NMDC option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 6750
Spot
68.42
Future
69.29
Forward
69.29
PCR (OI)
0.36
Puts 1.96 L / Calls 5.47 L
PCR (volume)
0.15
Puts 10 / Calls 68
Max pain
66
strike with least total payout to holders
Highest OI
70 CE · 66 PE
ΔOI calls +2.63 L · puts +54,000
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 | 21.95 | 56 | 0.13 | 0.00 | 29.72 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 20.07 | 58 | 0.46 | 0.00 | 29.76 | — | 6,750 | Neutral | ||||||
| — | — | 21.52 | — | 11.23 | 59 | 0.59 | — | 29.93 | — | — | ||||||||
| Neutral | — | — | 24.03 | 0.00 | 18.23 | 60 | 1.00 | 0.00 | 29.96 | — | 13,500 | Neutral | ||||||
| Neutral | — | — | 25.35 | 0.00 | 9.59 | 61 | 0.93 | 0.00 | 30.01 | — | — | Neutral | ||||||
| Neutral | — | — | 26.14 | 0.00 | 16.44 | 62 | 1.47 | 0.00 | 30.00 | — | 6,750 | Neutral | ||||||
| Neutral | — | — | 26.72 | 0.00 | 8.08 | 63 | 1.40 | 0.00 | 30.04 | — | — | Neutral | ||||||
| Neutral | — | — | 27.14 | 0.00 | 14.72 | 64 | 2.10 | 0.00 | 30.19 | — | 6,750 | Neutral | ||||||
| Neutral | — | — | 27.51 | 0.00 | 6.70 | 65 | 1.99 | 0.00 | 30.18 | — | — | Neutral | ||||||
| Long buildup | 1.55 L | +81,000 | 29.51 | +0.70 | 5.01 | 66 | 1.70 | -0.40 | 28.97 | +54,000 | 1.01 L | Short buildup | ||||||
| Neutral | — | — | 27.93 | 0.00 | 5.47 | 67 | 2.75 | 0.00 | 30.36 | — | — | Neutral | ||||||
| Neutral | 54,000 | — | 28.09 | 0.00 | 3.30 | 68 | 3.00 | 0.00 | 30.43 | — | 13,500 | Neutral | ||||||
| Neutral | — | — | 28.22 | 0.00 | 4.41 | 69 | 3.66 | 0.00 | 30.51 | — | — | Neutral | ||||||
| Short buildup | 1.69 L | +87,750 | 26.30 | -1.21 | 2.52 | 70 | 2.44 | 0.00 | 30.71 | — | 13,500 | Neutral | ||||||
| Neutral | — | — | 28.45 | 0.00 | 3.49 | 71 | 4.72 | 0.00 | 30.76 | — | — | Neutral | ||||||
| Neutral | 6,750 | — | 28.50 | 0.00 | 1.80 | 72 | 5.75 | 0.00 | 30.96 | — | — | Neutral | ||||||
| Neutral | — | — | 28.60 | 0.00 | 2.73 | 73 | 5.94 | 0.00 | 31.15 | — | — | Neutral | ||||||
| Neutral | 6,750 | — | 28.70 | 0.00 | 1.08 | 74 | 3.46 | 0.00 | 31.27 | — | — | Neutral | ||||||
| Neutral | 20,250 | — | 28.71 | 0.00 | 0.80 | 75 | 7.29 | 0.00 | 31.55 | — | — | Neutral | ||||||
| Neutral | — | — | 28.78 | 0.00 | 6.45 | 76 | 4.33 | 0.00 | 31.83 | — | — | Neutral | ||||||
| Short buildup | 40,500 | +13,500 | 33.55 | -0.81 | 0.98 | 78 | 5.32 | 0.00 | 32.43 | — | — | Neutral | ||||||
| Long buildup | 94,500 | +81,000 | 30.92 | +0.43 | 0.53 | 80 | 12.50 | 0.00 | 33.30 | — | 20,250 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 88 | 19.35 | 0.00 | 39.37 | — | 13,500 | 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 6.31% (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.