haylaavo

TATACONSUM option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 550

Spot
1,028.89
Future
1,034.90
Forward
1,034.90
PCR (OI)
1.90
Puts 2.22 L / Calls 1.17 L
PCR (volume)
2.98
Puts 161 / Calls 54
Max pain
1,000
strike with least total payout to holders
Highest OI
1,100 CE · 900 PE
ΔOI calls −550 · puts +22,550
Open interest by strike
CallsPuts│ ATM┊ Max pain
027,22554,45086054,4509209601,0001,0401,08030,2501,120
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········8000.85-0.6531.85+4,9506,050Short buildup
Neutral——32.850.00131.7086011.400.0023.89——Neutral
Neutral——30.830.00116.1588015.550.0023.85——Neutral
Neutral——29.220.00101.609003.40-1.6025.08+4,40054,450Short buildup
Neutral——28.570.00112.0591012.150.0023.81——Neutral
Neutral——28.010.0088.109206.500.0023.78—23,100Neutral
Neutral——27.540.0096.9593012.950.0023.75—1,650Neutral
Neutral——27.130.0075.7594025.900.0023.73—1,100Neutral
Neutral——26.790.0082.959508.10-3.0022.80+7,70012,100Short buildup
Neutral550—26.490.0070.0096011.450.0023.67—1,650Neutral
Neutral——26.240.0070.2097013.000.0023.63—28,050Neutral
Neutral550—26.030.0044.7598015.200.0023.59—39,600Neutral
Neutral1,650—25.850.0038.7099021.600.0023.55—2,200Neutral
Neutral3,850—25.700.0057.251,00019.05-1.2521.12+3,30049,500Short buildup
Neutral2,200—25.560.0031.551,01047.700.0023.45——Neutral
Short buildup14,300+2,20020.42-5.0540.651,02022.35-52.9518.17+2,2002,200Short buildup
Neutral1,100—25.340.0028.651,03058.650.0023.32——Neutral
Long unwinding27,500−2,20020.14-2.0530.151,04088.300.0023.25——Neutral
Short buildup23,650+2,20019.02-3.3024.051,05070.800.0023.17——Neutral
Neutral1,100—25.110.0021.001,060102.250.0023.07——Neutral
Neutral1,100—25.050.0017.201,07084.150.0022.96——Neutral
Neutral550—25.000.0010.301,080117.200.0022.84——Neutral
Neutral4,400—24.950.008.751,09098.600.0022.70——Neutral
Neutral30,250−2,75020.960.0011.751,100132.800.0022.53——Neutral
Neutral1,100—24.870.0011.301,110113.950.0022.34——Neutral
Neutral——24.830.0013.251,120149.150.0022.10——Neutral
——24.80—12.351,130130.10—21.83——
Neutral——24.770.0010.501,140166.100.0021.49——Neutral
Neutral2,750—24.720.003.501,160183.550.0020.55——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 6.19% (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.