NTPC option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1500
Spot
323.00
Future
322.75
Forward
322.75
PCR (OI)
2.00
Puts 5.25 L / Calls 2.63 L
PCR (volume)
1.79
Puts 275 / Calls 154
Max pain
320
strike with least total payout to holders
Highest OI
330 CE · 300 PE
ΔOI calls +1.02 L · puts +2.33 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 | — | — | 49.99 | 0.00 | 72.50 | 255 | 0.30 | 0.00 | 20.15 | — | — | Neutral | ||||||
| Neutral | — | — | 46.96 | 0.00 | 67.75 | 260 | 0.45 | 0.00 | 19.87 | — | — | Neutral | ||||||
| Neutral | — | — | 43.99 | 0.00 | 63.00 | 265 | 0.65 | 0.00 | 20.16 | — | — | Neutral | ||||||
| Neutral | — | — | 41.12 | 0.00 | 58.35 | 270 | 0.50 | -1.20 | 25.99 | −3,000 | 4,500 | Long unwinding | ||||||
| Neutral | — | — | 38.39 | 0.00 | 53.80 | 275 | 1.30 | 0.00 | 19.92 | — | — | Neutral | ||||||
| Neutral | — | — | 37.07 | 0.00 | 30.20 | 277.50 | 2.90 | 0.00 | 19.85 | — | — | Neutral | ||||||
| Neutral | — | — | 35.81 | 0.00 | 49.35 | 280 | 2.00 | 0.00 | 19.81 | — | 10,500 | Neutral | ||||||
| Neutral | — | — | 34.64 | 0.00 | 26.30 | 282.50 | 3.95 | 0.00 | 19.75 | — | — | Neutral | ||||||
| Neutral | — | — | 33.51 | 0.00 | 45.05 | 285 | 2.35 | 0.00 | 19.73 | — | — | Neutral | ||||||
| Neutral | — | — | 32.42 | 0.00 | 22.70 | 287.50 | 5.30 | 0.00 | 19.63 | — | — | Neutral | ||||||
| Neutral | — | — | 31.44 | 0.00 | 40.90 | 290 | 1.20 | -1.05 | 21.14 | +3,000 | 10,500 | Short buildup | ||||||
| Neutral | — | — | 30.50 | 0.00 | 19.40 | 292.50 | 6.90 | 0.00 | 19.55 | — | — | Neutral | ||||||
| Neutral | — | — | 29.65 | 0.00 | 36.90 | 295 | 4.10 | 0.00 | 19.44 | — | — | Neutral | ||||||
| Neutral | — | — | 28.87 | 0.00 | 16.40 | 297.50 | 8.85 | 0.00 | 19.38 | — | — | Neutral | ||||||
| Long buildup | 19,500 | +18,000 | 21.77 | +8.95 | 25.45 | 300 | 2.30 | -1.90 | 19.89 | +25,500 | 2.13 L | Short buildup | ||||||
| Neutral | — | — | 27.53 | 0.00 | 13.70 | 302.50 | 11.10 | 0.00 | 19.22 | — | — | Neutral | ||||||
| Neutral | 6,000 | — | 26.95 | 0.00 | 9.50 | 305 | 8.00 | 0.00 | 19.13 | — | 1,500 | Neutral | ||||||
| Neutral | — | — | 26.43 | 0.00 | 11.30 | 307.50 | 13.65 | 0.00 | 19.02 | — | — | Neutral | ||||||
| Neutral | 4,500 | — | 25.98 | 0.00 | 13.05 | 310 | 3.85 | -3.45 | 17.72 | +19,500 | 85,500 | Short buildup | ||||||
| Neutral | — | — | 25.56 | 0.00 | 9.25 | 312.50 | 16.55 | 0.00 | 18.77 | — | — | Neutral | ||||||
| Neutral | 7,500 | — | 25.20 | 0.00 | 10.10 | 315 | 10.00 | 0.00 | 18.62 | — | 1,500 | Neutral | ||||||
| Neutral | — | — | 24.85 | 0.00 | 7.45 | 317.50 | 19.70 | 0.00 | 18.46 | — | — | Neutral | ||||||
| Long buildup | 36,000 | +3,000 | 20.99 | +4.50 | 11.95 | 320 | 7.70 | -4.30 | 17.93 | +1.86 L | 1.91 L | Short buildup | ||||||
| Neutral | — | — | 24.30 | 0.00 | 5.95 | 322.50 | 23.15 | 0.00 | 18.07 | — | — | Neutral | ||||||
| Neutral | 3,000 | — | 24.08 | 0.00 | 6.20 | 325 | 9.50 | -4.80 | 16.49 | +1,500 | 4,500 | Short buildup | ||||||
| Neutral | — | — | 23.86 | 0.00 | 4.70 | 327.50 | 26.85 | 0.00 | 17.58 | — | — | Neutral | ||||||
| Long buildup | 1.20 L | +61,500 | 18.46 | +1.90 | 6.25 | 330 | 16.85 | 0.00 | 17.27 | — | — | Neutral | ||||||
| Neutral | — | — | 23.50 | 0.00 | 3.70 | 332.50 | 30.80 | 0.00 | 16.93 | — | — | Neutral | ||||||
| Neutral | 7,500 | — | 23.34 | 0.00 | 3.40 | 335 | 19.65 | 0.00 | 16.49 | — | — | Neutral | ||||||
| Neutral | — | — | 23.20 | 0.00 | 2.85 | 337.50 | 34.90 | 0.00 | 16.01 | — | — | Neutral | ||||||
| Short buildup | 1,500 | +1,500 | 16.82 | -8.45 | 2.70 | 340 | 22.65 | 0.00 | 15.38 | — | — | Neutral | ||||||
| — | — | 22.95 | — | 2.20 | 342.50 | 39.15 | — | 14.54 | — | — | ||||||||
| Neutral | — | — | 22.85 | 0.00 | 9.45 | 345 | 25.90 | 0.00 | 13.42 | — | — | Neutral | ||||||
| — | — | 22.76 | — | 1.65 | 347.50 | 43.60 | — | 11.48 | — | — | ||||||||
| Long buildup | 54,000 | +16,500 | 18.71 | +0.45 | 1.70 | 350 | 34.00 | 0.00 | — | — | 3,000 | Neutral | ||||||
| Neutral | — | — | 22.52 | 0.00 | 6.70 | 355 | 33.00 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 1,500 | +1,500 | 19.41 | -4.65 | 0.90 | 360 | 36.80 | 0.00 | — | — | — | Neutral | ||||||
| — | — | 22.26 | — | 4.60 | 365 | 40.75 | — | — | — | — | ||||||||
| Neutral | 1,500 | — | 22.20 | 0.00 | 1.20 | 370 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 6.14% (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.