haylaavo

TATACONSUM option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 550

Spot
1,028.89
Future
1,023.00
Forward
1,023.00
PCR (OI)
—
Puts 81,950 / Calls —
PCR (volume)
11.00
Puts 11 / Calls 1
Max pain
1,000
strike with least total payout to holders
Highest OI
— CE · 1,000 PE
ΔOI calls −550 · puts +3,300
Open interest by strike
CallsPuts│ ATM┊ Max pain
037,67575,35084090094098075,3501,0201,0601,1001,160
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——46.350.00178.808405.800.0022.51——Neutral
Neutral——40.690.00144.9588011.400.0022.19——Neutral
Neutral——38.310.00129.2090015.300.0021.99——Neutral
Neutral——36.230.00114.4092020.200.0021.78——Neutral
Neutral——34.470.00100.4594025.950.0021.51——Neutral
Neutral——33.000.0087.6096032.800.0021.21——Neutral
Neutral——31.770.0075.8598019.150.0020.85—6,600Neutral
Neutral——30.760.0065.201,00023.50-1.5017.63+3,30075,350Short buildup
Neutral——29.940.0055.601,02059.850.0019.89——Neutral
Short covering—−55025.93+4.0042.501,04071.000.0019.21——Neutral
Neutral——28.700.0039.551,06083.200.0018.33——Neutral
Neutral——28.230.0033.001,08096.350.0017.13——Neutral
Neutral——27.840.0027.351,100110.350.0015.29——Neutral
Neutral——27.510.0022.551,120125.300.0011.26——Neutral
Neutral——27.000.0014.951,160157.050.00———Neutral
Neutral——26.610.009.701,200191.150.00———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.