—	33.62	0.95	-0.01	0.00	8.57	69	0.18	-0.06	-0.02	-0.06	36.86	53	+13,900	3.96 L	Short buildup
Neutral	7.23 L	+6,950	3	29.35	0.96	-0.01	+1.39	9.02	70	0.22	-0.08	-0.02	-0.07	35.34	130	−48,650	22.59 L	Long unwinding
Neutral	1.39 L	—	—	30.55	0.93	-0.02	0.00	6.69	71	0.29	-0.11	-0.03	-0.09	34.47	103	−1.81 L	4.52 L	Long unwinding
Short covering	6.12 L	−13,900	20	24.79	0.94	-0.01	+1.15	7.05	72	0.38	-0.15	-0.03	-0.12	33.59	147	−1.11 L	10.84 L	Long unwinding
Short covering	5.84 L	−41,700	35	32.21	0.85	-0.03	+1.39	6.41	73	0.49	-0.19	-0.03	-0.15	32.60	186	+48,650	5.56 L	Short buildup
Short covering	6.53 L	−62,550	36	35.06	0.79	-0.04	+1.41	5.75	74	0.64	-0.27	-0.04	-0.19	31.82	277	−5.14 L	5.00 L	Long unwinding
Short covering	25.09 L	−83,400	79	31.00	0.76	-0.04	+1.11	4.77	75	0.87	-0.34	-0.04	-0.24	31.75	408	+1.32 L	23.91 L	Short buildup
Short covering	10.98 L	−90,350	30	31.64	0.70	-0.05	+1.08	4.10	76	1.09	-0.47	-0.05	-0.29	30.66	231	+4.66 L	14.53 L	Short buildup
Short covering	17.44 L	−2.99 L	110	30.00	0.65	-0.05	+0.86	3.34	77	1.43	-0.59	-0.05	-0.35	30.57	638	+12.86 L	54.70 L	Short buildup
Long buildup	16.33 L	+1.74 L	274	31.03	0.58	-0.05	+0.81	2.83	78	1.90	-0.60	-0.05	-0.42	31.35	241	+3.20 L	6.19 L	Short buildup
Long buildup	10.36 L	+1.95 L	243	31.09	0.51	-0.06	+0.68	2.32	79	2.33	-8.12	-0.05	-0.49	30.65	106	+2.36 L	2.43 L	Short buildup
Short covering	17.51 L	−2.22 L	695	30.65	0.44	-0.05	+0.55	1.84	80	2.88	-0.83	-0.05	-0.56	30.65	230	+3.82 L	13.07 L	Short buildup
Long buildup	7.23 L	+1.32 L	162	30.67	0.38	-0.05	+0.48	1.46	81	8.23	0.00	-0.04	-0.65	26.07	—	—	—	Neutral
Long buildup	14.60 L	+7.09 L	341	31.25	0.32	-0.05	+0.39	1.18	82	13.25	0.00	-0.04	-0.72	25.87	—	—	69,500	Neutral
Short covering	2.57 L	−48,650	63	31.51	0.27	-0.05	+0.34	0.93	83	9.84	0.00	-0.03	-0.78	25.57	—	—	—	Neutral
Long buildup	14.53 L	+1.74 L	195	32.00	0.22	-0.04	+0.26	0.74	84	13.63	0.00	-0.03	-0.84	25.27	—	—	41,700	Neutral
Long buildup	7.30 L	+3.75 L	284	32.36	0.18	-0.04	+0.20	0.58	85	11.55	0.00	-0.02	-0.88	24.95	—	—	—	Neutral
Short covering	8.13 L	−83,400	215	32.44	0.14	-0.03	+0.15	0.44	86	7.00	-6.20	—	—	—	1	—	90,350	Neutral
Long buildup	2.85 L	+2.08 L	68	34.02	0.10	-0.03	+0.10	0.29	88	11.78	0.00	-0.00	-0.98	19.99	—	—	—	Neutral
Long buildup	1.81 L	+1.74 L	59	35.41	0.07	-0.02	+0.08	0.19	90	13.39	0.00	—	—	—	—	—	—	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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.