TATAELXSI option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 125
Spot
3,783.80
Future
3,801.10
Forward
3,802.19
PCR (OI)
0.77
Puts 4.12 L / Calls 5.37 L
PCR (volume)
0.82
Puts 2,873 / Calls 3,490
Max pain
3,700
strike with least total payout to holders
Highest OI
4,000 CE · 3,600 PE
ΔOI calls +20,875 · puts +19,250
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 2,600 | 1.40 | 0.00 | 43.31 | — | 875 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 2,650 | 1.75 | 0.00 | 41.24 | — | 375 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 2,700 | 1.70 | 0.00 | 61.88 | +125 | 1,000 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 2,750 | 1.50 | 0.00 | 37.22 | — | 250 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 2,800 | 1.65 | -0.05 | 55.77 | — | 2,750 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 2,850 | 1.80 | -0.45 | 53.50 | −250 | 1,500 | Long unwinding | |||
| · | · | · | · | · | · | · | · | · | 2,900 | 2.25 | -1.30 | 52.22 | −625 | 1,625 | Long unwinding | |||
| · | · | · | · | · | · | · | · | · | 2,950 | 83.25 | 0.00 | 32.55 | — | 125 | Neutral | |||
| Neutral | 1,125 | — | — | 0.00 | 716.00 | 3,000 | 3.40 | -0.15 | 49.44 | −6,750 | 30,875 | Long unwinding | ||||||
| Neutral | 125 | — | — | 0.00 | 753.85 | 3,050 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 3,250 | — | — | 0.00 | 656.50 | 3,100 | 4.80 | -0.95 | 46.11 | −500 | 9,375 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 3,150 | 8.45 | 0.00 | 32.82 | — | 3,125 | Neutral | |||
| Neutral | 18,250 | — | — | 0.00 | 610.30 | 3,200 | 7.15 | +0.10 | 43.16 | +3,500 | 13,500 | Long buildup | ||||||
| Neutral | 2,000 | — | — | 0.00 | 543.35 | 3,250 | 11.15 | 0.00 | 32.84 | — | 2,125 | Neutral | ||||||
| Short covering | 4,000 | −125 | 49.88 | +53.70 | 525.00 | 3,300 | 9.90 | -0.65 | 39.50 | −1,500 | 10,250 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 3,350 | 13.55 | 0.00 | 32.89 | — | 7,250 | Neutral | |||
| Neutral | 8,125 | — | 27.25 | 0.00 | 371.75 | 3,400 | 15.25 | -1.20 | 36.67 | +1,375 | 17,250 | Short buildup | ||||||
| Neutral | 5,375 | — | 28.95 | 0.00 | 344.20 | 3,450 | 19.50 | -1.60 | 35.55 | +1,125 | 8,500 | Short buildup | ||||||
| Neutral | 23,000 | — | 50.48 | +33.40 | 365.75 | 3,500 | 24.45 | -2.05 | 34.23 | −750 | 20,750 | Long unwinding | ||||||
| Neutral | 250 | — | 30.52 | 0.00 | 324.50 | 3,550 | 32.40 | -2.05 | 33.62 | −1,750 | 8,500 | Long unwinding | ||||||
| Long unwinding | 14,000 | −1,000 | 30.99 | -15.55 | 238.40 | 3,600 | 41.50 | -2.10 | 32.69 | +6,750 | 68,125 | Short buildup | ||||||
| Long buildup | 250 | +125 | 31.26 | +9.95 | 203.00 | 3,650 | 54.00 | -2.70 | 32.14 | +750 | 26,250 | Short buildup | ||||||
| Long unwinding | 49,250 | −1,375 | 31.92 | -8.85 | 172.25 | 3,700 | 69.70 | -1.75 | 31.71 | +5,250 | 49,000 | Short buildup | ||||||
| Long unwinding | 8,000 | −750 | 31.10 | -9.80 | 139.90 | 3,750 | 88.25 | -1.20 | 31.20 | +1,875 | 19,875 | Short buildup | ||||||
| Neutral | 59,250 | +250 | 31.07 | -8.20 | 113.70 | 3,800 | 110.45 | -2.20 | 30.77 | +6,625 | 55,000 | Short buildup | ||||||
| Short buildup | 21,250 | +8,750 | 30.98 | -6.40 | 90.80 | 3,850 | 138.45 | -0.50 | 30.98 | +3,500 | 11,750 | Short buildup | ||||||
| Long unwinding | 62,750 | −6,625 | 30.82 | -6.75 | 71.05 | 3,900 | 169.60 | -51.00 | 31.13 | −625 | 3,625 | Long unwinding | ||||||
| Short buildup | 10,500 | +500 | 30.70 | -6.35 | 54.70 | 3,950 | 274.90 | 0.00 | 33.78 | — | 250 | Neutral | ||||||
| Short buildup | 74,125 | +875 | 30.88 | -5.40 | 42.20 | 4,000 | 290.00 | 0.00 | 33.99 | — | 5,000 | Neutral | ||||||
| Neutral | 8,125 | — | 31.09 | -4.45 | 32.25 | 4,050 | 251.15 | -83.50 | 16.98 | +250 | 1,000 | Short buildup | ||||||
| Short buildup | 37,125 | +6,875 | 31.37 | -3.55 | 24.55 | 4,100 | 325.35 | 0.00 | 34.56 | — | 1,625 | Neutral | ||||||
| Short buildup | 10,500 | +1,000 | 31.58 | -2.90 | 18.40 | 4,150 | 910.75 | 0.00 | 34.96 | — | — | Neutral | ||||||
| Short buildup | 54,250 | +1,500 | 31.93 | -2.30 | 13.90 | 4,200 | 434.40 | 0.00 | 35.46 | — | 2,750 | Neutral | ||||||
| Long unwinding | 32,000 | −1,625 | 32.87 | -1.25 | 8.10 | 4,300 | 565.00 | 0.00 | 36.82 | — | 24,125 | Neutral | ||||||
| Long buildup | 30,375 | +12,500 | 35.87 | +0.55 | 6.45 | 4,400 | 580.00 | -97.50 | — | +875 | 3,125 | Short buildup | ||||||
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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.