haylaavo

NMDC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 6750

Spot
68.42
Future
69.72
Forward
69.72
PCR (OI)
1.00
Puts 6,750 / Calls 6,750
PCR (volume)
1.00
Puts 1 / Calls 1
Max pain
70
strike with least total payout to holders
Highest OI
70 CE · 70 PE
ΔOI calls +6,750 · puts +6,750
Open interest by strike
CallsPuts│ ATM┊ Max pain
03,3756,7505662666,7506,750707480
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.0014.38560.520.0030.10——Neutral
Neutral——24.180.0011.09601.160.0030.11——Neutral
Neutral——25.870.009.59621.640.0030.23——Neutral
Neutral——26.730.008.22642.230.0030.38——Neutral
Neutral——27.330.006.97662.950.0030.52——Neutral
Neutral——27.730.005.85683.800.0030.67——Neutral
Short buildup6,750+6,75027.08-1.443.43704.53-0.2633.36+6,7506,750Short buildup
Neutral——28.210.004.01725.900.0031.16——Neutral
Neutral——28.330.003.27747.130.0031.49——Neutral
Neutral——28.490.002.65768.470.0031.90——Neutral
Neutral——28.640.001.698011.450.0033.02——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.