haylaavo

POWERGRID option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1900

Spot
267.69
Future
266.05
Forward
266.05
PCR (OI)
0.00
Puts — / Calls 13,300
PCR (volume)
0.00
Puts — / Calls 2
Max pain
210
strike with least total payout to holders
Highest OI
270 CE · — PE
ΔOI calls +1,900 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
02,8505,7002102302452605,700275290
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——51.800.0045.902100.900.0020.84——Neutral
Neutral——45.280.0037.102201.950.0020.67——Neutral
Neutral——42.310.0032.952252.750.0020.51——Neutral
Neutral——39.590.0029.052303.750.0020.34——Neutral
Neutral——37.130.0025.402355.000.0020.19——Neutral
Neutral——34.970.0022.002406.550.0019.94——Neutral
Neutral——33.110.0018.902458.350.0019.69——Neutral
Neutral——31.540.0016.0525010.450.0019.39——Neutral
Neutral——30.240.0013.5525512.850.0019.02——Neutral
Neutral——29.160.0011.3026015.550.0018.56——Neutral
Neutral——28.280.009.3526518.550.0018.00——Neutral
Neutral5,700—27.570.006.9027021.750.0017.30——Neutral
Neutral——26.970.006.2527525.250.0016.33——Neutral
Short buildup1,900+1,90020.34-0.055.0028029.000.0014.99——Neutral
Neutral——26.050.004.0528532.900.0012.72——Neutral
Neutral5,700—25.710.003.9029037.000.00———Neutral
Neutral——25.180.001.9530045.600.00———Neutral
——24.80—1.2031054.65————

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 6.15% (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.