TATAPOWER option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1450
Spot
355.89
Future
357.45
Forward
357.42
PCR (OI)
1.03
Puts 2.04 Cr / Calls 1.98 Cr
PCR (volume)
0.65
Puts 14,584 / Calls 22,431
Max pain
355
strike with least total payout to holders
Highest OI
380 CE · 350 PE
ΔOI calls +10.41 L · puts +6.13 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 1,450 | — | — | 0.00 | 50.00 | 290 | 0.10 | -0.10 | 37.58 | −14,500 | 10.16 L | Long unwinding | ||||||
| Neutral | 8,700 | — | — | 0.00 | 44.50 | 300 | 0.20 | -0.20 | 35.44 | −7,250 | 2.38 L | Long unwinding | ||||||
| Neutral | 1.62 L | — | — | 0.00 | 42.00 | 305 | 0.20 | -0.30 | 32.54 | +5,800 | 7.51 L | Neutral | ||||||
| Neutral | 1.74 L | — | — | 0.00 | 36.75 | 310 | 0.30 | -0.35 | 31.71 | −10,150 | 11.79 L | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 48.55 | 315 | 0.50 | -0.50 | 31.58 | −17,400 | 2.06 L | Long unwinding | ||||||
| Neutral | 76,850 | — | — | 0.00 | 26.55 | 320 | 0.70 | -0.80 | 30.47 | −2.39 L | 8.70 L | Long unwinding | ||||||
| Neutral | 5.54 L | — | 17.70 | 0.00 | 22.95 | 325 | 1.00 | -1.20 | 29.54 | −1.33 L | 6.68 L | Long unwinding | ||||||
| Short covering | 4.29 L | −10,150 | 28.34 | +10.15 | 28.70 | 330 | 1.45 | -1.65 | 28.79 | +6.51 L | 17.68 L | Short buildup | ||||||
| Short covering | 5.44 L | −52,200 | 29.39 | +8.95 | 24.70 | 335 | 1.95 | -2.30 | 27.45 | −2.38 L | 7.60 L | Long unwinding | ||||||
| Short covering | 20.69 L | −94,250 | 26.59 | +8.25 | 20.10 | 340 | 2.80 | -3.25 | 26.83 | −2.77 L | 16.27 L | Long unwinding | ||||||
| Short covering | 15.82 L | −2.86 L | 25.80 | +7.25 | 16.20 | 345 | 3.80 | -4.45 | 25.72 | +4.15 L | 16.43 L | Short buildup | ||||||
| Short covering | 19.86 L | −5.05 L | 25.19 | +6.25 | 12.70 | 350 | 5.40 | -5.55 | 25.49 | +89,900 | 21.01 L | Short buildup | ||||||
| Long buildup | 8.45 L | +1.94 L | 25.29 | +5.25 | 9.85 | 355 | 7.50 | -6.65 | 25.48 | +2.97 L | 5.29 L | Short buildup | ||||||
| Long buildup | 13.48 L | +3.10 L | 24.77 | +3.90 | 7.25 | 360 | 9.80 | -8.60 | 24.72 | +65,250 | 5.38 L | Short buildup | ||||||
| Long buildup | 6.99 L | +2.67 L | 24.67 | +2.90 | 5.25 | 365 | 12.80 | -8.05 | 24.67 | +62,350 | 1.26 L | Short buildup | ||||||
| Short covering | 14.05 L | −39,150 | 24.64 | +2.10 | 3.70 | 370 | 16.40 | -10.00 | 25.21 | +11,600 | 12.02 L | Neutral | ||||||
| Long buildup | 10.48 L | +4.22 L | 24.90 | +1.45 | 2.60 | 375 | 21.30 | -6.85 | 29.36 | +1,450 | 1.44 L | Short buildup | ||||||
| Long buildup | 20.97 L | +2.19 L | 25.19 | +0.95 | 1.80 | 380 | 24.50 | -9.40 | 26.14 | −7,250 | 8.89 L | Neutral | ||||||
| Long buildup | 10.99 L | +33,350 | 25.33 | +0.65 | 1.20 | 385 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 16.08 L | +5.19 L | 25.60 | +0.40 | 0.80 | 390 | 33.15 | -14.35 | 24.71 | +1,450 | 1.32 L | Short buildup | ||||||
| Long buildup | 62,350 | +15,950 | 26.11 | +0.25 | 0.55 | 395 | 42.00 | 0.00 | 27.49 | — | 5,800 | Neutral | ||||||
| Long buildup | 10.89 L | +33,350 | 27.53 | +0.20 | 0.45 | 400 | 42.95 | -10.90 | 28.38 | −10,150 | 12.69 L | Neutral | ||||||
| Long buildup | 8.76 L | +13,050 | 28.14 | +0.10 | 0.20 | 410 | 52.00 | -11.50 | — | −29,000 | 13.60 L | Long unwinding | ||||||
| Neutral | 65,250 | — | 22.88 | 0.00 | 0.10 | 420 | · | · | · | · | · | · | · | · | · | |||
| · | · | · | · | · | · | · | · | · | 440 | 83.00 | -7.20 | 49.02 | −4,350 | 14.22 L | Neutral | |||
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 6.22% (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.