NMDC option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 6750
Spot
68.42
Future
68.86
Forward
68.90
PCR (OI)
0.58
Puts 2.88 Cr / Calls 4.91 Cr
PCR (volume)
0.19
Puts 1,265 / Calls 6,567
Max pain
70
strike with least total payout to holders
Highest OI
70 CE · 80 PE
ΔOI calls +49.21 L · puts +15.05 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 30.80 | 56 | 0.04 | -0.08 | 41.24 | −6,750 | 2.09 L | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 25.08 | 58 | 0.11 | -0.08 | 41.77 | −20,250 | 4.25 L | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 18.60 | 59 | 0.08 | 0.00 | 30.75 | — | — | Neutral | ||||||
| Neutral | 27,000 | — | — | 0.00 | 8.29 | 60 | 0.17 | -0.12 | 38.30 | −6,750 | 18.56 L | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 16.69 | 61 | 0.22 | -0.16 | 36.87 | +1.69 L | 5.20 L | Short buildup | ||||||
| Short covering | 13,500 | −6,750 | 32.34 | +0.83 | 7.08 | 62 | 0.28 | -0.22 | 35.28 | −13,500 | 4.93 L | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 14.82 | 63 | 0.37 | -0.29 | 34.05 | +6,750 | 5.06 L | Short buildup | ||||||
| Long buildup | 2.77 L | +13,500 | 32.00 | +1.13 | 5.34 | 64 | 0.49 | -0.38 | 32.88 | +20,250 | 4.59 L | Short buildup | ||||||
| Neutral | 9.38 L | −6,750 | 32.02 | +1.01 | 4.55 | 65 | 0.66 | -0.45 | 32.00 | +3.51 L | 34.97 L | Short buildup | ||||||
| Short covering | 5.20 L | −1.01 L | 32.20 | +0.94 | 3.83 | 66 | 0.88 | -0.56 | 31.15 | +2.90 L | 11.68 L | Short buildup | ||||||
| Neutral | 14.65 L | −6,750 | 30.72 | +0.79 | 3.08 | 67 | 1.16 | -0.70 | 30.33 | +33,750 | 12.35 L | Short buildup | ||||||
| Neutral | 24.64 L | −13,500 | 29.84 | +0.65 | 2.43 | 68 | 1.53 | -0.80 | 29.84 | +2.97 L | 20.59 L | Short buildup | ||||||
| Long buildup | 14.98 L | +33,750 | 29.33 | +0.53 | 1.88 | 69 | 1.99 | -0.90 | 29.54 | +2.56 L | 12.02 L | Short buildup | ||||||
| Long buildup | 1.47 Cr | +6.48 L | 29.11 | +0.43 | 1.43 | 70 | 2.53 | -1.12 | 29.22 | +2.97 L | 34.63 L | Short buildup | ||||||
| Long buildup | 31.39 L | +7.90 L | 29.23 | +0.33 | 1.08 | 71 | 3.94 | 0.00 | 32.18 | — | 2.36 L | Neutral | ||||||
| Long buildup | 37.26 L | +7.90 L | 29.52 | +0.25 | 0.81 | 72 | 4.00 | -0.91 | 31.39 | +40,500 | 6.28 L | Short buildup | ||||||
| Long buildup | 13.16 L | +1.35 L | 30.24 | +0.24 | 0.62 | 73 | 4.60 | -0.70 | 28.12 | −6,750 | 2.16 L | Long unwinding | ||||||
| Short covering | 4.86 L | −1.89 L | 30.64 | +0.15 | 0.46 | 74 | 6.10 | 0.00 | 34.48 | — | 54,000 | Neutral | ||||||
| Long buildup | 93.83 L | +32.47 L | 31.36 | +0.11 | 0.35 | 75 | 6.60 | -0.70 | 35.82 | −1.49 L | 8.57 L | Long unwinding | ||||||
| Short covering | 5.87 L | −1.89 L | 31.86 | +0.08 | 0.26 | 76 | 8.40 | 0.00 | 36.84 | — | 20,250 | Neutral | ||||||
| Short covering | 6.68 L | −87,750 | 32.65 | +0.07 | 0.20 | 77 | 9.40 | 0.00 | 38.48 | — | 20,250 | Neutral | ||||||
| Short covering | 7.90 L | −87,750 | 33.70 | +0.01 | 0.16 | 78 | 10.10 | 0.00 | 40.08 | — | 87,750 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 79 | 9.50 | 0.00 | 42.07 | — | 13,500 | Neutral | |||
| Neutral | 40.09 L | — | 35.44 | +0.03 | 0.10 | 80 | 12.51 | 0.00 | 44.26 | — | 54.34 L | Neutral | ||||||
| Neutral | 60,750 | — | 36.31 | +0.02 | 0.08 | 81 | 12.90 | 0.00 | 46.70 | — | 6,750 | Neutral | ||||||
| Neutral | 6.01 L | — | 28.88 | 0.00 | 0.06 | 82 | 14.83 | 0.00 | 49.06 | — | 6.01 L | Neutral | ||||||
| Neutral | 13,500 | — | 30.63 | 0.00 | 0.04 | 83 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 5.54 L | −13,500 | 41.92 | -0.01 | 0.07 | 84 | 15.03 | -1.40 | — | −54,000 | 5.60 L | Long unwinding | ||||||
| Neutral | 13.03 L | — | 42.93 | +0.02 | 0.06 | 85 | 16.75 | 0.00 | 56.11 | — | 23.29 L | Neutral | ||||||
| Neutral | 27,000 | — | 35.71 | 0.00 | 0.02 | 86 | 17.90 | 0.00 | 58.66 | — | 54,000 | Neutral | ||||||
| Neutral | 1.35 L | — | 38.95 | 0.00 | 0.03 | 88 | 20.36 | 0.00 | 63.12 | — | 5.54 L | Neutral | ||||||
| Short covering | 1.15 L | −13,500 | 51.13 | +0.01 | 0.05 | 90 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 3.31 L | −20,250 | 53.04 | 0.00 | 0.04 | 92 | · | · | · | · | · | · | · | · | · | |||
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 6.31% (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.