NHPC option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 6950
Spot
78.78
Future
78.72
Forward
78.72
PCR (OI)
0.69
Puts 76,450 / Calls 1.11 L
PCR (volume)
5.00
Puts 5 / Calls 1
Max pain
70
strike with least total payout to holders
Highest OI
70 CE · 80 PE
ΔOI calls +6,950 · puts +34,750
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 50.70 | 0.00 | 12.88 | 62 | 0.65 | 0.00 | 25.38 | — | — | Neutral | ||||||
| Neutral | — | — | 46.19 | 0.00 | 11.24 | 64 | 0.98 | 0.00 | 26.07 | — | — | Neutral | ||||||
| Neutral | — | — | 42.13 | 0.00 | 9.70 | 66 | 2.00 | 0.00 | 25.64 | — | 20,850 | Neutral | ||||||
| Neutral | — | — | 40.35 | 0.00 | 8.12 | 67 | 1.20 | 0.00 | 25.55 | — | — | Neutral | ||||||
| Neutral | — | — | 38.78 | 0.00 | 3.92 | 68 | 1.40 | 0.00 | 25.55 | — | 6,950 | Neutral | ||||||
| Neutral | — | — | 37.24 | 0.00 | 6.70 | 69 | 1.76 | 0.00 | 25.51 | — | — | Neutral | ||||||
| Neutral | 69,500 | — | 35.96 | 0.00 | 6.80 | 70 | 2.64 | 0.00 | 25.39 | — | — | Neutral | ||||||
| Neutral | — | — | 34.86 | 0.00 | 5.44 | 71 | 2.47 | 0.00 | 25.31 | — | — | Neutral | ||||||
| Neutral | — | — | 33.90 | 0.00 | 5.83 | 72 | 1.20 | 0.00 | 25.19 | — | — | Neutral | ||||||
| Neutral | — | — | 33.12 | 0.00 | 4.34 | 73 | 3.35 | 0.00 | 25.00 | — | — | Neutral | ||||||
| Neutral | — | — | 32.37 | 0.00 | 4.81 | 74 | 4.41 | 0.00 | 24.92 | — | — | Neutral | ||||||
| Neutral | — | — | 31.72 | 0.00 | 3.40 | 75 | 4.39 | 0.00 | 24.71 | — | — | Neutral | ||||||
| Neutral | — | — | 31.21 | 0.00 | 3.93 | 76 | 5.50 | 0.00 | 24.54 | — | — | Neutral | ||||||
| Neutral | — | — | 30.81 | 0.00 | 2.62 | 77 | 5.59 | 0.00 | 24.38 | — | — | Neutral | ||||||
| Long buildup | 27,800 | +6,950 | 21.47 | +1.70 | 3.00 | 78 | 6.71 | 0.00 | 24.13 | — | — | Neutral | ||||||
| Neutral | — | — | 30.10 | 0.00 | 1.98 | 79 | 6.93 | 0.00 | 23.86 | — | — | Neutral | ||||||
| Neutral | 13,900 | — | 29.77 | 0.00 | 2.10 | 80 | 4.25 | -0.70 | 28.89 | +27,800 | 41,700 | Short buildup | ||||||
| Neutral | — | — | 29.51 | 0.00 | 1.48 | 81 | 8.41 | 0.00 | 23.18 | — | — | Neutral | ||||||
| Neutral | — | — | 29.32 | 0.00 | 2.01 | 82 | 9.49 | 0.00 | 22.75 | — | — | Neutral | ||||||
| Neutral | — | — | 29.14 | 0.00 | 1.09 | 83 | 9.99 | 0.00 | 22.20 | — | — | Neutral | ||||||
| Neutral | — | — | 28.97 | 0.00 | 1.57 | 84 | 11.02 | 0.00 | 21.51 | — | — | Neutral | ||||||
| Neutral | — | — | 28.85 | 0.00 | 0.78 | 85 | 7.00 | -4.66 | 22.53 | +6,950 | 6,950 | Short buildup | ||||||
| Neutral | — | — | 28.69 | 0.00 | 1.22 | 86 | 12.64 | 0.00 | 19.40 | — | — | Neutral | ||||||
| Neutral | — | — | 28.51 | 0.00 | 0.94 | 88 | 14.33 | 0.00 | 13.01 | — | — | Neutral | ||||||
| Neutral | — | — | 28.37 | 0.00 | 0.71 | 90 | 16.07 | 0.00 | — | — | — | 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 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.