haylaavo

NTPC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1600

Spot
323.00
Future
324.90
Forward
324.90
PCR (OI)
5.09
Puts 89,600 / Calls 17,600
PCR (volume)
—
Puts — / Calls —
Max pain
300
strike with least total payout to holders
Highest OI
335 CE · 300 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
043,20086,40025027529086,40030532014,400335350
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——41.590.0056.352500.700.0020.31——Neutral
Neutral——36.980.0047.252601.450.0020.41——Neutral
Neutral——32.910.0038.702702.750.0020.26——Neutral
Neutral——31.110.0034.702753.650.0020.23——Neutral
Neutral——29.520.0030.902804.800.0020.15——Neutral
Neutral——28.130.0027.352856.150.0020.10——Neutral
Neutral——26.980.0024.002907.700.0020.03——Neutral
Neutral——26.010.0020.902954.200.0019.94—3,200Neutral
Neutral——25.210.0018.103008.050.0019.86—86,400Neutral
Neutral——24.570.0015.5530514.050.0019.75——Neutral
Neutral3,200—24.040.0014.5031016.650.0019.63——Neutral
Neutral——23.620.0011.2031519.550.0019.49——Neutral
Neutral——23.270.009.4532022.700.0019.32——Neutral
Neutral——22.990.007.8532526.050.0019.12——Neutral
Neutral——22.750.006.5033029.600.0018.87——Neutral
Neutral14,400—22.560.003.8533533.400.0018.58——Neutral
Neutral——22.410.004.4034037.350.0018.20——Neutral
——22.27—3.5534541.45—17.71——
Neutral——22.150.002.8535045.650.0017.08——Neutral
Neutral——21.970.001.8536054.450.0014.71——Neutral
——21.82—1.1537063.65————

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.