TATAELXSI option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 175
Spot
3,783.80
Future
3,819.00
Forward
3,819.00
PCR (OI)
—
Puts 175 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
3,800
strike with least total payout to holders
Highest OI
— CE · 3,800 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 | ||||||
| Neutral | — | — | 36.18 | 0.00 | 644.90 | 3,200 | 72.10 | 0.00 | 32.09 | — | — | Neutral | ||||||
| Neutral | — | — | 34.86 | 0.00 | 501.75 | 3,400 | 125.90 | 0.00 | 31.99 | — | — | Neutral | ||||||
| Neutral | — | — | 34.45 | 0.00 | 438.15 | 3,500 | 160.75 | 0.00 | 31.92 | — | — | Neutral | ||||||
| Neutral | — | — | 34.14 | 0.00 | 380.05 | 3,600 | 201.10 | 0.00 | 31.84 | — | — | Neutral | ||||||
| Neutral | — | — | 33.91 | 0.00 | 327.50 | 3,700 | 247.00 | 0.00 | 31.75 | — | — | Neutral | ||||||
| Neutral | — | — | 33.73 | 0.00 | 280.35 | 3,800 | 209.00 | 0.00 | 31.63 | — | 175 | Neutral | ||||||
| Neutral | — | — | 33.58 | 0.00 | 238.50 | 3,900 | 354.90 | 0.00 | 31.50 | — | — | Neutral | ||||||
| Neutral | — | — | 33.47 | 0.00 | 201.65 | 4,000 | 416.50 | 0.00 | 31.34 | — | — | Neutral | ||||||
| Neutral | — | — | 33.38 | 0.00 | 169.50 | 4,100 | 482.80 | 0.00 | 31.14 | — | — | Neutral | ||||||
| Neutral | — | — | 33.30 | 0.00 | 141.65 | 4,200 | 553.40 | 0.00 | 30.89 | — | — | Neutral | ||||||
| Neutral | — | — | 33.18 | 0.00 | 97.50 | 4,400 | 706.15 | 0.00 | 30.17 | — | — | 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.