NHPC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 6950

Spot

78.78

Future

78.60

Forward

78.60

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

—

Puts — / Calls —

PCR (volume)

—

Puts — / Calls —

Max pain

—

strike with least total payout to holders

Highest OI

— CE · — PE

ΔOI calls +— · puts +—

Open interest by strike

CallsPuts│ ATM

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	44.97	0.84	-0.02	0.00	11.17	64	0.98	0.00	-0.00	-0.04	25.37	—	—	—	Neutral
Neutral	—	—	—	41.71	0.82	-0.02	0.00	9.63	66	1.41	0.00	-0.01	-0.07	25.10	—	—	—	Neutral
Neutral	—	—	—	38.96	0.80	-0.02	0.00	8.21	68	1.96	0.00	-0.01	-0.10	25.04	—	—	—	Neutral
Neutral	—	—	—	36.71	0.76	-0.02	0.00	6.93	70	2.65	0.00	-0.01	-0.15	24.78	—	—	—	Neutral
Neutral	—	—	—	34.92	0.72	-0.02	0.00	5.78	72	3.46	0.00	-0.02	-0.21	24.49	—	—	—	Neutral
Neutral	—	—	—	33.45	0.67	-0.03	0.00	4.76	74	4.42	0.00	-0.02	-0.28	24.16	—	—	—	Neutral
Neutral	—	—	—	32.41	0.61	-0.03	0.00	3.88	76	5.51	0.00	-0.02	-0.36	23.80	—	—	—	Neutral
Neutral	—	—	—	31.53	0.54	-0.03	0.00	3.13	78	6.73	0.00	-0.02	-0.45	23.26	—	—	—	Neutral
Neutral	—	—	—	30.86	0.48	-0.03	0.00	2.50	80	8.06	0.00	-0.02	-0.54	22.68	—	—	—	Neutral
Neutral	—	—	—	30.32	0.41	-0.03	0.00	1.97	82	9.51	0.00	-0.02	-0.63	21.80	—	—	—	Neutral
Neutral	—	—	—	29.93	0.34	-0.02	0.00	1.54	84	11.05	0.00	-0.01	-0.72	20.64	—	—	—	Neutral
Neutral	—	—	—	29.55	0.28	-0.02	0.00	1.19	86	12.67	0.00	-0.01	-0.82	18.85	—	—	—	Neutral
Neutral	—	—	—	29.25	0.23	-0.02	0.00	0.92	88	14.36	0.00	-0.00	-0.92	15.34	—	—	—	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.