TATAELXSI option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 125
Spot
3,783.80
Future
3,794.40
Forward
3,794.40
PCR (OI)
3.67
Puts 2,750 / Calls 750
PCR (volume)
—
Puts — / Calls —
Max pain
3,700
strike with least total payout to holders
Highest OI
3,700 CE · 3,700 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 2,800 | 2.00 | 0.00 | 32.00 | — | 500 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 2,900 | 100.00 | 0.00 | 31.96 | — | 125 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 3,200 | 41.00 | 0.00 | 31.75 | — | 125 | Neutral | |||
| Neutral | — | — | 38.67 | 0.00 | 219.50 | 3,300 | 259.45 | 0.00 | 31.65 | — | — | Neutral | ||||||
| Neutral | — | — | 37.30 | 0.00 | 179.60 | 3,400 | 318.05 | 0.00 | 31.53 | — | — | Neutral | ||||||
| Neutral | — | — | 36.77 | 0.00 | 419.15 | 3,450 | 108.40 | 0.00 | 31.46 | — | — | Neutral | ||||||
| Neutral | — | — | 36.31 | 0.00 | 145.55 | 3,500 | 70.00 | 0.00 | 31.39 | — | 625 | Neutral | ||||||
| Neutral | — | — | 35.92 | 0.00 | 355.60 | 3,550 | 143.75 | 0.00 | 31.30 | — | — | Neutral | ||||||
| Neutral | 125 | — | 35.59 | 0.00 | 249.25 | 3,600 | 101.00 | 0.00 | 31.21 | — | 250 | Neutral | ||||||
| Neutral | — | — | 35.31 | 0.00 | 298.60 | 3,650 | 185.65 | 0.00 | 31.11 | — | — | Neutral | ||||||
| Neutral | 625 | — | 35.06 | 0.00 | 217.40 | 3,700 | 139.10 | 0.00 | 31.00 | — | 875 | Neutral | ||||||
| Neutral | — | — | 34.85 | 0.00 | 248.15 | 3,750 | 234.15 | 0.00 | 30.87 | — | — | Neutral | ||||||
| Neutral | — | — | 34.67 | 0.00 | 73.75 | 3,800 | 606.35 | 0.00 | 30.73 | — | — | Neutral | ||||||
| Neutral | — | — | 34.51 | 0.00 | 204.15 | 3,850 | 289.05 | 0.00 | 30.57 | — | — | Neutral | ||||||
| Neutral | — | — | 34.37 | 0.00 | 57.85 | 3,900 | 255.20 | 0.00 | 30.39 | — | 125 | Neutral | ||||||
| Neutral | — | — | 34.24 | 0.00 | 166.35 | 3,950 | 350.15 | 0.00 | 30.18 | — | — | Neutral | ||||||
| Neutral | — | — | 34.13 | 0.00 | 101.45 | 4,000 | 774.75 | 0.00 | 29.94 | — | — | Neutral | ||||||
| Neutral | — | — | 34.04 | 0.00 | 134.20 | 4,050 | 416.90 | 0.00 | 29.67 | — | — | Neutral | ||||||
| Neutral | — | — | 33.95 | 0.00 | 32.75 | 4,100 | 425.00 | 0.00 | 29.35 | — | 125 | Neutral | ||||||
| Neutral | — | — | 33.87 | 0.00 | 107.45 | 4,150 | 489.10 | 0.00 | 28.97 | — | — | Neutral | ||||||
| Neutral | — | — | 33.80 | 0.00 | 26.75 | 4,200 | 953.55 | 0.00 | 28.53 | — | — | Neutral | ||||||
| Neutral | — | — | 33.68 | 0.00 | 36.50 | 4,300 | 856.15 | 0.00 | 27.31 | — | — | 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 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.