TATAPOWER option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1450
Spot
355.89
Future
359.65
Forward
359.65
PCR (OI)
0.71
Puts 94,250 / Calls 1.32 L
PCR (volume)
0.68
Puts 30 / Calls 44
Max pain
360
strike with least total payout to holders
Highest OI
350 CE · 400 PE
ΔOI calls +44,950 · puts +42,050
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 74.25 | 290 | 1.00 | 0.00 | 23.97 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 65.15 | 300 | 1.80 | 0.00 | 24.00 | — | — | Neutral | ||||||
| Neutral | — | — | 15.22 | 0.00 | 40.55 | 305 | 3.15 | 0.00 | 24.02 | — | — | Neutral | ||||||
| Neutral | — | — | 19.84 | 0.00 | 56.45 | 310 | 3.00 | 0.00 | 24.01 | — | 1,450 | Neutral | ||||||
| Neutral | — | — | 21.10 | 0.00 | 32.75 | 315 | 5.25 | 0.00 | 24.08 | — | — | Neutral | ||||||
| Neutral | — | — | 21.83 | 0.00 | 48.30 | 320 | 4.00 | 0.00 | 24.07 | — | 5,800 | Neutral | ||||||
| Neutral | — | — | 22.31 | 0.00 | 25.85 | 325 | 8.20 | 0.00 | 24.09 | — | — | Neutral | ||||||
| Neutral | 4,350 | — | 22.62 | 0.00 | 25.60 | 330 | 5.50 | 0.00 | 24.13 | — | 15,950 | Neutral | ||||||
| Neutral | — | — | 22.85 | 0.00 | 19.85 | 335 | 12.10 | 0.00 | 24.14 | — | — | Neutral | ||||||
| Neutral | 1,450 | — | 23.00 | 0.00 | 19.00 | 340 | 8.60 | 0.00 | 24.16 | — | 15,950 | Neutral | ||||||
| Neutral | — | — | 23.14 | 0.00 | 14.85 | 345 | 17.00 | 0.00 | 24.20 | — | — | Neutral | ||||||
| Neutral | 42,050 | — | 23.22 | 0.00 | 12.10 | 350 | 9.90 | -6.90 | 25.59 | — | 1,450 | Neutral | ||||||
| Neutral | — | — | 23.31 | 0.00 | 10.80 | 355 | 22.90 | 0.00 | 24.29 | — | — | Neutral | ||||||
| Long buildup | 31,900 | +7,250 | 23.10 | +5.75 | 12.80 | 360 | 22.45 | 0.00 | 24.34 | — | 4,350 | Neutral | ||||||
| Neutral | — | — | 23.42 | 0.00 | 7.70 | 365 | 23.35 | 0.00 | 24.40 | — | 7,250 | Neutral | ||||||
| Neutral | 1,450 | — | 23.47 | 0.00 | 7.00 | 370 | 23.20 | 0.00 | 24.48 | — | — | Neutral | ||||||
| Neutral | — | — | 23.50 | 0.00 | 5.30 | 375 | 37.15 | 0.00 | 24.57 | — | — | Neutral | ||||||
| Long buildup | 30,450 | +18,850 | 23.71 | +2.40 | 5.90 | 380 | 26.70 | -2.50 | 25.03 | +11,600 | 11,600 | Short buildup | ||||||
| Neutral | — | — | 23.59 | 0.00 | 10.60 | 390 | 35.90 | 0.00 | 24.96 | — | — | Neutral | ||||||
| Short buildup | 20,300 | +18,850 | 24.18 | -1.60 | 2.40 | 400 | 42.50 | -0.70 | 24.62 | +30,450 | 30,450 | Short buildup | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 6.22% (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.