TATACONSUM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 550
Spot
1,028.89
Future
1,028.60
Forward
1,028.00
PCR (OI)
1.05
Puts 31.33 L / Calls 29.71 L
PCR (volume)
0.79
Puts 6,018 / Calls 7,580
Max pain
1,000
strike with least total payout to holders
Highest OI
1,000 CE · 1,000 PE
ΔOI calls +49,500 · puts −82,500
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 800 | 0.35 | -0.25 | 45.28 | −15,400 | 53,350 | Long unwinding | |||
| · | · | · | · | · | · | · | · | · | 820 | 0.70 | 0.00 | 29.05 | — | 1,650 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 840 | 0.45 | -0.15 | 38.71 | — | 27,500 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 850 | 0.45 | -0.35 | 36.72 | −2,750 | 19,800 | Long unwinding | |||
| Neutral | — | — | 53.03 | 0.00 | 216.55 | 860 | 0.65 | -0.10 | 36.69 | — | 11,000 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 870 | 0.65 | -0.15 | 34.64 | — | 30,800 | Neutral | |||
| Neutral | — | — | 47.78 | 0.00 | 198.35 | 880 | 0.85 | -0.20 | 34.06 | −550 | 36,850 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 890 | 0.70 | -0.35 | 30.94 | — | 26,950 | Neutral | |||
| Neutral | 45,650 | — | 42.71 | 0.00 | 127.65 | 900 | 1.25 | -0.10 | 32.04 | −8,250 | 3.40 L | Long unwinding | ||||||
| Neutral | 1,650 | — | 40.33 | 0.00 | 118.95 | 910 | 1.35 | -0.15 | 30.29 | −24,200 | 31,900 | Long unwinding | ||||||
| Neutral | — | — | 38.09 | 0.00 | 163.60 | 920 | 1.60 | -0.20 | 29.07 | −19,800 | 1.31 L | Long unwinding | ||||||
| Neutral | 83,050 | — | 26.60 | +2.45 | 99.20 | 930 | 1.80 | -0.45 | 27.49 | +2,200 | 1.32 L | Short buildup | ||||||
| Neutral | 72,600 | +550 | 29.06 | +3.00 | 90.90 | 940 | 2.40 | -0.35 | 26.94 | +81,400 | 2.15 L | Short buildup | ||||||
| Neutral | 1.67 L | −1,100 | 29.08 | +3.25 | 82.15 | 950 | 2.90 | -0.70 | 25.74 | −10,450 | 2.00 L | Long unwinding | ||||||
| Neutral | 85,800 | — | 24.68 | +1.70 | 71.35 | 960 | 3.75 | -0.75 | 25.00 | +7,150 | 2.22 L | Short buildup | ||||||
| Long unwinding | 83,600 | −5,500 | 15.56 | -2.75 | 58.75 | 970 | 4.90 | -0.85 | 24.36 | −25,300 | 2.01 L | Long unwinding | ||||||
| Short covering | 1.34 L | −3,850 | 23.51 | +1.25 | 54.05 | 980 | 6.20 | -1.25 | 23.47 | −16,500 | 2.18 L | Long unwinding | ||||||
| Long unwinding | 2.74 L | −4,950 | 18.83 | -2.15 | 43.00 | 990 | 8.05 | -1.40 | 22.86 | −30,250 | 1.97 L | Long unwinding | ||||||
| Long unwinding | 3.11 L | −3,850 | 22.40 | -0.05 | 38.40 | 1,000 | 10.50 | -1.60 | 22.40 | −63,250 | 4.32 L | Long unwinding | ||||||
| Short covering | 95,700 | −8,250 | 22.24 | +0.10 | 31.75 | 1,010 | 13.85 | -1.75 | 22.28 | −5,500 | 94,050 | Long unwinding | ||||||
| Long unwinding | 1.83 L | −35,200 | 21.59 | -0.50 | 25.30 | 1,020 | 17.75 | -1.85 | 22.02 | +3,850 | 1.44 L | Short buildup | ||||||
| Short buildup | 2.34 L | +91,300 | 21.64 | -0.40 | 20.25 | 1,030 | 22.10 | -2.05 | 21.50 | +25,300 | 61,050 | Short buildup | ||||||
| Short buildup | 1.71 L | +7,150 | 21.45 | -0.50 | 15.70 | 1,040 | 32.50 | 0.00 | 21.77 | — | 13,200 | Neutral | ||||||
| Short buildup | 1.95 L | +5,500 | 21.55 | -0.45 | 12.15 | 1,050 | 33.55 | -4.20 | 20.97 | +12,650 | 55,000 | Short buildup | ||||||
| Long unwinding | 99,550 | −7,150 | 21.53 | -0.50 | 9.15 | 1,060 | 74.50 | 0.00 | 20.81 | — | 6,600 | Neutral | ||||||
| Long unwinding | 62,700 | −12,100 | 21.57 | -0.50 | 6.80 | 1,070 | 52.70 | +1.80 | 26.72 | +2,200 | 32,450 | Long buildup | ||||||
| Short buildup | 1.28 L | +8,800 | 21.67 | -0.60 | 5.00 | 1,080 | 96.00 | 0.00 | 18.96 | — | 1,100 | Neutral | ||||||
| Short buildup | 37,950 | +6,050 | 21.92 | -0.50 | 3.70 | 1,090 | 121.50 | 0.00 | 17.12 | — | — | Neutral | ||||||
| Long unwinding | 2.54 L | −8,800 | 22.25 | -0.50 | 2.75 | 1,100 | 76.10 | -3.55 | 25.44 | +4,950 | 1.74 L | Short buildup | ||||||
| Short buildup | 35,200 | +2,750 | 22.48 | -0.50 | 2.00 | 1,110 | 138.85 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 68,750 | +3,850 | 22.74 | -0.40 | 1.45 | 1,120 | 85.00 | 0.00 | — | — | — | Neutral | ||||||
| 6,050 | +6,050 | 23.43 | — | 1.15 | 1,130 | 156.85 | — | — | — | — | ||||||||
| Neutral | 81,400 | +5,500 | 23.78 | 0.00 | 0.85 | 1,140 | 154.50 | 0.00 | — | — | 23,100 | Neutral | ||||||
| Long buildup | 6,600 | +2,200 | 26.99 | +0.25 | 0.85 | 1,160 | 111.85 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 55,550 | +550 | 28.99 | -0.05 | 0.35 | 1,200 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 6.19% (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.